Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market risk in commodity marke...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
25
Volatility
24
Aktienindex
22
USA
22
United States
22
ARCH model
21
ARCH-Modell
21
Risikomaß
20
Risk measure
20
Theorie
20
Theory
20
Stock index
18
Börsenkurs
14
Share price
14
Schätzung
13
Wertpapierhandel
13
Securities trading
12
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Deutschland
10
Market microstructure
10
Rendite
10
VAR-Modell
10
Germany
9
Marktmikrostruktur
8
VAR model
8
Yield
8
Börsenhandel
7
Liquidity
7
Lohn
7
OECD-Staaten
7
Stock exchange trading
7
liquidity
7
Aktienmarkt
6
Belgien
6
Capital income
6
Electronic trading
6
Elektronisches Handelssystem
6
Estimation theory
6
more ...
less ...
Online availability
All
Free
95
Undetermined
61
Type of publication
All
Book / Working Paper
170
Article
75
Type of publication (narrower categories)
All
Working Paper
40
Arbeitspapier
36
Graue Literatur
32
Non-commercial literature
32
Article in journal
25
Aufsatz in Zeitschrift
25
Case study
1
Fallstudie
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
Undetermined
160
English
84
German
1
Author
All
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
VEREDAS, David
3
Aubert, Samuel
2
BEAUPAIN, Renoud
2
BELTRAN-LOPEZ, Héléna
2
FRAIPONT, Sarah
2
GALLi, Fausto
2
Galli, Fausto
2
Gejadze, Maia
2
Grammig, Joachim G.
2
Lecourt, Christelle
2
Moerloose, Sandrine de
2
BAUWENS, LUC
1
BEAUPAIN, Renaud
1
Bismans, Francis
1
more ...
less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
83
Society for Computational Economics - SCE
3
Econometric Society
2
Nationale Bank van België/Banque national de Belqique (BNB)
2
EconWPA
1
European Central Bank
1
HAL
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
1
School of Economics and Management, University of Aarhus
1
School of Economics and Political Science, Universität St. Gallen
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
more ...
less ...
Published in...
All
CORE Discussion Papers RP
58
CORE Discussion Papers
25
CORE discussion paper : DP
16
CORE discussion papers : DP
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
The European journal of finance
4
The journal of asset management
4
The journal of futures markets
4
CORE Discussion Paper
3
Global finance journal
3
International journal of forecasting
3
Journal of Empirical Finance
3
Annales d'économie et de statistique
2
Discussion papers / UCL, Département des Sciences Economiques
2
Econometric Society World Congress 2000 Contributed Papers
2
Empirical Economics
2
Energy economics
2
Finance : revue de l'Association Française de Finance
2
Financial markets and portfolio management
2
International Journal of Forecasting
2
Journal of Futures Markets
2
Journal of applied econometrics
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
Working Paper Research
2
Working paper / National Bank of Belgium
2
Working paper / National Bank of Belgium / National Bank of Belgium
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annales d'Economie et de Statistique
1
Applied Financial Economics
1
CFR Working Papers
1
CFR working paper
1
more ...
less ...
Source
All
RePEc
124
ECONIS (ZBW)
93
OLC EcoSci
24
EconStor
4
Showing
41
-
50
of
245
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
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/10010926759
Saved in:
42
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/10010926884
Saved in:
43
Implied volatility indexes and daily Value at Risk models
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926902
Saved in:
44
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/10010927000
Saved in:
45
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/10010927122
Saved in:
46
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/10010927154
Saved in:
47
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/10010927177
Saved in:
48
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/10010927286
Saved in:
49
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/10010927349
Saved in:
50
Time transformations, intraday data, and volatility models
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927417
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
