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 1 1 11 820
A Gibbs sampling approach to cointegration 0 0 0 36 0 1 9 116
A comparison of financial duration models via density forecast 0 0 0 0 0 1 15 77
A comparison of financial duration models via density forecasts 0 1 1 82 0 2 18 1,160
A comparison of financial duration models via density forecasts 0 0 0 4 0 0 9 52
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 0 0 6 32
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 0 1 7 35
An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 0 4 35
An international analysis of earnings, stock prices and bond yields 0 0 1 219 0 4 21 848
An international analysis of earnings, stock prices and bond yields 0 0 0 243 1 3 14 905
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 0 2 8 18
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 1 10 36
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 1 1 10 1,067
Co-integration and leadership in the European off-season fresh fruit market 0 0 1 23 1 2 12 599
Commonalities in the order book 0 0 0 86 0 1 15 338
Commonalities in the order book 0 0 0 1 0 0 6 18
Commonalities in the order book 0 0 0 10 0 1 5 135
Commonalities in the order book 0 0 0 25 0 3 9 143
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 1 1 2 102 1 1 14 384
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 0 3 1,370
Gibbs sampling approach to cointegration 0 0 0 0 0 1 7 24
How does liquidity react to stress periods in a limit order market? 0 0 0 133 1 1 14 551
How large is liquidity risk in an automated auction market ? 0 0 0 26 0 1 8 155
How large is liquidity risk in an automated auction market? 0 0 0 0 0 3 10 17
How large is liquidity risk in an automated auction market? 0 0 0 197 1 1 21 500
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 1 1 3 1,038 1 3 24 3,688
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 1 5 14 94
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 2 64 0 0 16 285
Implied volatility indexes and daily Value at Risk models 0 0 0 62 0 1 11 120
Implied volatility indices as leading indicators of stock index returns ? 0 1 2 72 2 6 17 243
International stock return predictability: statistical evidence and economic significance 0 0 1 82 1 1 9 283
Intraday value-at-risk 0 0 1 286 0 1 14 1,800
L'irrésistible ascension de la finance comportementale 0 0 0 0 1 1 10 24
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 7 17
Market risk in commodity markets: a VaR approach 0 0 1 421 1 2 16 1,406
Market risk in commodity markets: a VaR approach 0 0 0 3 0 1 12 45
Market risk models for intraday data 0 0 0 5 1 1 8 31
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 0 0 12 357
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 1 6 33
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 0 0 14 678
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 0 2 14 108
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 0 0 14 246
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 1 2 12 230
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 1 9 64
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 1 1 8 34
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 2 2 8 21
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 4 19 95 338
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 7 342
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 0 8 36
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 0 0 11 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 0 64 1 1 9 273
The information content of implied volatility in agricultural commodity markets 0 0 0 2 0 1 9 26
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 1 85 0 0 14 259
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 1 1 7 29
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 0 9 85
The moments of Log-ACD models 0 0 0 0 0 0 11 66
The moments of Log-ACD models 0 0 1 52 0 5 24 230
Time transformations, intraday data and volatility models 0 0 2 91 0 3 21 1,007
Time transformations, intraday data, and volatility models 0 0 0 0 0 0 10 35
Trading activity, realized volatility and jumps 0 0 0 3 0 1 9 56
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 0 1 8 1,840
Value-at-Risk for long and short trading positions 0 0 0 11 0 0 10 66
Value-at-risk for long and short trading positions 0 0 0 164 0 0 12 1,465
Volatility Regimes, Order Books and Liquidity: The case of Euronext 0 0 0 0 1 1 3 9
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 0 7 20
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 0 0 14 40
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 0 0 5 20
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 0 3 17
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 0 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 0 8 390
Total Working Papers 2 4 21 4,848 27 97 908 28,521

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 3 14 363
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 0 1 14 28
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 0 20 1 5 13 112
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 0 13 363
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 1 11 201
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 2 11 319 0 3 54 1,000
Market Models: A Guide to Financial Data Analysis 0 0 0 0 0 2 10 697
Market risk in commodity markets: a VaR approach 0 0 1 375 1 2 19 1,057
Market risk models for intraday data 0 0 2 136 1 2 13 380
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 1 675 0 1 20 1,711
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 212 3 4 20 637
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 0 5 80
Private equity fundraising and firm specialization 0 0 0 34 2 4 21 151
Short-term market timing using the bond-equity yield ratio 0 0 0 53 1 1 10 286
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 0 3 7 48 0 3 21 151
The information content of implied volatility in agricultural commodity markets 0 0 0 5 1 1 13 30
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 0 1 13 64
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 0 0 7 169
Trading activity, realized volatility and jumps 0 0 0 91 0 0 17 313
Value-at-risk for long and short trading positions 1 1 5 888 1 3 21 2,244
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 0 0 20 46
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 13 0 3 16 104
Total Journal Articles 1 6 28 3,279 13 40 371 10,328

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Statistics updated 2026-10-11