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 1 362 1 2 5 807
A Gibbs sampling approach to cointegration 0 0 0 35 1 1 1 106
A comparison of financial duration models via density forecast 0 0 0 0 0 0 0 61
A comparison of financial duration models via density forecasts 0 0 1 81 0 1 2 1,141
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 1 42
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 1 28
An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 0 0 28
An international analysis of earnings, stock prices and bond yields 0 0 1 243 0 0 1 891
An international analysis of earnings, stock prices and bond yields 0 1 2 218 1 3 7 823
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 1 4 0 0 1 26
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 1 1 1 1,055
Co-integration and leadership in the European off-season fresh fruit market 0 0 0 22 0 0 2 587
Commonalities in the order book 0 0 0 10 0 1 6 128
Commonalities in the order book 0 0 0 25 0 0 0 134
Commonalities in the order book 0 0 0 86 0 0 1 321
Commonalities in the order book 0 0 0 1 0 0 0 10
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 0 97 1 2 4 367
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 1 1 1 1,362
Gibbs sampling approach to cointegration 0 0 0 0 0 1 1 16
How does liquidity react to stress periods in a limit order market? 0 0 0 133 2 2 2 537
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 0 0 147
How large is liquidity risk in an automated auction market? 0 0 0 197 0 0 2 479
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 1 1 1,035 0 4 6 3,662
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 2 13 0 0 6 76
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 0 62 0 1 3 267
Implied volatility indexes and daily Value at Risk models 0 0 5 62 1 2 8 101
Implied volatility indices as leading indicators of stock index returns ? 1 2 2 70 1 2 5 225
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 1 1 273
Intraday value-at-risk 0 0 4 281 0 3 28 1,776
L'irrésistible ascension de la finance comportementale 0 0 0 0 0 0 0 14
Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants 0 0 0 0 0 0 0 9
Market risk in commodity markets: a VaR approach 1 2 6 416 4 7 16 1,383
Market risk in commodity markets: a VaR approach 0 0 0 3 0 0 1 32
Market risk models for intraday data 0 0 2 5 0 0 4 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 0 1 24
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 0 1 659
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 0 1 1 93
Modelling daily value-at-risk using realized volatility and arch type models 0 0 1 58 0 0 1 232
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 1 1 216
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 1 1 54
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 0 1 25
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 0 1 13
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 9 121 1 3 19 218
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 0 0 332
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 0 1 26
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 0 0 0 8
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 0 0 1 110
The information content of implied volatility in agricultural commodity markets 0 0 1 2 0 1 5 14
The information content of implied volatility in agricultural commodity markets 0 0 0 63 0 1 1 263
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 1 1 1 243
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 0 0 0 21
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 0 68 0 0 1 371
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 0 56 0 0 1 1,884
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 1 3 72
The moments of Log-ACD models 0 0 0 0 0 0 4 54
The moments of Log-ACD models 0 0 0 51 0 0 4 202
Time transformations, intraday data and volatility models 1 2 3 88 2 4 7 985
Time transformations, intraday data, and volatility models 0 0 0 0 0 0 2 22
Trading activity, realized volatility and jumps 0 0 0 3 0 0 0 46
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 0 0 1 1,831
Value-at-Risk for long and short trading positions 0 0 1 11 1 1 7 53
Value-at-risk for long and short trading positions 0 0 0 164 0 0 3 1,451
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 0 0 0 9
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 1 25
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 1 1 1 15
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 0 9
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 0 12
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 0 0 121
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 0 15
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 0 0 2 376
Total Working Papers 3 8 43 4,811 21 52 191 27,461

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 1 3 111 0 1 3 346
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 1 4 0 0 3 13
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 19 0 0 5 97
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 2 348
Commonalities in the order book 0 0 0 25 0 0 2 134
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 3 4 20 293 5 15 57 899
Market Models: A Guide to Financial Data Analysis 0 0 0 0 0 2 5 685
Market risk in commodity markets: a VaR approach 1 2 4 370 2 3 10 1,025
Market risk models for intraday data 0 0 4 133 2 4 16 362
Modelling daily Value-at-Risk using realized volatility and ARCH type models 2 2 5 671 3 8 21 1,682
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 1 1 210 0 5 6 613
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 1 22 1 1 3 73
Private equity fundraising and firm specialization 0 1 5 33 2 7 19 120
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 0 1 276
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 1 1 10 34 2 3 19 115
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 0 1 15
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 1 11 1 3 6 49
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 0 0 0 162
Trading activity, realized volatility and jumps 1 1 4 89 1 1 5 291
Value-at-risk for long and short trading positions 1 1 2 882 3 4 13 2,217
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 1 2 0 0 3 22
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 1 1 2 12 1 1 5 86
Total Journal Articles 10 15 65 3,214 23 59 205 9,820

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Statistics updated 2025-03-03