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 2 6 11 818
A Gibbs sampling approach to cointegration 0 0 1 36 0 3 5 111
A comparison of financial duration models via density forecast 0 0 0 0 1 3 13 75
A comparison of financial duration models via density forecasts 0 0 0 81 1 8 14 1,155
A comparison of financial duration models via density forecasts 0 0 0 4 1 3 8 50
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 0 1 4 30
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 0 5 5 33
An international analysis of earnings, stock prices and bond yields 0 0 0 243 1 5 10 901
An international analysis of earnings, stock prices and bond yields 0 0 0 218 0 6 13 837
An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 3 6 34
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 3 4 14
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 0 2 7 33
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 0 1 79 3 6 10 1,065
Co-integration and leadership in the European off-season fresh fruit market 0 0 1 23 0 2 9 596
Commonalities in the order book 0 0 0 10 1 2 5 133
Commonalities in the order book 0 0 0 1 0 3 5 16
Commonalities in the order book 0 0 0 86 2 8 10 332
Commonalities in the order book 0 0 0 25 1 1 4 138
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 3 100 0 5 12 379
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 0 5 1,368
Gibbs sampling approach to cointegration 0 0 0 0 0 1 5 21
How does liquidity react to stress periods in a limit order market? 0 0 0 133 1 6 8 545
How large is liquidity risk in an automated auction market ? 0 0 0 26 1 4 7 154
How large is liquidity risk in an automated auction market? 0 0 0 197 2 12 16 495
How large is liquidity risk in an automated auction market? 0 0 0 0 0 5 6 13
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 1 1 1,036 0 7 11 3,674
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 1 3 10 87
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 0 1 63 0 3 11 279
Implied volatility indexes and daily Value at Risk models 0 0 0 62 0 4 15 116
Implied volatility indices as leading indicators of stock index returns ? 0 0 1 71 2 5 10 235
International stock return predictability: statistical evidence and economic significance 0 0 1 82 0 3 9 282
Intraday value-at-risk 0 0 4 285 2 8 21 1,797
L'irrésistible ascension de la finance comportementale 0 0 0 0 0 2 4 18
Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants 0 0 0 0 1 6 7 16
Market risk in commodity markets: a VaR approach 0 0 5 421 0 5 14 1,398
Market risk in commodity markets: a VaR approach 0 0 0 3 1 5 10 43
Market risk models for intraday data 0 0 0 5 0 3 6 29
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 1 3 7 352
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 0 2 5 30
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 1 4 9 672
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 0 3 9 102
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 0 2 7 239
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 0 4 8 225
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 0 2 7 61
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 1 4 5 31
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 3 5 18
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 4 21 67 287
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 5 338
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 4 6 33
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 0 6 8 16
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 1 2 6 116
The information content of implied volatility in agricultural commodity markets 0 0 1 64 0 4 7 270
The information content of implied volatility in agricultural commodity markets 0 0 0 2 0 3 7 23
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 2 7 12 255
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 1 5 6 27
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 1 69 0 4 6 377
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 0 2 58 1 5 8 1,892
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 0 4 11 84
The moments of Log-ACD models 0 0 0 0 1 3 6 61
The moments of Log-ACD models 0 0 0 51 1 8 18 222
Time transformations, intraday data and volatility models 0 0 2 90 1 4 13 998
Time transformations, intraday data, and volatility models 0 0 0 0 0 4 10 33
Trading activity, realized volatility and jumps 0 0 0 3 0 3 5 51
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 1 5 7 1,838
Value-at-Risk for long and short trading positions 0 0 0 11 1 3 10 63
Value-at-risk for long and short trading positions 0 0 0 164 1 6 11 1,462
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 2 4 17
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 3 6 15
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 0 8 11 36
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 0 1 1 16
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 2 4 9 22
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 1 3 16
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 4 8 23
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 0 2 4 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 1 6 8 130
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 0 4 11 387
Total Working Papers 0 1 25 4,836 47 321 686 28,177

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 3 6 13 359
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 1 4 12 26
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 20 0 4 7 104
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 0 5 13 362
Commonalities in the order book 0 0 0 25 0 3 6 141
How large is liquidity risk in an automated auction market? 0 0 0 69 0 5 7 197
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 2 4 21 314 4 15 79 981
Market Models: A Guide to Financial Data Analysis 0 0 0 0 0 3 6 691
Market risk in commodity markets: a VaR approach 0 0 4 374 2 7 20 1,047
Market risk models for intraday data 0 0 2 135 0 6 13 375
Modelling daily Value-at-Risk using realized volatility and ARCH type models 1 1 3 675 2 9 20 1,705
News announcements, market activity and volatility in the euro/dollar foreign exchange market 1 1 2 212 1 6 12 627
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 3 5 79
Private equity fundraising and firm specialization 0 0 0 34 2 8 17 141
Short-term market timing using the bond-equity yield ratio 0 0 0 53 1 4 8 284
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 1 2 11 45 3 10 30 146
The information content of implied volatility in agricultural commodity markets 0 0 0 5 0 7 10 25
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 1 6 11 60
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 1 1 4 166
Trading activity, realized volatility and jumps 0 0 2 91 1 8 17 308
Value-at-risk for long and short trading positions 0 1 5 887 1 9 23 2,240
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 2 14 21 43
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 1 13 0 5 11 97
Total Journal Articles 5 9 52 3,268 25 148 365 10,204

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Statistics updated 2026-04-09