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1. • WorkingPaper

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   The Asian financial crisis: the start of a regime switch in volatility

   Giot, Pierre[UCL] (2003)
2. • WorkingPaper

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   Volatility regimes and the provision of liquidity in order book markets

   Beltran, Helena[UCL] Duree, Alain Giot, Pierre[UCL] (2005)
3. • WorkingPaper

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   The moments of Log-ACD models

   Bauwens, Luc[UCL] Galli, Fausto[UCL] Giot, Pierre[UCL] (2003)
4. • WorkingPaper

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   News announcements, market activity and volatility in the Euro/Dollar foreign exchange market

   Bauwens, Luc[UCL] Ben Omrane, Walid[UCL] Giot, Pierre[UCL] (2003)
5. • WorkingPaper

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   Les annonces, l'activité et la volatilité sur le marché des changes euro/dollar

   Ben Omrane, Walid Bauwens, Luc[UCL] Giot, Pierre[FUNDP] (2003)
6. • WorkingPaper

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   The information content of implied volatility in agricultural commodity markets

   Giot, Pierre (2002)
7. • WorkingPaper

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   IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis

   Giot, Pierre Schwienbacher, Armin[UCL] (2005)
8. • WorkingPaper

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   Asymmetric ACD models: introducing price information in ACD models with a two state transition model

   Bauwens, Luc[UCL] Giot, Pierre (1998)
9. • WorkingPaper

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   A comparison of financial duration models via density forecasts

   Bauwens, Luc[UCL] Giot, Pierre Grammig, Joachim Veredas, David (2000)
10. • WorkingPaper

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    Commonalities in the order book

    Beltran, Helena[UCL] Giot, Pierre[UCL] Grammig, Joachim (2005)
11. • WorkingPaper

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    The information content of implied volatility indexes for forecasting volatility and market risk

    Giot, Pierre[UCL] (2003)
12. • WorkingPaper

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    How large is liquidity risk in a automated auction market?

    Giot, Pierre Grammig, Joachim (2002)
13. • WorkingPaper

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    Value-at-risk for long and short trading positions

    Giot, Pierre Laurent, Sébastien (2001)
14. • WorkingPaper

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    Market risk in commodity markets: a VaR approach

    Giot, Pierre[UCL] Laurent, Sébastien (2003)
15. • WorkingPaper

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    Intraday value-at-risk

    Giot, Pierre (2000)
16. • WorkingPaper

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    Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio

    Giot, Pierre Petitjean, Mikael (2005)
17. • WorkingPaper

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    Trading activity, realized volatility and jumps

    Giot, Pierre[FUNDP] Petitjean, Mikael[FUCAM] Laurent, Sébastien[FUNDP] (2007)
18. • WorkingPaper

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    Market-wide liquidity co-movements, volatility regimes, and market cap sizes

    Beaupain, Renaud Petitjean, Mikael[FUCAM] Giot, Pierre (2006)
19. • WorkingPaper

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    International stock return predictability: Statistical evidence and economic significance

    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
20. • WorkingPaper

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    Market-wide liquidity co-movements, volatility regimes and market cap sizes

    Beaupain, Renaud Giot, Pierre Petitjean, Mikael (2006)
21. • WorkingPaper

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    The information content of the Bond-Equity Yield Ratio: Better than a random walk?

    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
22. • WorkingPaper

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    Dynamic Asset Allocation between Stocks and Bonds Using the Bond-Equity Yield Ratio

    Giot, Pierre Petitjean, Mikael[FUCAM] (2005)
23. • WorkingPaper

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    Short-term market timing strategies using the Bond Equity Yield Ratio

    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
24. • WorkingPaper

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    The information content of the Bond-Equity Yield Ratio: better than a random walk?

    Giot, Pierre Petitjean, Mikael (2006)
25. • WorkingPaper

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    International stock return predictability: statistical evidence and economic significance

    Giot, Pierre Petitjean, Mikael (2006)

Pages