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 0 10 819
A Gibbs sampling approach to cointegration 0 0 1 36 1 4 10 116
A comparison of financial duration models via density forecast 0 0 0 0 0 0 14 76
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 9 52
A comparison of financial duration models via density forecasts 0 0 0 81 1 2 18 1,159
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 0 1 6 32
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 0 0 6 34
An international analysis of earnings, stock prices and bond yields 0 0 0 243 1 1 12 903
An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 0 6 35
An international analysis of earnings, stock prices and bond yields 0 1 1 219 2 4 21 846
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 1 6 16
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 1 9 35
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 0 0 11 1,066
Co-integration and leadership in the European off-season fresh fruit market 0 0 1 23 1 1 11 598
Commonalities in the order book 0 0 0 86 0 2 14 337
Commonalities in the order book 0 0 0 1 0 1 7 18
Commonalities in the order book 0 0 0 25 1 2 7 141
Commonalities in the order book 0 0 0 10 0 0 4 134
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 1 4 101 0 3 16 383
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 1 3 1,370
Gibbs sampling approach to cointegration 0 0 0 0 0 0 7 23
How does liquidity react to stress periods in a limit order market? 0 0 0 133 0 3 13 550
How large is liquidity risk in an automated auction market ? 0 0 0 26 1 1 8 155
How large is liquidity risk in an automated auction market? 0 0 0 197 0 1 20 499
How large is liquidity risk in an automated auction market? 0 0 0 0 1 1 8 15
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 1 2 1,037 0 3 22 3,685
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 1 1 11 90
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 1 2 64 0 2 16 285
Implied volatility indexes and daily Value at Risk models 0 0 0 62 1 1 16 120
Implied volatility indices as leading indicators of stock index returns ? 0 0 1 71 2 3 14 239
International stock return predictability: statistical evidence and economic significance 0 0 1 82 0 0 8 282
Intraday value-at-risk 0 1 1 286 0 1 15 1,799
L'irrésistible ascension de la finance comportementale 0 0 0 0 0 1 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 0 3 0 0 11 44
Market risk in commodity markets: a VaR approach 0 0 1 421 0 4 15 1,404
Market risk models for intraday data 0 0 0 5 0 0 7 30
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 0 1 12 357
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 0 6 32
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 5 15 678
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 1 3 13 107
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 0 3 14 246
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 1 11 228
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 0 9 63
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 1 6 19
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 0 7 33
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 6 25 96 325
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 7 341
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 1 9 36
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 0 0 12 20
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 0 0 7 117
The information content of implied volatility in agricultural commodity markets 0 0 1 64 0 1 9 272
The information content of implied volatility in agricultural commodity markets 0 0 0 2 0 0 9 25
The information content of implied volatility indexes for forecasting volatility and market risk 0 1 1 85 0 2 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 0 7 379
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 1 58 0 0 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 0 0 0 0 3 11 66
The moments of Log-ACD models 0 1 1 52 0 2 21 225
Time transformations, intraday data and volatility models 0 1 2 91 1 2 19 1,005
Time transformations, intraday data, and volatility models 0 0 0 0 0 0 11 35
Trading activity, realized volatility and jumps 0 0 0 3 0 1 8 55
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 1 1 9 1,840
Value-at-Risk for long and short trading positions 0 0 0 11 0 2 11 66
Value-at-risk for long and short trading positions 0 0 0 164 0 1 12 1,465
Volatility Regimes, Order Books and Liquidity: The case of Euronext 0 0 0 0 0 0 2 8
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 8 17
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 1 7 20
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 0 1 14 40
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 0 2 5 20
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 4 17
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 0 15 137
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 3 15 28
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 9 25
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 0 1 10 390
Total Working Papers 0 8 22 4,844 22 113 890 28,446

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 2 12 361
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 1 1 14 28
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 0 20 3 5 11 110
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 1 10 200
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 1 3 13 318 1 14 71 998
Market Models: A Guide to Financial Data Analysis 0 0 0 0 2 3 11 697
Market risk in commodity markets: a VaR approach 0 1 1 375 1 6 19 1,056
Market risk models for intraday data 0 1 3 136 1 2 14 379
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 1 675 1 3 21 1,711
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 2 212 0 3 17 633
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 0 6 80
Private equity fundraising and firm specialization 0 0 0 34 2 3 19 149
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 0 9 285
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 0 5 45 0 1 21 148
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 2 13 29
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 1 1 13 64
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 0 3 20 313
Value-at-risk for long and short trading positions 0 0 4 887 0 1 19 2,241
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 0 21 46
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 13 3 5 16 104
Total Journal Articles 1 5 30 3,274 17 60 384 10,305

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07