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<bibliography>

<biblioentry xreflabel="Bauwens2004" id="Bauwens2004">
   <authorgroup>
       <author><firstname>Luc</firstname><surname>Bauwens</surname></author>
       <author><firstname>Pierre</firstname><surname>Giot</surname></author>
       <author><firstname>Joachim</firstname><surname>Grammig</surname></author>
       <author><firstname>David</firstname><surname>Veredas</surname></author> 
   </authorgroup>
<citetitle pubwork="article">A comparison of financial duration models via density forecasts</citetitle>
   <citetitle pubwork="journal">International Journal of Forecasting</citetitle>

   <volumenum>20</volumenum> 

   <artpagenums>589&#x2013;609</artpagenums> 
   <pubdate>2004</pubdate>  

</biblioentry>
<biblioentry xreflabel="Bauwens2005" id="Bauwens2005">
   <authorgroup>
       <author><firstname>Luc</firstname><surname>Bauwens</surname></author>
       <author><firstname>Walid</firstname><othername role="mi">Ben</othername><surname>Omrane</surname></author>
       <author><firstname>Pierre</firstname><surname>Giot</surname></author> 
   </authorgroup>
<citetitle pubwork="article">News announcements&#44; market activity and volatility in the euro/dollar foreign exchange market</citetitle>
   <citetitle pubwork="journal">Journal of International Money and Finance</citetitle>

   <volumenum>24</volumenum> 

   <artpagenums>1108&#x2013;1125</artpagenums> 
   <pubdate>2005</pubdate>  

</biblioentry>
<biblioentry xreflabel="Giot2004" id="Giot2004">
   <authorgroup>
       <author><firstname>Pierre</firstname><surname>Giot</surname></author>
       <author><firstname>S\&#39;ebastien</firstname><surname>Laurent</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Modelling daily Value&#45;at&#45;Risk using realized volatility and ARCH type models</citetitle>
   <citetitle pubwork="journal">Journal of Empirical Finance</citetitle>

   <volumenum>11</volumenum> 

   <artpagenums>379&#x2013;398</artpagenums> 
   <pubdate>2004</pubdate>  

</biblioentry>
<biblioentry xreflabel="Giot2007" id="Giot2007">
   <authorgroup>
       <author><firstname>Pierre</firstname><surname>Giot</surname></author>
       <author><firstname>Mikael</firstname><surname>Petitjean</surname></author> 
   </authorgroup>
<citetitle pubwork="article">The information content of the Bond&#45;Equity Yield Ratio: Better than a random walk&#63;</citetitle>
   <citetitle pubwork="journal">International Journal of Forecasting</citetitle>

   <volumenum>23</volumenum> 

   <artpagenums>289&#x2013;305</artpagenums> 
   <pubdate>2007</pubdate>  

</biblioentry>
<biblioentry xreflabel="Giot2007" id="Giot2007">
   <authorgroup>
       <author><firstname>Pierre</firstname><surname>Giot</surname></author>
       <author><firstname>Armin</firstname><surname>Schwienbacher</surname></author> 
   </authorgroup>
<citetitle pubwork="article">IPOs&#44; trade sales and liquidations: Modelling venture capital exits using survival analysis</citetitle>
   <citetitle pubwork="journal">Journal of Banking &#38;&#35;x0026; Finance</citetitle>

   <volumenum>31</volumenum> 

   <artpagenums>679&#x2013;702</artpagenums> 
   <pubdate>2007</pubdate>  

</biblioentry>
<biblioentry xreflabel="conf/iolts/HeijmenGR06" id="conf/iolts/HeijmenGR06">
   <authorgroup>
       <author><firstname>Tino</firstname><surname>Heijmen</surname></author>
       <author><firstname>Damien</firstname><surname>Giot</surname></author>
       <author><firstname>Philippe</firstname><surname>Roche</surname></author> 
   </authorgroup>
<citetitle pubwork="article">Factors That Impact the Critical Charge of Memory Elements.</citetitle>

   <publisher>
      <publishername>IEEE Computer Society</publishername>
   </publisher>


   <artpagenums>57-62</artpagenums> 
   <pubdate>2006</pubdate>  

</biblioentry>
</bibliography>
