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Market risk models for intrada...
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Volatilität
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Giot, Pierre
152
GIOT, Pierre
83
Bauwens, Luc
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Durré, Alain
24
Grammig, Joachim
23
Petitjean, Mikael
23
BAUWENS, Luc
20
Laurent, Sébastien
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Schwienbacher, Armin
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Beltran Lopez, Helena
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GRAMMIG, Joachim
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Hege, Ulrich
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2
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2
Gejadze, Maia
2
Grammig, Joachim G.
2
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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CORE Discussion Papers RP
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Forecasting
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Journal of Futures Markets
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2
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2
Journal of international money and finance
2
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The European Journal of Finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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Advanced studies in theoretical and applied econometrics : ASTA
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CFR working paper
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RePEc
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ECONIS (ZBW)
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OLC EcoSci
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EconStor
4
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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
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
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
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:
6
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:
7
The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001876281
Saved in:
8
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
9
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
10
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
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