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 3 11 819
A Gibbs sampling approach to cointegration 0 0 1 36 1 2 7 113
A comparison of financial duration models via density forecast 0 0 0 0 0 2 14 76
A comparison of financial duration models via density forecasts 0 0 0 4 0 3 10 52
A comparison of financial duration models via density forecasts 0 0 0 81 1 4 17 1,158
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 1 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 0 0 0 0 2 6 35
An international analysis of earnings, stock prices and bond yields 0 0 0 243 0 2 11 902
An international analysis of earnings, stock prices and bond yields 1 1 1 219 1 6 19 843
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 3 6 16
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 1 8 34
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 0 4 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 1 3 6 140
Commonalities in the order book 0 0 0 86 2 7 14 337
Commonalities in the order book 0 0 0 1 0 1 6 17
Commonalities in the order book 0 0 0 10 0 2 6 134
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 1 1 4 101 2 3 15 382
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 1 2 5 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 3 6 13 550
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 1 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 1 6 20 499
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 1 1 2 1,037 2 10 21 3,684
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 0 3 12 89
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 1 1 2 64 1 5 16 284
Implied volatility indexes and daily Value at Risk models 0 0 0 62 0 3 17 119
Implied volatility indices as leading indicators of stock index returns ? 0 0 1 71 0 3 11 236
International stock return predictability: statistical evidence and economic significance 0 0 1 82 0 0 9 282
Intraday value-at-risk 1 1 5 286 1 4 22 1,799
L'irrésistible ascension de la finance comportementale 0 0 0 0 0 4 8 22
Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants 0 0 0 0 1 2 8 17
Market risk in commodity markets: a VaR approach 0 0 1 421 4 6 16 1,404
Market risk in commodity markets: a VaR approach 0 0 0 3 0 2 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 0 5 11 356
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 2 7 32
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 4 6 14 677
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 1 3 12 105
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 2 6 13 245
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 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 3 1 1 6 19
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 3 7 33
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 9 26 85 309
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 2 6 340
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 2 8 35
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 2 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 0 1 8 271
The information content of implied volatility indexes for forecasting volatility and market risk 1 1 1 85 1 5 15 258
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 1 2 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 3 8 1,894
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 1 1 10 85
The moments of Log-ACD models 0 0 0 0 3 6 11 66
The moments of Log-ACD models 1 1 1 52 1 3 20 224
Time transformations, intraday data and volatility models 0 0 1 90 0 6 17 1,003
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 0 3 7 54
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 0 2 8 1,839
Value-at-Risk for long and short trading positions 0 0 0 11 1 3 10 65
Value-at-risk for long and short trading positions 0 0 0 164 1 4 13 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 1 3 7 20
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 2 8 17
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 0 3 14 39
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 1 3 4 19
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 8 15 137
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 0 0 0 4 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 3 8 15 28
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 1 3 12 390
Total Working Papers 7 7 25 4,843 57 260 870 28,390

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 1 4 13 360
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 0 2 13 27
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 0 20 2 3 9 107
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 1 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 1 3 10 200
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 1 4 18 316 7 14 76 991
Market Models: A Guide to Financial Data Analysis 0 0 0 0 1 4 10 695
Market risk in commodity markets: a VaR approach 1 1 3 375 2 7 18 1,052
Market risk models for intraday data 1 1 3 136 1 3 14 378
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 1 1 675 2 7 21 1,710
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 1 2 212 0 4 15 630
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 1 8 20 147
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 2 9 285
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 1 6 45 1 5 24 148
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 2 11 27
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 0 4 13 63
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 3 4 7 169
Trading activity, realized volatility and jumps 0 0 1 91 1 4 18 311
Value-at-risk for long and short trading positions 0 0 4 887 1 2 20 2,241
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 5 23 46
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 1 13 1 3 13 100
Total Journal Articles 3 9 39 3,272 26 92 383 10,271

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Statistics updated 2026-06-04