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 11 819
A Gibbs sampling approach to cointegration 0 0 1 36 2 4 9 115
A comparison of financial duration models via density forecast 0 0 0 0 0 1 14 76
A comparison of financial duration models via density forecasts 0 0 0 81 0 3 17 1,158
A comparison of financial duration models via density forecasts 0 0 0 4 0 2 9 52
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 0 2 6 32
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 0 1 6 34
An international analysis of earnings, stock prices and bond yields 0 1 1 219 1 7 19 844
An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 1 6 35
An international analysis of earnings, stock prices and bond yields 0 0 0 243 0 1 11 902
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 2 6 16
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 2 9 35
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 0 1 11 1,066
Co-integration and leadership in the European off-season fresh fruit market 0 0 1 23 0 1 10 597
Commonalities in the order book 0 0 0 25 0 2 6 140
Commonalities in the order book 0 0 0 1 1 2 7 18
Commonalities in the order book 0 0 0 86 0 5 14 337
Commonalities in the order book 0 0 0 10 0 1 6 134
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 1 4 101 1 4 16 383
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 2 3 1,370
Gibbs sampling approach to cointegration 0 0 0 0 0 2 7 23
How does liquidity react to stress periods in a limit order market? 0 0 0 133 0 5 13 550
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 0 7 154
How large is liquidity risk in an automated auction market? 0 0 0 0 0 1 7 14
How large is liquidity risk in an automated auction market? 0 0 0 197 0 4 20 499
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 1 2 1,037 1 11 22 3,685
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 0 2 11 89
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 1 2 64 1 6 17 285
Implied volatility indexes and daily Value at Risk models 0 0 0 62 0 3 15 119
Implied volatility indices as leading indicators of stock index returns ? 0 0 1 71 1 2 12 237
International stock return predictability: statistical evidence and economic significance 0 0 1 82 0 0 9 282
Intraday value-at-risk 0 1 3 286 0 2 19 1,799
L'irrésistible ascension de la finance comportementale 0 0 0 0 1 5 9 23
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 8 17
Market risk in commodity markets: a VaR approach 0 0 1 421 0 6 16 1,404
Market risk in commodity markets: a VaR approach 0 0 0 3 0 1 11 44
Market risk models for intraday data 0 0 0 5 0 1 7 30
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 1 5 12 357
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 2 6 32
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 1 6 15 678
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 1 4 13 106
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 1 7 14 246
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 3 11 228
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 2 9 63
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 2 7 33
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 1 6 19
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 10 32 94 319
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 1 3 7 341
Short-term market timing using the bond-equity yield ratio 0 0 0 9 1 3 9 36
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 0 4 12 20
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 0 1 7 117
The information content of implied volatility in agricultural commodity markets 0 0 0 2 0 2 9 25
The information content of implied volatility in agricultural commodity markets 0 0 1 64 1 2 9 272
The information content of implied volatility indexes for forecasting volatility and market risk 0 1 1 85 1 4 14 259
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 0 1 7 28
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 0 69 0 2 7 379
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 58 0 2 8 1,894
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 1 9 85
The moments of Log-ACD models 0 1 1 52 1 3 21 225
The moments of Log-ACD models 0 0 0 0 0 5 11 66
Time transformations, intraday data and volatility models 1 1 2 91 1 6 18 1,004
Time transformations, intraday data, and volatility models 0 0 0 0 0 2 11 35
Trading activity, realized volatility and jumps 0 0 0 3 1 4 8 55
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 0 1 8 1,839
Value-at-Risk for long and short trading positions 0 0 0 11 1 3 11 66
Value-at-risk for long and short trading positions 0 0 0 164 0 3 12 1,465
Volatility Regimes, Order Books and Liquidity: The case of Euronext 0 0 0 0 0 2 2 8
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 2 8 17
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 3 7 20
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 1 4 15 40
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 1 4 5 20
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 1 4 17
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 7 15 137
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 6 15 28
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 4 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 2 10 25
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 0 3 11 390
Total Working Papers 1 8 24 4,844 34 247 887 28,424

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 0 111 0 1 12 360
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 0 1 13 27
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 0 20 0 3 9 107
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 14 363
Commonalities in the order book 0 0 0 25 0 0 6 141
How large is liquidity risk in an automated auction market? 0 0 0 69 0 3 10 200
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 1 3 16 317 6 16 76 997
Market Models: A Guide to Financial Data Analysis 0 0 0 0 0 4 9 695
Market risk in commodity markets: a VaR approach 0 1 3 375 3 8 20 1,055
Market risk models for intraday data 0 1 3 136 0 3 13 378
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 1 675 0 5 21 1,710
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 2 212 3 6 17 633
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 1 6 80
Private equity fundraising and firm specialization 0 0 0 34 0 6 19 147
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 1 9 285
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 0 5 45 0 2 21 148
The information content of implied volatility in agricultural commodity markets 0 0 0 5 2 4 13 29
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 0 3 13 63
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 0 3 7 169
Trading activity, realized volatility and jumps 0 0 1 91 2 5 20 313
Value-at-risk for long and short trading positions 0 0 4 887 0 1 20 2,241
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 3 23 46
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 1 13 1 4 14 101
Total Journal Articles 1 5 36 3,273 17 84 385 10,288

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Statistics updated 2026-07-10