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On the statistical and economic performance of stock return predictive regression models: an international perspective
GIOT, Pierre; PETITJEAN, Mikael - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674934
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IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis
GIOT, Pierre; SCHWIENBACHER, Armin - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674962
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Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators?
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674978
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The moments of Log-ACD models
BAUWENS, Luc; GALLi, Fausto; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675073
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Trading activity, realized volatility and jumps
GIOT, Pierre; LAURENT, Sébastien; PETITJEAN, Mikael - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675115
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Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants
FRAIPONT, Sarah; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675126
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Market risk models for intraday data
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675142
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The information content of the Bond-Equity Yield Ratio: Better than a random walk?
GIOT, Pierre; PETITJEAN, Mikael - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675175
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Volatility regimes and liquidity co-movements in cap-based portfolios
BEAUPAIN, Renoud; GIOT, Pierre; PETITJEAN, Mikael - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675282
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Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
BELTRAN, Helena; DURRE, Alain; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675287