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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - 2000
Persistent link: https://www.econbiz.de/10001555045
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Econometric modelling of stock market intraday activity
Bauwens, Luc; Giot, Pierre - 2001
Persistent link: https://www.econbiz.de/10001584609
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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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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. 709-731
Persistent link: https://www.econbiz.de/10001798161
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Market risk in commodity markets: a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-458
Persistent link: https://www.econbiz.de/10007654726
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An International Analysis of Earnings, Stock Prices and Bond Yields
Durré, Alain; Giot, Pierre - In: Journal of business finance & accounting : JBFA 34 (2007) 3, pp. 613-641
Persistent link: https://www.econbiz.de/10007737565
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The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE-Stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000) 60, pp. 117-150
Persistent link: https://www.econbiz.de/10007919763
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Predicting issuer credit ratings using a semiparametric method
Giot, Pierre; Laurent, Sébastien; Petitjean, Mikael - In: Journal of empirical finance 17 (2010) 1, pp. 120-138
Persistent link: https://www.econbiz.de/10008349675