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Giot, Pierre
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Problèmes économiques : le meilleur de la presse et des revues pour suivre l'actualité
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OLC EcoSci
ECONIS (ZBW)
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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/10008305490
Saved in:
2
Ou'est-ce qui détermine la demande de monnaie ? (La Lettre économique de la CDC) - Les déterminants de la demande de monnaie sont traditionnellement déduits de la théorie quantitative de la monnaie, ainsi que de la logique de choix de portefeuille entre une gamme d'actifs. Cette relation s'applique-t-elle aussi aux moyens de paiements des ménages en France ? À quelles modifications futures du ...
Beltran-Lopez, Héléna
;
Séjourné, Bruno
- In:
Problèmes économiques : le meilleur de la presse et …
(
1999
)
2616
,
pp. 12-14
Persistent link: https://www.econbiz.de/10007521797
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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