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Giot, Pierre
24
Grammig, Joachim
22
Hujer, Reinhard
7
Bauwens, Luc
5
Laurent, Sébastien
5
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4
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3
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The European journal of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of empirical finance
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Global finance journal
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of applied econometrics
2
Journal of econometrics
2
Review of financial economics : RFE
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf
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The journal of asset management
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The journal of futures markets
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Annales d'économie et de statistique
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Energy economics
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Finance : revue de l'Association Française de Finance
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Financial markets and portfolio management
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of forecasting
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Journal of banking & finance
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Journal of business finance & accounting : JBFA
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Journal of economic dynamics & control
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Journal of economic literature
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
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ECONIS (ZBW)
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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:
2
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:
3
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. 589-610
Persistent link: https://www.econbiz.de/10006961490
Saved in:
4
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:
5
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:
6
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:
7
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:
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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