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Market risk in commodity marke...
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Volatilität
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Giot, Pierre
152
GIOT, Pierre
83
Bauwens, Luc
29
Durré, Alain
24
Grammig, Joachim
23
Petitjean, Mikael
23
BAUWENS, Luc
20
Laurent, Sébastien
20
PETITJEAN, Mikael
17
Laurent, Sebastien
11
Schwienbacher, Armin
11
LAURENT, Sébastien
10
Beltran Lopez, Helena
9
GRAMMIG, Joachim
9
Veredas, David
7
Ben Omrane, Walid
6
Beine, Michel
5
Beltran, Helena
5
Beltran-Lopez, Helena M.
5
DURRE, Alain
5
BELTRAN, Helena
4
Beaupain, Renaud
4
Beltran-Lopez, Héléna
4
BEN OMRANE, Walid
3
Hege, Ulrich
3
SCHWIENBACHER, Armin
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VEREDAS, David
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Aubert, Samuel
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BEAUPAIN, Renoud
2
BELTRAN-LOPEZ, Héléna
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FRAIPONT, Sarah
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GALLi, Fausto
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Galli, Fausto
2
Gejadze, Maia
2
Grammig, Joachim G.
2
Lecourt, Christelle
2
Moerloose, Sandrine de
2
BAUWENS, LUC
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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International Journal of Forecasting
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Journal of Futures Markets
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2
Journal of banking & finance
2
Journal of business finance & accounting : JBFA
2
Journal of international money and finance
2
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National Bank of Belgium Working Paper
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The European Journal of Finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advanced studies in theoretical and applied econometrics : ASTA
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RePEc
124
ECONIS (ZBW)
93
OLC EcoSci
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EconStor
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121
Commonalities in the order book
BELTRAN-LOPEZ, Héléna
;
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675347
Saved in:
122
Short-term market timing using the bond-equity yield ratio
GIOT, Pierre
;
PETITJEAN, Mikael
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675409
Saved in:
123
L'irrésistible ascension de la finance comportementale
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675460
Saved in:
124
An international analysis of earnings, stock prices and Bond yields
DURRE, Alain
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675496
Saved in:
125
Market risk in commodity markets: a VaR approach
GIOT, Pierre
;
LAURENT, Sébastien
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010693973
Saved in:
126
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
Saved in:
127
Gibbs sampling approach to cointegration
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694349
Saved in:
128
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694436
Saved in:
129
Value-at-Risk for long and short trading positions
GIOT, Pierre
;
LAURENT, Sébastien
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694462
Saved in:
130
Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694553
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