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Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001713160
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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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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Commonalities in the order book
Beltran Lopez, Helena (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003278481
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Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003278494
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Commonalities in the order book
Beltran Lopez, Helena (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002793179
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Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002793222
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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
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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