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 4 807
A Gibbs sampling approach to cointegration 0 0 0 35 0 1 1 106
A comparison of financial duration models via density forecast 0 0 0 0 0 1 1 62
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 1 42
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 1 28
An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 1 1 29
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 1 218 0 2 6 824
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 1 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 10 0 0 5 128
Commonalities in the order book 0 0 0 1 0 1 1 11
Commonalities in the order book 0 0 0 86 1 2 3 323
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 1 4 367
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 2 2 1,363
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 2 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 1 7 3,663
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 2 13 0 1 6 77
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 0 62 0 1 4 268
Implied volatility indexes and daily Value at Risk models 0 0 3 62 0 1 5 101
Implied volatility indices as leading indicators of stock index returns ? 0 1 2 70 0 1 5 225
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 0 1 273
Intraday value-at-risk 0 0 2 281 1 1 24 1,777
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 1 2 33
Market risk in commodity markets: a VaR approach 2 3 8 418 2 7 19 1,386
Market risk models for intraday data 0 0 1 5 0 0 3 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 2 25
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 4 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 1 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 6 0 1 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 8 121 2 5 20 222
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 1 333
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 1 2 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 1 2 0 2 6 16
The information content of implied volatility in agricultural commodity markets 0 0 0 63 0 0 1 263
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 0 1 1 243
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? 1 1 1 69 1 1 2 372
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 0 56 1 1 1 1,885
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 2 3 5 75
The moments of Log-ACD models 0 0 0 0 0 1 5 55
The moments of Log-ACD models 0 0 0 51 0 2 6 204
Time transformations, intraday data and volatility models 0 1 3 88 0 2 6 985
Time transformations, intraday data, and volatility models 0 0 0 0 0 1 3 23
Trading activity, realized volatility and jumps 0 0 0 3 0 0 0 46
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 1 5 53
Value-at-risk for long and short trading positions 0 0 0 164 0 0 2 1,451
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 1 25
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 0 1 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 0 0 0 0 9
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 1 1 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 0 1 1 122
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 1 1 3 377
Total Working Papers 3 6 38 4,814 12 63 208 27,503

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 3 111 0 0 3 346
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 1 4 0 1 3 14
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 19 0 0 4 97
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 1 3 349
Commonalities in the order book 0 0 0 25 0 1 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 2 5 18 295 7 15 59 909
Market Models: A Guide to Financial Data Analysis 0 0 0 0 0 0 4 685
Market risk in commodity markets: a VaR approach 2 3 6 372 5 9 16 1,032
Market risk models for intraday data 0 0 3 133 1 3 12 363
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 3 5 672 2 8 25 1,687
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 210 0 2 7 615
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 2 3 74
Private equity fundraising and firm specialization 0 1 5 34 0 6 21 124
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 3 4 11 37 3 6 17 119
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 0 1 15
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 1 11 1 2 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 3 89 0 1 4 291
Value-at-risk for long and short trading positions 0 1 2 882 1 4 12 2,218
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 1 2 0 0 2 22
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 1 2 12 0 1 5 86
Total Journal Articles 7 19 63 3,223 20 62 211 9,859

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Statistics updated 2025-05-12