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Displaying 24 results.
    • WorkingPaper
    The Asian financial crisis: the start of a regime switch in volatility
    Giot, Pierre[UCL] (2003)
    • WorkingPaper
    The moments of Log-ACD models
    Bauwens, Luc[UCL] Galli, Fausto[UCL] Giot, Pierre[UCL] (2003)
    • WorkingPaper
    News announcements, market activity and volatility in the Euro/Dollar foreign exchange market
    Bauwens, Luc[UCL] Ben Omrane, Walid[UCL] Giot, Pierre[UCL] (2003)
    • WorkingPaper
    Les annonces, l'activité et la volatilité sur le marché des changes euro/dollar
    Ben Omrane, Walid Bauwens, Luc[UCL] Giot, Pierre[FUNDP] (2003)
    • WorkingPaper
    The information content of implied volatility in agricultural commodity markets
    Giot, Pierre (2002)
    • WorkingPaper
    Asymmetric ACD models: introducing price information in ACD models with a two state transition model
    Bauwens, Luc[UCL] Giot, Pierre (1998)
    • WorkingPaper
    A comparison of financial duration models via density forecasts
    Bauwens, Luc[UCL] Giot, Pierre Grammig, Joachim Veredas, David (2000)
    • WorkingPaper
    The information content of implied volatility indexes for forecasting volatility and market risk
    Giot, Pierre[UCL] (2003)
    • WorkingPaper
    How large is liquidity risk in a automated auction market?
    Giot, Pierre Grammig, Joachim (2002)
    • WorkingPaper
    Value-at-risk for long and short trading positions
    Giot, Pierre Laurent, Sébastien (2001)
    • WorkingPaper
    Market risk in commodity markets: a VaR approach
    Giot, Pierre[UCL] Laurent, Sébastien (2003)
    • WorkingPaper
    Intraday value-at-risk
    Giot, Pierre (2000)
    • WorkingPaper
    Trading activity, realized volatility and jumps
    Giot, Pierre[FUNDP] Petitjean, Mikael[FUCAM] Laurent, Sébastien[FUNDP] (2007)
    • WorkingPaper
    Market-wide liquidity co-movements, volatility regimes, and market cap sizes
    Beaupain, Renaud Petitjean, Mikael[FUCAM] Giot, Pierre (2006)
    • WorkingPaper
    International stock return predictability: Statistical evidence and economic significance
    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
    • WorkingPaper
    Market-wide liquidity co-movements, volatility regimes and market cap sizes
    Beaupain, Renaud Giot, Pierre Petitjean, Mikael (2006)
    • WorkingPaper
    The information content of the Bond-Equity Yield Ratio: Better than a random walk?
    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
    • WorkingPaper
    Short-term market timing strategies using the Bond Equity Yield Ratio
    Giot, Pierre Petitjean, Mikael[FUCAM] (2006)
    • WorkingPaper
    The information content of the Bond-Equity Yield Ratio: better than a random walk?
    Giot, Pierre Petitjean, Mikael (2006)
    • WorkingPaper
    International stock return predictability: statistical evidence and economic significance
    Giot, Pierre Petitjean, Mikael (2006)
    • WorkingPaper
    Short-term market timing using the Bond-Equity Yield Ratio
    Giot, Pierre Petitjean, Mikael (2006)
    • WorkingPaper
    Implied volatility indices as leading indicators of stock index returns?
    Giot, Pierre (2002)
    • WorkingPaper
    Time transformations, intraday data and volatility models
    Giot, Pierre (1999)
    • WorkingPaper
    Co-integration and leadership in the European off-season fresh fruit market
    Giot, Pierre Henry de Frahan, Bruno[UCL] Pirotte, Nicolas (1999)