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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International journal of forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386833
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Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386845
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001590396
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001638521
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Modelling daily value-at-risk using realized volatility and ARCH type models
Giot, Pierre; Laurent, Sébastien - In: Journal of empirical finance 11 (2004) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10002050367