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Asymmetric ACD models: Introdu...
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Bauwens, Luc
25
Giot, Pierre
24
Laurent, Sébastien
7
Lubrano, Michel
5
Durré, Alain
3
Grammig, Joachim
3
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Journal of econometrics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of empirical finance
3
Global finance journal
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The European journal of finance
2
The journal of asset management
2
The journal of futures markets
2
Annales d'économie et de statistique
1
Econometric reviews
1
Energy economics
1
Finance : revue de l'Association Française de Finance
1
Financial markets and portfolio management
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic literature
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Monetary and economic studies
1
Recherches économiques de Louvain
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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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
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:
4
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE-Stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 117-150
Persistent link: https://www.econbiz.de/10007919763
Saved in:
5
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:
6
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange
Bauwens, Luc
- In:
Monetary and economic studies
24
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009935076
Saved in:
7
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:
8
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:
9
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:
10
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
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