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Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators?
GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927420
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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/10010927460
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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/10010927496
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News announcements, market activity and volatility in the euro-dollar foreign exchange market
Bauwens, Luc; Ben Omrane, Walid; Giot, Pierre - In: Journal of international money and finance 24 (2005) 7, pp. 1108-1125
Persistent link: https://www.econbiz.de/10006874176
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BOOK REVIEWS - Econometric Modelling of Stock Market Intraday Activity
Bauwens, Luc; Giot, Pierre; Vega, Clara - In: Journal of economic literature 41 (2003) 4, pp. 1294-1295
Persistent link: https://www.econbiz.de/10006819435
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - In: The journal of futures markets 23 (2003) 5, pp. 441-454
Persistent link: https://www.econbiz.de/10006821847
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VOLATILITY FORECASTING - Relationships Between Implied Volatility Indexes and Stock Index Returns
Giot, Pierre - In: The journal of portfolio management : a publication of … 31 (2005) 3, pp. 92-100
Persistent link: https://www.econbiz.de/10006547202
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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 867-888
Persistent link: https://www.econbiz.de/10006231901
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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. 709-732
Persistent link: https://www.econbiz.de/10006253148
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Market risk models for intraday data
Giot, Pierre - In: The European journal of finance 11 (2005) 4, pp. 309-324
Persistent link: https://www.econbiz.de/10005921065