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Volatilität
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Giot, Pierre
21
Bauwens, Luc
4
Laurent, Sébastien
4
Grammig, Joachim
2
Schwienbacher, Armin
2
Veredas, David
2
Beaupain, Renaud
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CORE discussion paper : DP
8
The journal of futures markets
2
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CORE discussion papers : DP
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ECONIS (ZBW)
21
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1
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
2
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
Saved in:
3
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
4
Time transformations, intraday data and volatility models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
5
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
6
The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001876281
Saved in:
7
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
Saved in:
8
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
9
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
Saved in:
10
IPOs, trade sales and liquidations : modelling venture capital exits using survival analysis
Giot, Pierre
(
contributor
);
Schwienbacher, Armin
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003279052
Saved in:
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