Access Statistics for Pierre Giot

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Financial Duration Models via Density Forecasts 0 0 0 362 0 0 4 809
A Gibbs sampling approach to cointegration 0 1 1 36 0 1 2 107
A comparison of financial duration models via density forecast 0 0 0 0 0 0 1 62
A comparison of financial duration models via density forecasts 0 0 0 4 2 2 3 45
A comparison of financial duration models via density forecasts 0 0 0 81 0 1 2 1,142
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 0 0 0 26
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 0 0 0 28
An international analysis of earnings, stock prices and bond yields 0 0 1 218 2 4 9 829
An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 2 3 31
An international analysis of earnings, stock prices and bond yields 0 0 0 243 2 2 2 893
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 0 0 10
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 1 1 27
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 0 2 3 1,057
Co-integration and leadership in the European off-season fresh fruit market 0 0 0 22 3 3 3 590
Commonalities in the order book 0 0 0 1 0 1 2 12
Commonalities in the order book 0 0 0 10 0 0 3 130
Commonalities in the order book 0 0 0 25 2 2 2 136
Commonalities in the order book 0 0 0 86 0 0 2 323
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 3 3 100 1 4 6 371
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 1 1 7 1,368
Gibbs sampling approach to cointegration 0 0 0 0 1 2 3 18
How does liquidity react to stress periods in a limit order market? 0 0 0 133 0 0 2 537
How large is liquidity risk in an automated auction market ? 0 0 0 26 2 2 2 149
How large is liquidity risk in an automated auction market? 0 0 0 197 0 0 0 479
How large is liquidity risk in an automated auction market? 0 0 0 0 0 0 0 7
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 0 1 1,035 1 2 7 3,665
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 0 1 5 80
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 0 62 1 1 5 270
Implied volatility indexes and daily Value at Risk models 0 0 0 62 0 5 10 109
Implied volatility indices as leading indicators of stock index returns ? 0 0 2 70 0 1 3 226
International stock return predictability: statistical evidence and economic significance 1 1 1 82 1 1 3 275
Intraday value-at-risk 0 0 4 285 1 3 14 1,787
L'irrésistible ascension de la finance comportementale 0 0 0 0 1 1 1 15
Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants 0 0 0 0 0 1 1 10
Market risk in commodity markets: a VaR approach 0 0 0 3 1 1 2 34
Market risk in commodity markets: a VaR approach 0 0 6 420 0 1 15 1,390
Market risk models for intraday data 0 0 0 5 0 0 0 23
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 0 0 0 345
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 1 3 27
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 1 5 664
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 0 0 2 94
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 1 1 1 233
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 1 3 218
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 2 3 4 57
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 1 1 1 14
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 0 1 26
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 5 19 35 248
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 3 335
Short-term market timing using the bond-equity yield ratio 0 0 0 9 1 2 3 29
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 1 2 2 10
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 1 1 1 111
The information content of implied volatility in agricultural commodity markets 0 0 0 2 0 1 4 17
The information content of implied volatility in agricultural commodity markets 0 1 1 64 0 1 2 264
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 0 0 3 245
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 0 1 1 22
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 1 69 0 0 1 372
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 57 0 0 2 1,886
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 1 1 6 77
The moments of Log-ACD models 0 0 0 51 3 5 7 209
The moments of Log-ACD models 0 0 0 0 1 1 2 56
Time transformations, intraday data and volatility models 0 0 3 89 2 2 7 988
Time transformations, intraday data, and volatility models 0 0 0 0 1 2 4 26
Trading activity, realized volatility and jumps 0 0 0 3 0 0 1 47
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 0 1 1 1,832
Value-at-Risk for long and short trading positions 0 0 0 11 0 1 4 56
Value-at-risk for long and short trading positions 0 0 0 164 0 0 2 1,453
Volatility Regimes, Order Books and Liquidity: The case of Euronext 0 0 0 0 0 0 0 6
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 1 1 1 10
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 0 13
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 1 1 3 27
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 0 0 1 15
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 1 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 1 16
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 1 2 14
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 0 1 122
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 0 9
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 1 3 9 383
Total Working Papers 1 6 25 4,828 46 103 258 27,659

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of financial duration models via density forecasts 0 0 1 111 0 0 4 349
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 1 1 2 15
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 20 1 1 4 100
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 1 2 4 351
Commonalities in the order book 0 0 0 25 1 1 2 136
How large is liquidity risk in an automated auction market? 0 0 0 69 0 0 0 190
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 3 22 308 4 23 72 950
Market Models: A Guide to Financial Data Analysis 0 0 0 0 1 2 5 688
Market risk in commodity markets: a VaR approach 0 0 7 374 1 2 18 1,039
Market risk models for intraday data 1 2 2 135 1 3 11 368
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 6 674 2 3 21 1,693
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 1 2 211 0 1 9 617
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 1 2 4 76
Private equity fundraising and firm specialization 0 0 2 34 0 0 19 130
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 0 0 276
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 8 41 0 3 18 130
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 1 2 17
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 1 1 6 52
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 3 3 3 165
Trading activity, realized volatility and jumps 0 1 3 91 0 3 6 296
Value-at-risk for long and short trading positions 0 0 2 883 2 3 13 2,225
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 1 4 26
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 2 13 1 1 4 89
Total Journal Articles 1 8 58 3,252 21 57 231 9,978

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Statistics updated 2025-11-08