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 3 6 9 815
A Gibbs sampling approach to cointegration 0 0 1 36 3 4 6 111
A comparison of financial duration models via density forecast 0 0 0 0 2 12 13 74
A comparison of financial duration models via density forecasts 0 0 0 81 6 11 12 1,153
A comparison of financial duration models via density forecasts 0 0 0 4 1 3 6 48
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 0 1 4 4 30
An international analysis of earnings, stock prices and Bond yields 0 0 0 1 2 2 2 30
An international analysis of earnings, stock prices and bond yields 0 0 0 243 4 7 9 900
An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 1 4 32
An international analysis of earnings, stock prices and bond yields 0 0 0 218 4 6 13 835
Appraising the Fed model: An international analysis of earnings, stock prices and bond yields 0 0 0 0 1 2 2 12
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 4 1 5 6 32
Asymmetric ACD models: introducing price information in ACD models with a two state transition model 0 1 1 79 3 5 8 1,062
Co-integration and leadership in the European off-season fresh fruit market 0 1 1 23 1 5 8 595
Commonalities in the order book 0 0 0 25 0 1 3 137
Commonalities in the order book 0 0 0 10 1 2 4 132
Commonalities in the order book 0 0 0 86 4 5 7 328
Commonalities in the order book 0 0 0 1 2 3 5 15
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 3 100 5 8 13 379
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 0 7 1,368
Gibbs sampling approach to cointegration 0 0 0 0 1 3 5 21
How does liquidity react to stress periods in a limit order market? 0 0 0 133 2 4 6 541
How large is liquidity risk in an automated auction market ? 0 0 0 26 3 4 6 153
How large is liquidity risk in an automated auction market? 0 0 0 197 7 11 11 490
How large is liquidity risk in an automated auction market? 0 0 0 0 5 6 6 13
IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis 0 0 0 1,035 3 5 8 3,670
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 0 0 0 13 1 5 9 85
IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis 0 1 1 63 2 8 11 278
Implied volatility indexes and daily Value at Risk models 0 0 0 62 4 7 16 116
Implied volatility indices as leading indicators of stock index returns ? 0 1 2 71 0 4 6 230
International stock return predictability: statistical evidence and economic significance 0 0 1 82 2 6 8 281
Intraday value-at-risk 0 0 4 285 6 8 19 1,795
L'irrésistible ascension de la finance comportementale 0 0 0 0 2 3 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 5 5 6 15
Market risk in commodity markets: a VaR approach 0 1 6 421 4 7 18 1,397
Market risk in commodity markets: a VaR approach 0 0 0 3 4 8 10 42
Market risk models for intraday data 0 0 0 5 2 5 5 28
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 1 5 5 350
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models 0 0 0 0 2 3 6 30
Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models 0 0 0 0 2 6 11 670
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 0 2 3 8 9 102
Modelling daily value-at-risk using realized volatility and arch type models 0 0 0 58 1 5 6 238
News announcements, market activity and volatility in the Euro/Dollar foreign exchange market 0 0 0 66 3 6 8 224
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 0 6 2 4 7 61
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 3 4 5 18
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 3 4 5 30
Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? 0 0 0 121 6 24 55 272
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 1 3 6 338
Short-term market timing using the bond-equity yield ratio 0 0 0 9 4 4 7 33
Stocks, bonds and the equity risk premium: Some recent academic perspectives 0 0 0 0 5 5 7 15
The Asian financial crisis: the start of a regime switch in volatility 0 0 0 27 1 4 5 115
The information content of implied volatility in agricultural commodity markets 0 0 0 2 2 5 8 22
The information content of implied volatility in agricultural commodity markets 0 0 1 64 2 4 5 268
The information content of implied volatility indexes for forecasting volatility and market risk 0 0 0 84 4 7 10 252
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 4 4 5 26
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 1 69 4 5 6 377
The logarithmic ACD model: an application to market microstructure and NASDAQ 0 1 2 58 2 3 5 1,889
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks 0 0 0 0 4 7 12 84
The moments of Log-ACD models 0 0 0 0 2 4 6 60
The moments of Log-ACD models 0 0 0 51 5 10 17 219
Time transformations, intraday data and volatility models 0 1 3 90 2 8 13 996
Time transformations, intraday data, and volatility models 0 0 0 0 4 7 11 33
Trading activity, realized volatility and jumps 0 0 0 3 1 2 3 49
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS 0 0 0 0 3 4 5 1,836
Value-at-Risk for long and short trading positions 0 0 0 11 2 6 10 62
Value-at-risk for long and short trading positions 0 0 0 164 4 7 9 1,460
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 2 4 5 14
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 1 3 3 16
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 0 0 8 9 12 36
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext 0 0 0 0 1 1 2 16
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 1 2 3 16
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 2 4 4 13
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 2 5 6 21
Volatility regimes and the provision of liquidity in order book markets 0 0 0 19 2 4 5 126
Volatility regimes and the provision of liquidity in order book markets 0 0 0 0 2 7 8 20
Volatility regimes and the provisions of liquidity in order book markets 0 0 0 105 4 4 11 387
Total Working Papers 0 7 27 4,835 205 402 621 28,061

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 7 10 356
An International Analysis of Earnings, Stock Prices and Bond Yields 0 0 0 4 2 9 11 24
Are novice private equity funds risk-takers? Evidence from a comparison with established funds 0 0 1 20 3 3 6 103
Asymmetric ACD models: Introducing price information in ACD models 0 0 0 130 2 8 11 359
Commonalities in the order book 0 0 0 25 1 3 5 139
How large is liquidity risk in an automated auction market? 0 0 0 69 2 4 4 194
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis 1 3 21 311 9 25 81 975
Market Models: A Guide to Financial Data Analysis 0 0 0 0 3 3 6 691
Market risk in commodity markets: a VaR approach 0 0 5 374 4 5 21 1,044
Market risk models for intraday data 0 0 2 135 3 4 12 372
Modelling daily Value-at-Risk using realized volatility and ARCH type models 0 0 5 674 7 10 24 1,703
News announcements, market activity and volatility in the euro/dollar foreign exchange market 0 0 1 211 4 8 12 625
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 1 1 5 77
Private equity fundraising and firm specialization 0 0 1 34 2 5 17 135
Short-term market timing using the bond-equity yield ratio 0 0 0 53 2 6 6 282
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks 1 3 11 44 5 11 28 141
The information content of implied volatility in agricultural commodity markets 0 0 0 5 4 5 7 22
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility 0 0 0 11 5 7 11 59
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 0 0 3 165
Trading activity, realized volatility and jumps 0 0 3 91 4 8 14 304
Value-at-risk for long and short trading positions 0 3 5 886 6 12 23 2,237
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 2 10 13 17 39
Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext 0 0 2 13 5 8 12 97
Total Journal Articles 2 9 57 3,261 87 165 346 10,143

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Statistics updated 2026-02-12