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Market risk models for intrada...
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Volatilität
23
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Aktienindex
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liquidity
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Giot, Pierre
152
GIOT, Pierre
83
Bauwens, Luc
28
Durré, Alain
24
Grammig, Joachim
23
Petitjean, Mikael
23
BAUWENS, Luc
20
Laurent, Sébastien
20
PETITJEAN, Mikael
17
Schwienbacher, Armin
11
LAURENT, Sébastien
10
Beltran Lopez, Helena
9
GRAMMIG, Joachim
9
Veredas, David
7
Giot, P.
6
Beltran, Helena
5
Beltran-Lopez, Helena M.
5
Ben Omrane, Walid
5
DURRE, Alain
5
BELTRAN, Helena
4
Beaupain, Renaud
4
Beltran-Lopez, Héléna
4
BEN OMRANE, Walid
3
Hege, Ulrich
3
Laurent, Sebastien
3
SCHWIENBACHER, Armin
3
VEREDAS, David
3
Aubert, Samuel
2
BEAUPAIN, Renoud
2
BELTRAN-LOPEZ, Héléna
2
Bauwens, L.
2
FRAIPONT, Sarah
2
GALLi, Fausto
2
Galli, Fausto
2
Gejadze, Maia
2
Grammig, Joachim G.
2
Moerloose, Sandrine de
2
BAUWENS, L.
1
BAUWENS, LUC
1
BEAUPAIN, Renaud
1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
89
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3
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2
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1
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CORE Discussion Papers RP
58
CORE Discussion Papers
24
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16
CORE discussion papers : DP
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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
4
Journal of empirical finance
4
The journal of asset management
4
The journal of futures markets
4
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3
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International Journal of Forecasting
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Journal of Empirical Finance
2
Journal of Futures Markets
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business finance & accounting : JBFA
2
Journal of international money and finance
2
NBB Working Paper
2
National Bank of Belgium Working Paper
2
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The European Journal of Finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working Paper Research
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Advanced Studies in Theoretical and Applied Econometrics
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Advanced studies in theoretical and applied econometrics : ASTA
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Annales d'Economie et de Statistique
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CFR Working Papers
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CFR working paper
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RePEc
122
ECONIS (ZBW)
92
OLC EcoSci
24
EconStor
4
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2003
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10006821847
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242
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Giot, Pierre
;
Laurent, Sebastien
- In:
Journal of Empirical Finance
11
(
2004
)
3
,
pp. 379-398
Persistent link: https://www.econbiz.de/10005199029
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