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The Logarithmic ACD Model: An...
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Bauwens, Luc
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ECONIS (ZBW)
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1
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
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-609
Persistent link: https://www.econbiz.de/10002434252
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Commonalities in the order book
Beltran Lopez, Helena
;
Giot, Pierre
;
Grammig, Joachim
- In:
Financial markets and portfolio management
23
(
2009
)
3
,
pp. 209-242
Persistent link: https://www.econbiz.de/10003889895
Saved in:
6
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
7
An international analysis of earnings, stock prices and bond yields
Durré, Alain
;
Giot, Pierre
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
3/4
,
pp. 613-641
Persistent link: https://www.econbiz.de/10003487776
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8
IPOs, trade sales and liquidations : modelling venture capital exits using survival analysis
Giot, Pierre
;
Schwienbacher, Armin
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 679-702
Persistent link: https://www.econbiz.de/10003429750
Saved in:
9
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:
10
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
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