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PESTIEAU, Pierre
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188
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RePEc
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111
An international analysis of earnings, stock prices and Bond yields
DURRE, Alain
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675496
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112
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/10010694010
Saved in:
113
Gibbs sampling approach to cointegration
BAUWENS, Luc
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694349
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114
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/10010694436
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115
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/10010694553
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116
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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117
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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118
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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119
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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120
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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