Narrow search
Showing 41 - 50 of 7,952
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
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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
The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001876281
Cover Image
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