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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - 2002
Persistent link: https://www.econbiz.de/10001720490
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001696228
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001638521
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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - 2002
Persistent link: https://www.econbiz.de/10001710321
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Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001713160
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Time transformations, intraday data and volatility models
Giot, Pierre - 1999
Persistent link: https://www.econbiz.de/10001430828
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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
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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
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292