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Displaying 13 results.
    • 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 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)
    • 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
    Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (2000) Bulletin of EU and US inflation and macroeconomic analysis — Vol. 65, p. 49-56 (2000)
    • Journal article
    The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (2000) Annales d'économie et de statistique — Vol. 60, p. 117-149 (2000)
    • Journal article
    A Gibbs sampling approach to cointegration
    Bauwens, Luc[UCL] Giot, Pierre[UCL] (1998) Computational Statistics — Vol. 13, no. 3, p. 339-368 (1998)