Narrow search
Showing 41 - 50 of 242
Cover Image
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
Cover Image
Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Cover Image
Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Cover Image
The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
Cover Image
Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
Cover Image
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
Cover Image
Modelling daily value-at-risk using realized volatility and ARCH type models
Giot, Pierre; Laurent, Sébastien - In: Journal of empirical finance 11 (2004) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10002050367
Cover Image
A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - 2000
Persistent link: https://www.econbiz.de/10001555045
Cover Image
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
Cover Image
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354