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Giot, Pierre
24
Bauwens, Luc
5
Laurent, Sébastien
5
Durré, Alain
3
Grammig, Joachim
3
Petitjean, Mikael
3
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2
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
2
Journal of empirical finance
2
The European journal of finance
2
The journal of asset management
2
The journal of futures markets
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Annales d'économie et de statistique
1
Energy economics
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Finance : revue de l'Association Française de Finance
1
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International journal of forecasting
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1
Journal of business finance & accounting : JBFA
1
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1
Journal of international money and finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
RePEc
124
ECONIS (ZBW)
93
EconStor
4
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News announcements, market activity and volatility in the euro-dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1108-1125
Persistent link: https://www.econbiz.de/10006874176
Saved in:
2
BOOK REVIEWS - Econometric Modelling of Stock Market Intraday Activity
Bauwens, Luc
;
Giot, Pierre
;
Vega, Clara
- In:
Journal of economic literature
41
(
2003
)
4
,
pp. 1294-1295
Persistent link: https://www.econbiz.de/10006819435
Saved in:
3
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2003
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10006821847
Saved in:
4
VOLATILITY FORECASTING - Relationships Between Implied Volatility Indexes and Stock Index Returns
Giot, Pierre
- In:
The journal of portfolio management : a publication of …
31
(
2005
)
3
,
pp. 92-100
Persistent link: https://www.econbiz.de/10006547202
Saved in:
5
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-888
Persistent link: https://www.econbiz.de/10006231901
Saved in:
6
Asymmetric ACD models: Introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-732
Persistent link: https://www.econbiz.de/10006253148
Saved in:
7
Market risk models for intraday data
Giot, Pierre
- In:
The European journal of finance
11
(
2005
)
4
,
pp. 309-324
Persistent link: https://www.econbiz.de/10005921065
Saved in:
8
Implied Volatility Indexes and Daily Value at Risk Models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 54
Persistent link: https://www.econbiz.de/10005921776
Saved in:
9
Market risk in commodity markets: a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-458
Persistent link: https://www.econbiz.de/10007654726
Saved in:
10
An International Analysis of Earnings, Stock Prices and Bond Yields
Durré, Alain
;
Giot, Pierre
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
3
,
pp. 613-641
Persistent link: https://www.econbiz.de/10007737565
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