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The Logarithmic ACD Model: An...
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Volatility
Theorie
94
Theory
94
economic models
91
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67
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67
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55
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54
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Bauwens, Luc
36
Giot, Pierre
21
Sucarrat, Genaro
7
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6
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5
Durré, Alain
5
Otranto, Edoardo
5
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4
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4
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4
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3
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2
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2
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News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
2
News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc
;
Omrane, Walid Ben
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791297
Saved in:
3
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
4
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003278494
Saved in:
5
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
Saved in:
6
Trading activity, realized volatility and jumps
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 168-175
Persistent link: https://www.econbiz.de/10003943976
Saved in:
7
How does liquidity react to stress periods in a limit order market?
Beltran Lopez, Helena
;
Durré, Alain
;
Giot, Pierre
-
2004
Persistent link: https://www.econbiz.de/10002093411
Saved in:
8
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002793222
Saved in:
9
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:
10
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
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