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 1 4 809
A Gibbs sampling approach to cointegration 1 1 1 36 1 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 81 1 1 2 1,142
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 1 43
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 0 0 1 2 3 31
An international analysis of earnings, stock prices and bond yields 0 0 0 243 0 0 0 891
An international analysis of earnings, stock prices and bond yields 0 0 1 218 2 2 7 827
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 0 0 0 26
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 0 78 1 2 3 1,057
Co-integration and leadership in the European off-season fresh fruit market 0 0 0 22 0 0 1 587
Commonalities in the order book 0 0 0 25 0 0 0 134
Commonalities in the order book 0 0 0 10 0 2 4 130
Commonalities in the order book 0 0 0 1 0 1 2 12
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 2 3 3 100 2 3 5 370
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 0 6 1,367
Gibbs sampling approach to cointegration 0 0 0 0 1 1 2 17
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 0 0 0 147
How large is liquidity risk in an automated auction market? 0 0 0 0 0 0 0 7
How large is liquidity risk in an automated auction market? 0 0 0 197 0 0 1 479
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 0 1 1,035 0 1 6 3,664
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 1 2 5 80
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 0 62 0 1 4 269
Implied volatility indexes and daily Value at Risk models 0 0 0 62 2 5 10 109
Implied volatility indices as leading indicators of stock index returns ? 0 0 2 70 1 1 3 226
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 1 2 274
Intraday value-at-risk 0 2 4 285 1 6 18 1,786
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 1 1 1 10
Market risk in commodity markets: a VaR approach 0 0 0 3 0 0 1 33
Market risk in commodity markets: a VaR approach 0 0 6 420 0 2 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 1 2 94
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 0 0 0 232
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 1 3 218
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 1 1 2 55
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 0 2 26
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 0 121 7 18 30 243
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 1 1 3 335
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 1 2 28
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 1 1 1 9
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 0 0 0 110
The information content of implied volatility in agricultural commodity markets 0 0 0 2 1 1 5 17
The information content of implied volatility in agricultural commodity markets 1 1 1 64 1 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 1 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 0 0 5 76
The moments of Log-ACD models 0 0 0 51 2 2 4 206
The moments of Log-ACD models 0 0 0 0 0 0 2 55
Time transformations, intraday data and volatility models 0 0 3 89 0 0 5 986
Time transformations, intraday data, and volatility models 0 0 0 0 1 1 3 25
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 0 0 0 13
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 0 9
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 0 1 2 26
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 1 1 16
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 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 0 0 0 1 13
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 0 3 8 382
Total Working Papers 4 7 24 4,827 32 76 224 27,613

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 1 4 349
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 0 0 1 14
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 20 0 1 3 99
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 4 350
Commonalities in the order book 0 0 0 25 0 0 1 135
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 2 7 23 308 8 25 72 946
Market Models: A Guide to Financial Data Analysis 0 0 0 0 1 1 5 687
Market risk in commodity markets: a VaR approach 0 2 7 374 1 3 17 1,038
Market risk models for intraday data 0 1 1 134 0 2 10 367
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 7 674 1 2 21 1,691
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 1 4 75
Private equity fundraising and firm specialization 0 0 2 34 0 2 20 130
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 10 41 0 3 21 130
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 1 11 0 1 7 51
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 0 1 3 91 1 3 6 296
Value-at-risk for long and short trading positions 0 0 2 883 1 2 11 2,223
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 1 3 5 26
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 1 2 13 0 1 3 88
Total Journal Articles 2 14 62 3,251 15 54 226 9,957

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Statistics updated 2025-10-06