//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market risk models for intrada...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienindex
18
Theorie
16
Theory
16
Volatilität
15
Stock index
14
Volatility
14
ARCH model
12
ARCH-Modell
12
Risikomaß
12
Risk measure
12
USA
11
United States
11
Wertpapierhandel
11
Schätzung
10
Securities trading
10
Estimation
8
Rendite
8
VAR-Modell
8
Börsenkurs
7
Share price
7
liquidity
7
Börse
6
Deutschland
6
Liquidity
6
Lohn
6
Market microstructure
6
OECD-Staaten
6
Portfolio selection
6
Portfolio-Management
6
VAR model
6
Value-at-Risk
6
Yield
6
Aktienmarkt
5
Belgien
5
Bourse
5
Germany
5
Liquidität
5
Marktmikrostruktur
5
Stock market
5
earnings
5
more ...
less ...
Online availability
All
Free
89
Undetermined
39
Type of publication
All
Book / Working Paper
Article
69
Type of publication (narrower categories)
All
Working Paper
40
Arbeitspapier
36
Graue Literatur
32
Non-commercial literature
32
Hochschulschrift
1
Thesis
1
Language
All
Undetermined
117
English
55
German
1
Author
All
Giot, Pierre
84
GIOT, Pierre
82
BAUWENS, Luc
19
Durré, Alain
17
PETITJEAN, Mikael
17
Bauwens, Luc
16
Grammig, Joachim
14
Petitjean, Mikael
12
LAURENT, Sébastien
10
GRAMMIG, Joachim
9
Beltran Lopez, Helena
7
Laurent, Sébastien
7
Giot, P.
6
Beltran-Lopez, Helena M.
5
DURRE, Alain
5
Schwienbacher, Armin
5
BELTRAN, Helena
4
Veredas, David
4
BEN OMRANE, Walid
3
SCHWIENBACHER, Armin
3
VEREDAS, David
3
BEAUPAIN, Renoud
2
BELTRAN-LOPEZ, Héléna
2
Bauwens, L.
2
Beaupain, Renaud
2
Beltran, Helena
2
Beltran-Lopez, Héléna
2
Ben Omrane, Walid
2
FRAIPONT, Sarah
2
GALLi, Fausto
2
Galli, Fausto
2
Grammig, Joachim G.
2
BAUWENS, L.
1
BAUWENS, LUC
1
BEAUPAIN, Renaud
1
De Frahan, B.H.
1
GALLI, Fausto
1
GIOT, P.
1
Gejadze, Maia
1
Giot, Pierre-Roland
1
more ...
less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
89
Society for Computational Economics - SCE
3
Nationale Bank van België/Banque national de Belqique (BNB)
2
EconWPA
1
Econometric Society
1
European Central Bank
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
1
School of Economics and Political Science, Universität St. Gallen
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
more ...
less ...
Published in...
All
CORE Discussion Papers RP
58
CORE Discussion Papers
24
CORE discussion paper : DP
16
CORE discussion papers : DP
8
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
7
CORE Discussion Paper
3
Discussion papers / UCL, Département des Sciences Economiques
2
NBB Working Paper
2
National Bank of Belgium Working Paper
2
Research memorandum / METEOR
2
Working Paper Research
2
Working paper / National Bank of Belgium
2
Working paper / National Bank of Belgium / National Bank of Belgium
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
CFR Working Papers
1
CFR working paper
1
Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
1
Computing in Economics and Finance 2001
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2004
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
ECB Working Paper
1
Econometric Society World Congress 2000 Contributed Papers
1
Finance
1
Research Memoranda / Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
1
ULB Institutional Repository
1
University of St. Gallen Department of Economics working paper series 2002
1
Working Paper Series / European Central Bank
1
Working paper / Centre for Financial Research
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
RePEc
101
ECONIS (ZBW)
68
EconStor
4
Showing
1
-
10
of
173
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
2
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
3
Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001713160
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
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
8
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
9
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
10
Commonalities in the order book
Beltran Lopez, Helena
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003278481
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->