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Displaying 1 - 25 of 55 results.

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    • Journal article
    The Moments of Log-ACD Models
    Bauwens, Luc[UCL] Galli, Fausto[UCL] Giot, Pierre[UCL] (2008) Quantitative and Qualitative Analysis in Social Sciences — Vol. 2, no. 1, p. 1-28 (2008)
    • WorkingPaper
    The Asian financial crisis: the start of a regime switch in volatility
    Giot, Pierre[UCL] (2003)
    • WorkingPaper
    Volatility regimes and the provision of liquidity in order book markets
    Beltran, Helena[UCL] Duree, Alain Giot, Pierre[UCL] (2005)
    • 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
    IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis
    Giot, Pierre Schwienbacher, Armin[UCL] (2005)
    • BookChapter
    The moments of first order Log-ACD models
    Bauwens, Luc[UCL] Giot, Pierre[FUNDP] Galli, Fausto (2002) Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling —
    • Journal article
    News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
    Bauwens, Luc[UCL] Giot, Pierre[FUNDP] Ben Omrane, Walid (2005) Journal of International Money and Finance — Vol. 24 Iss. 7, p. 1108-1125 (2005)
    • Journal article
    A comparison of financial duration models via density forecasts
    Bauwens, Luc[UCL] Grammig, Joachim Giot, Pierre[FUNDP] Veredas, David (2004) International Journal of Forecasting — Vol. 20, no. 4, p. 589-609 (2004)
    • Journal article
    Asymmetric ACD models : Introducing price information in ACD model with a two state transition model
    Bauwens, Luc[UCL] Giot, Pierre[FUNDP] (2003) Empirical Economics — Vol. 28, no. 4, p. 709-731 (2003)
    • 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)
    • Journal article
    IPOs, Trade Sales and Liquidations : Modelling Venture Capital Exits Using Survival Analysis
    Giot, Pierre[FUNDP] Schwienbacher, Armin[UCL] (2007) Journal of Banking & Finance — Vol. 31, no. 3, p. 679-702 (2007)
    • Journal article
    [Automated delineation of the forest stands using digital color orthophotos: Case study in Belgium]
    Kayitakire, François[UCL] Giot, Pierre[UCL] Defourny, Pierre[UCL] (2002) Canadian Journal of Remote Sensing — Vol. 28, no. 5, p. 629-640 (2002)
    • Journal article
    Commonalities in the order book
    Beltran-Lopez, Helena[UCL] Giot, Pierre[FUNDP] Grammig, Joachim (2010) Financial Markets and Portfolio Management — Vol. 23, no. 3, p. 209-242 (2010)
    • Journal article
    Positionnement par GPS en forêt
    Lucau, Cozmin[UCL] Farcy, Christine[UCL] Giot, Pierre[UCL] Defourny, Pierre[UCL] (2000) Forêt Wallonne — , no. 47, p. 31 - 32 (2000)
    • WorkingPaper
    Commonalities in the order book
    Beltran, Helena[UCL] Giot, Pierre[UCL] Grammig, Joachim (2005)
    • 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)
    • Journal article
    L'irrésistible ascension de la finance comportementale
    Giot, Pierre[FUNDP] (2009) Forum financier : revue bancaire et financière — Vol. 2-3, p. 156-158 (2009)
    • 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)

Pages