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Time transformations, intraday data, and volatility models
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694630
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Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694722
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The information content of implied volatility in agricultural commodity markets
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694848
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News announcements, market activity and volatility in the euro/dollar foreign exchange market
BAUWENS, Luc; BEN OMRANE, Walid; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694896
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Stocks, bonds and the equity risk premium: Some recent academic perspectives
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695053
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Modelling daily Value-at-Risk using realized volatility and ARCH type models.
GIOT, Pierre; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695600
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L'irrésistible ascension de la finance comportementale
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703662
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Stocks, bonds and the equity risk premium: Some recent academic perspectives
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703752
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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/10010703824
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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/10010704000