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Market risk in commodity marke...
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Volatilität
25
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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
3
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3
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2
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2
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2
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2
GALLi, Fausto
2
Galli, Fausto
2
Gejadze, Maia
2
Grammig, Joachim G.
2
Lecourt, Christelle
2
Moerloose, Sandrine de
2
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1
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1
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CORE Discussion Papers RP
58
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
The European journal of finance
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2
International Journal of Forecasting
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Journal of Futures Markets
2
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2
Journal of banking & finance
2
Journal of business finance & accounting : JBFA
2
Journal of international money and finance
2
NBB Working Paper
2
National Bank of Belgium Working Paper
2
Research memorandum / METEOR
2
The European Journal of Finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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2
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Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annales d'Economie et de Statistique
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Applied Financial Economics
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RePEc
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ECONIS (ZBW)
93
OLC EcoSci
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EconStor
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161
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-97
Persistent link: https://www.econbiz.de/10008259573
Saved in:
162
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/10006966137
Saved in:
163
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/10007230369
Saved in:
164
Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud
;
Giot, Pierre
;
Petitjean, Mikael
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10009918930
Saved in:
165
An international test of the Fed model
Aubert, Samuel
;
Giot, Pierre
- In:
The journal of asset management
8
(
2007/08
)
2
,
pp. 86-100
Persistent link: https://www.econbiz.de/10009870983
Saved in:
166
Style investing and momentum investing : a case study
Moerloose, Sandrine de
;
Giot, Pierre
- In:
The journal of asset management
12
(
2011
)
6
,
pp. 407-417
Persistent link: https://www.econbiz.de/10009871121
Saved in:
167
Short-term market timing using the bond-equity yield ratio
Giot, Pierre
;
Petitjean, Mikael
- In:
The European journal of finance
15
(
2009
)
3-4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10008275566
Saved in:
168
Commonalities in the order book
Beltran-Lopez, Héléna
;
Giot, Pierre
;
Grammig, Joachim
- In:
Financial markets and portfolio management
23
(
2009
)
3
,
pp. 209-242
Persistent link: https://www.econbiz.de/10008305490
Saved in:
169
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-98
Persistent link: https://www.econbiz.de/10008892043
Saved in:
170
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
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