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 0 1 5 808
A Gibbs sampling approach to cointegration 0 0 0 35 0 0 1 106
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 1 1 2 43
A comparison of financial duration models via density forecasts 0 0 1 81 0 0 2 1,141
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 1 1 5 825
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 0 0 0 0 1 1 29
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 0 0 1 1,055
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 1 0 0 1 11
Commonalities in the order book 0 0 0 86 0 1 3 323
Commonalities in the order book 0 0 0 10 0 0 5 128
Commonalities in the order book 0 0 0 25 0 0 0 134
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 0 97 0 0 3 367
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 2 4 6 1,367
Gibbs sampling approach to cointegration 0 0 0 0 0 0 1 16
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 2 479
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 0 1 1,035 0 0 7 3,663
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 1 13 1 1 5 78
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 0 62 0 0 4 268
Implied volatility indexes and daily Value at Risk models 0 0 2 62 2 3 7 104
Implied volatility indices as leading indicators of stock index returns ? 0 0 2 70 0 0 2 225
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 0 1 273
Intraday value-at-risk 2 2 4 283 3 4 24 1,780
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 0 0 0 3 0 0 2 33
Market risk in commodity markets: a VaR approach 0 4 8 420 0 4 18 1,388
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 1 1 3 26
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 0 5 663
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 0 0 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 0 2 217
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 0 1 54
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 0 1 13
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 0 2 26
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 5 121 1 5 17 225
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 2 334
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 0 1 27
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 0 63 0 0 1 263
The information content of implied volatility in agricultural commodity markets 0 0 1 2 0 0 5 16
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 2 2 3 245
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 1 1 69 0 1 1 372
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 1 1 57 0 2 2 1,886
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 1 3 5 76
The moments of Log-ACD models 0 0 0 51 0 0 6 204
The moments of Log-ACD models 0 0 0 0 0 0 5 55
Time transformations, intraday data and volatility models 0 1 3 89 0 1 6 986
Time transformations, intraday data, and volatility models 0 0 0 0 0 1 3 24
Trading activity, realized volatility and jumps 0 0 0 3 0 1 1 47
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 0 11 0 2 5 55
Value-at-risk for long and short trading positions 0 0 0 164 1 2 4 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 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 0 0 1 25
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 0 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 19 0 0 1 122
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 9
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 1 3 5 379
Total Working Papers 2 9 35 4,820 17 46 209 27,537

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 2 111 1 2 4 348
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 1 1 20 0 1 3 98
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 0 3 349
Commonalities in the order book 0 0 0 25 0 0 3 135
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 3 8 21 301 6 19 61 921
Market Models: A Guide to Financial Data Analysis 0 0 0 0 1 1 5 686
Market risk in commodity markets: a VaR approach 0 2 5 372 1 8 15 1,035
Market risk models for intraday data 0 0 2 133 1 3 13 365
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 2 7 674 0 4 23 1,689
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 210 1 1 8 616
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 0 3 74
Private equity fundraising and firm specialization 0 0 3 34 1 4 22 128
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 6 13 40 3 11 24 127
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 1 1 16
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 1 11 0 1 6 50
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 4 90 0 2 6 293
Value-at-risk for long and short trading positions 0 1 2 883 0 4 11 2,221
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 1 2 23
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 2 12 0 1 5 87
Total Journal Articles 4 21 64 3,237 15 64 220 9,903

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04