Narrow search
Showing 1 - 10 of 21
Cover Image
Short-term market timing using the bond-equity yield ratio
Giot, Pierre; Petitjean, Mikael - In: The European journal of finance 15 (2009) 3/4, pp. 365-384
Persistent link: https://www.econbiz.de/10003875468
Cover Image
Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
Cover Image
Market risk models for intraday data
Giot, Pierre - In: The European journal of finance 11 (2005) 4, pp. 309-324
Persistent link: https://www.econbiz.de/10003081478
Cover Image
Time transformations, intraday data and volatility models
Giot, Pierre - 1999
Persistent link: https://www.econbiz.de/10001430828
Cover Image
Time transformations, intraday data, and volatility models
Giot, Pierre - In: The journal of computational finance 4 (2000/2001) 2, pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
Cover Image
Intraday value-at-risk
Giot, Pierre - 2000
Persistent link: https://www.econbiz.de/10001529425
Cover Image
An international test of the Fed model
Aubert, Samuel; Giot, Pierre - In: The journal of asset management 8 (2007/08) 2, pp. 86-100
Persistent link: https://www.econbiz.de/10003502611
Cover Image
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc; Giot, Pierre - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Cover Image
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Cover Image
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354