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Commonalities in the order book
BELTRAN-LOPEZ, Héléna
;
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926581
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2
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927286
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3
Commonalities in the order book
BELTRAN-LOPEZ, Héléna
;
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675347
Saved in:
4
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
Saved in:
5
How large is liquidity risk in an automated auction market?
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704333
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6
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International Journal of Forecasting
20
(
2004
)
4
,
pp. 589-609
Persistent link: https://www.econbiz.de/10005418381
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7
Commonalities in the order book
Beltran-Lopez, Héléna
;
Giot, Pierre
;
Grammig, Joachim
- In:
Financial Markets and Portfolio Management
23
(
2009
)
3
,
pp. 209-242
Persistent link: https://www.econbiz.de/10005048625
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8
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical Economics
30
(
2006
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10005166737
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9
Market risk models for intraday data
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926245
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10
An international analysis of earnings, stock prices and Bond yields
DURRE, Alain
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926280
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