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Volatility regimes and order b...
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Giot, Pierre
24
Bauwens, Luc
5
Laurent, Sébastien
5
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3
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3
Petitjean, Mikael
3
Beltran, Helena
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
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2
The European journal of finance
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The journal of asset management
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OLC EcoSci
RePEc
7,932
ECONIS (ZBW)
94
EconStor
4
USB Cologne (EcoSocSci)
2
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Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-97
Persistent link: https://www.econbiz.de/10008259573
Saved in:
2
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-98
Persistent link: https://www.econbiz.de/10008892043
Saved in:
3
Investment stimulation, with the example of housing
Dreze, Jacques H.
;
Durre, Alain
;
Sneessens, Henri
- In:
Cahiers BEI
3
(
1998
)
1
,
pp. 99-114
Persistent link: https://www.econbiz.de/10006053339
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
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:
9
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:
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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