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publications

(6)

• Modelling daily Value-at-Risk using realized volatility and ARCH type models
  Pierre Giot and S{\'e}bastien Laurent Journal of Empirical Finance 11 379--398 (2004)
  to Value-at-risk by smicha on 2008-04-23 22:05:04
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• News announcements, market activity and volatility in the euro/dollar foreign exchange market
  Luc Bauwens and Walid Ben Omrane and Pierre Giot Journal of International Money and Finance 24 1108--1125 (2005)
  to Foreign exchange market by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• The information content of the Bond-Equity Yield Ratio: Better than a random walk?
  Pierre Giot and Mikael Petitjean International Journal of Forecasting 23 289--305 (2007)
  to Valuation ratio by smicha on 2008-04-22 15:17:45
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• A comparison of financial duration models via density forecasts
  Luc Bauwens and Pierre Giot and Joachim Grammig and David Veredas International Journal of Forecasting 20 589--609 (2004)
  to Duration processes by smicha on 2008-04-22 15:17:45
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• IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis
  Pierre Giot and Armin Schwienbacher Journal of Banking \& Finance 31 679--702 (2007)
  to Venture capital by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• Factors That Impact the Critical Charge of Memory Elements.
  Tino Heijmen and Damien Giot and Philippe Roche IOLTS 57-62 (2006)
  to dblp by dblp on 2007-01-09 00:00:00
  | URL | BibTeX