Pierre Giot
Names
Identifer
Contact
| phone: |
+3281724887 |
| postal address: |
University of Namur Dpt. of Business Administration Rempart de la Vierge 8 B-5000 Namur, Belgium |
Affiliations
-
Université de Namur
/ Faculté des Sciences Économiques, Sociales et de Gestion (FSESG)
/ Center for Research in Finance and Management (CeReFiM)
Research profile
author of:
- The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks (RePEc:adr:anecst:y:2000:i:60:p:117-149)
by Luc Bauwens & Pierre Giot - An International Analysis of Earnings, Stock Prices and Bond Yields (RePEc:bla:jbfnac:v:34:y:2007:i:3-4:p:613-641)
by Alain Durré & Pierre Giot - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:cai:finpug:fina_311_0055)
by Renaud Beaupain & Pierre Giot & Mikael Petitjean - A Gibbs sampling approach to cointegration (RePEc:cor:louvco:1997016)
by BAUWENS, Luc & GIOT, Pierre - The logarithmic ACD model: an application to market microstructure and NASDAQ (RePEc:cor:louvco:1997089)
by BAUWENS, LUC & GIOT, Pierre - Asymmetric ACD models: introducing price information in ACD models with a two state transition model (RePEc:cor:louvco:1998044)
by BAUWENS, Luc & GIOT, Pierre - Co-integration and leadership in the European off-season fresh fruit market (RePEc:cor:louvco:1999022)
by GIOT, Pierre & HENRY DE FRAHAN, Bruno & PIROTTE, Nicolas - Time transformations, intraday data and volatility models (RePEc:cor:louvco:1999044)
by GIOT, Pierre - Intraday value-at-risk (RePEc:cor:louvco:2000045)
by GIOT, Pierre - A comparison of financial duration models via density forecasts (RePEc:cor:louvco:2000060)
by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David - Value-at-risk for long and short trading positions (RePEc:cor:louvco:2001022)
by GIOT, Pierre & LAURENT, Sébastien - The information content of implied volatility in agricultural commodity markets (RePEc:cor:louvco:2002038)
by GIOT, Pierre - Implied volatility indices as leading indicators of stock index returns ? (RePEc:cor:louvco:2002050)
by GIOT, Pierre - How large is liquidity risk in an automated auction market ? (RePEc:cor:louvco:2002054)
by GIOT, Pierre & GRAMMIG, Joachim - The moments of Log-ACD models (RePEc:cor:louvco:2003011)
by BAUWENS, Luc & GALLI, Fausto & GIOT, Pierre - The information content of implied volatility indexes for forecasting volatility and market risk (RePEc:cor:louvco:2003027)
by GIOT, Pierre - Market risk in commodity markets: a VaR approach (RePEc:cor:louvco:2003028)
by GIOT, Pierre & LAURENT, Sébastien - News announcements, market activity and volatility in the Euro/Dollar foreign exchange market (RePEc:cor:louvco:2003029)
by BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre - The Asian financial crisis : the start of a regime switch in volatility (RePEc:cor:louvco:2003078)
by GIOT, Pierre - Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio (RePEc:cor:louvco:2005010)
by GIOT, Pierre & PETITJEAN, Mikael - Commonalities in the order book (RePEc:cor:louvco:2005011)
by BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim - Volatility regimes and the provision of liquidity in order book markets (RePEc:cor:louvco:2005012)
by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre - IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis (RePEc:cor:louvco:2005013)
by GIOT, Pierre & SCHWIENBACHER, Armin - International stock return predictability: statistical evidence and economic significance (RePEc:cor:louvco:2006088)
by GIOT, Pierre & PETITJEAN, Mikael - The information content of the Bond-Equity Yield Ratio: better than a random walk? (RePEc:cor:louvco:2006089)
by GIOT, Pierre & PETITJEAN, Mikael - Short-term market timing using the Bond-Equity Yield Ratio (RePEc:cor:louvco:2006090)
by GIOT, Pierre & PETITJEAN, Mikael - Market-wide liquidity co-movements, volatility regimes and market cap sizes (RePEc:cor:louvco:2006102)
by BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael - Gibbs sampling approach to cointegration (RePEc:cor:louvrp:1336)
by BAUWENS, Luc & GIOT, Pierre - Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models (RePEc:cor:louvrp:1442)
by BAUWENS, Luc & GIOT, Pierre - The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks (RePEc:cor:louvrp:1497)
by BAUWENS, Luc & GIOT, Pierre - Time transformations, intraday data, and volatility models (RePEc:cor:louvrp:1500)
by GIOT, Pierre - The information content of implied volatility in agricultural commodity markets (RePEc:cor:louvrp:1612)
by GIOT, Pierre - Asymmetric ACD models: Introducing price information in ACD models (RePEc:cor:louvrp:1670)
by BAUWENS, Luc & GIOT, Pierre - Market risk in commodity markets: a VaR approach (RePEc:cor:louvrp:1682)
by GIOT, Pierre & LAURENT, Sébastien - Value-at-Risk for long and short trading positions (RePEc:cor:louvrp:1707)
by GIOT, Pierre & LAURENT, Sébastien - Modelling daily Value-at-Risk using realized volatility and ARCH type models (RePEc:cor:louvrp:1708)
by GIOT, Pierre & LAURENT, Sébastien - A comparison of financial duration models via density forecasts (RePEc:cor:louvrp:1746)
by BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David - News announcements, market activity and volatility in the euro/dollar foreign exchange market (RePEc:cor:louvrp:1787)
by BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre - Stocks, bonds and the equity risk premium: Some recent academic perspectives (RePEc:cor:louvrp:1794)
by GIOT, Pierre - Implied volatility indexes and daily Value at Risk models (RePEc:cor:louvrp:1840)
by GIOT, Pierre - How large is liquidity risk in an automated auction market? (RePEc:cor:louvrp:1846)
by GIOT, Pierre & GRAMMIG, Joachim - Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? (RePEc:cor:louvrp:1848)
by GIOT, Pierre - Market risk models for intraday data (RePEc:cor:louvrp:1850)
by GIOT, Pierre - The information content of the Bond-Equity Yield Ratio: Better than a random walk? (RePEc:cor:louvrp:1982)
by GIOT, Pierre & PETITJEAN, Mikael - IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis (RePEc:cor:louvrp:1983)
by GIOT, Pierre & SCHWIENBACHER, Armin - An international analysis of earnings, stock prices and Bond yields (RePEc:cor:louvrp:1984)
by DURRE, Alain & GIOT, Pierre - Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants (RePEc:cor:louvrp:1985)
by FRAIPONT, Sarah & GIOT, Pierre - The moments of Log-ACD models (RePEc:cor:louvrp:2023)
by BAUWENS, Luc & GALLi, Fausto & GIOT, Pierre - Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext (RePEc:cor:louvrp:2132)
by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre - L'irrésistible ascension de la finance comportementale (RePEc:cor:louvrp:2133)
by GIOT, Pierre - Commonalities in the order book (RePEc:cor:louvrp:2195)
by BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim - Trading activity, realized volatility and jumps (RePEc:cor:louvrp:2223)
by GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael - Short-term market timing using the bond-equity yield ratio (RePEc:cor:louvrp:2224)
by GIOT, Pierre & PETITJEAN, Mikael - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:cor:louvrp:2327)
by GIOT, Pierre & PETITJEAN, Mikael - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:cor:louvrp:2328)
by BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:cor:louvrp:2432)
by GIOT, Pierre & PETITJEAN, Mikael - Commonalities in the order book (RePEc:ctl:louvec:2005014)
by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG - Volatility regimes and the provisions of liquidity in order book markets (RePEc:ctl:louvec:2005015)
by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT - An international analysis of earnings, stock prices and bond yields (RePEc:ecb:ecbwps:2005515)
by Durré, Alain & Giot, Pierre - A Comparison of Financial Duration Models via Density Forecasts (RePEc:ecm:wc2000:0810)
by Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas - Are novice private equity funds risk-takers? Evidence from a comparison with established funds (RePEc:eee:corfin:v:27:y:2014:i:c:p:55-71)
by Giot, Pierre & Hege, Ulrich & Schwienbacher, Armin - Modelling daily Value-at-Risk using realized volatility and ARCH type models (RePEc:eee:empfin:v:11:y:2004:i:3:p:379-398)
by Giot, Pierre & Laurent, Sebastien - Trading activity, realized volatility and jumps (RePEc:eee:empfin:v:17:y:2010:i:1:p:168-175)
by Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael - Market risk in commodity markets: a VaR approach (RePEc:eee:eneeco:v:25:y:2003:i:5:p:435-457)
by Giot, Pierre & Laurent, Sebastien - Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext (RePEc:eee:glofin:v:20:y:2009:i:1:p:80-97)
by Beltran, Helena & Durré, Alain & Giot, Pierre - A comparison of financial duration models via density forecasts (RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609)
by Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David - The information content of the Bond-Equity Yield Ratio: Better than a random walk? (RePEc:eee:intfor:v:23:y:2007:i:2:p:289-305)
by Giot, Pierre & Petitjean, Mikael - IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis (RePEc:eee:jbfina:v:31:y:2007:i:3:p:679-702)
by Giot, Pierre & Schwienbacher, Armin - News announcements, market activity and volatility in the euro/dollar foreign exchange market (RePEc:eee:jimfin:v:24:y:2005:i:7:p:1108-1125)
by Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre - Private equity fundraising and firm specialization (RePEc:eee:quaeco:v:64:y:2017:i:c:p:259-274)
by Gejadze, Maia & Giot, Pierre & Schwienbacher, Armin - An International Analysis of Earnings, Stock Prices and Bond Yields (RePEc:hal:journl:hal-00171145)
by A. Durre & P. Giot - Volatility regimes and the provision of liquidity in order book markets (RePEc:hal:journl:hal-00260870)
by A. Durre & H. Beltran & P. Giot - Appraising the Fed model: An international analysis of earnings, stock prices and bond yields (RePEc:hal:journl:hal-00260895)
by A. Durre & P. Giot - Volatility regimes and the provision of liquidity in order book markets (RePEc:hal:journl:hal-00260906)
by A. Durre & H. Beltran & P. Giot - Volatility regimes and the provision of liquidity in order book markets (RePEc:hal:journl:hal-00268757)
by A. Durre & H. Beltran & P. Giot - Volatility regimes and the provision of liquidity in order book markets (RePEc:hal:journl:hal-00268760)
by A. Durre & H. Beltran & P. Giot - An international analysis of earnings, stock prices and bond yields (RePEc:hal:journl:hal-00269291)
by A. Durre & P. Giot - Volatility Regimes, Order Books and Liquidity: The case of Euronext (RePEc:hal:journl:hal-00269316)
by A. Durre & H. Beltran & P. Giot - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:hal:journl:hal-00675977)
by R. Beaupain & P. Giot & M. Petitjean - Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext (RePEc:hal:journl:hal-00787205)
by A. Durre & H. Beltran & P. Giot - Value-at-risk for long and short trading positions (RePEc:jae:japmet:v:18:y:2003:i:6:p:641-663)
by Pierre Giot & Sébastien Laurent - Commonalities in the order book (RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242)
by Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig - How does liquidity react to stress periods in a limit order market? (RePEc:nbb:reswpp:200405-5)
by Helena Beltran & Alain Durré & Pierre Giot - An international analysis of earnings, stock prices and bond yields (RePEc:nbb:reswpp:200509-1)
by Alain Durré & Pierre Giot - Market Models: A Guide to Financial Data Analysis (RePEc:oup:jfinec:v:1:y:2003:i:3:p:471-473)
by Pierre Giot - Value-At-Risk For Long And Short Trading Positions (RePEc:sce:scecf1:94)
by Pierre Giot and S»bastien Laurent - Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models (RePEc:sce:scecf2:52)
by Pierre Giot & Sébastien Laurent - Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison (RePEc:sce:scecf4:6)
by Mikael Petitjean & Pierre Giot - Asymmetric ACD models: Introducing price information in ACD models (RePEc:spr:empeco:v:28:y:2003:i:4:p:709-731)
by Luc Bauwens & Pierre Giot - How large is liquidity risk in an automated auction market? (RePEc:spr:empeco:v:30:y:2006:i:4:p:867-887)
by Pierre Giot & Joachim Grammig - Market risk models for intraday data (RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324)
by Pierre Giot - Short-term market timing using the bond-equity yield ratio (RePEc:taf:eurjfi:v:15:y:2009:i:4:p:365-384)
by Pierre Giot & Mikael Petitjean - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:taf:quantf:v:11:y:2011:i:2:p:175-193)
by Pierre Giot & Mikael Petitjean - A comparison of financial duration models via density forecast (RePEc:ulb:ulbeco:2013/136218)
by Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas - Modelling daily value-at-risk using realized volatility and arch type models (RePEc:unm:umamet:2001026)
by Giot, P. & Laurent, S.F.J.A. - How large is liquidity risk in an automated auction market? (RePEc:usg:dp2002:2002-23)
by Pierre Giot & Joachim Grammig - The information content of implied volatility in agricultural commodity markets (RePEc:wly:jfutmk:v:23:y:2003:i:5:p:441-454)
by Pierre Giot - The information content of implied volatility in light of the jump/continuous decomposition of realized volatility (RePEc:wly:jfutmk:v:27:y:2007:i:4:p:337-359)
by Pierre Giot & Sébastien Laurent - IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis (RePEc:wpa:wuwpfi:0312006)
by Pierre Giot & Armin Schwienbacher - Commonalities in the order book (RePEc:zbw:cfrwps:0905)
by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.