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Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
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Implied volatility indexes and daily value at risk models
Giot, Pierre - In: The journal of derivatives : the official publication … 12 (2004) 4, pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001696228
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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Intraday value-at-risk
Giot, Pierre - 2000
Persistent link: https://www.econbiz.de/10001529425
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - In: The journal of futures markets 23 (2002) 5, pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International journal of forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386833
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Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386845
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369