Giot, Pierre.
Giot, Pierre 1919-....
Giot, P. (Pierre)
Pierre Giot
VIAF ID: 17465575 ( Personal )
Permalink: http://viaf.org/viaf/17465575
Preferred Forms
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- 200 _ | ‡a Giot ‡b Pierre ‡f 1919-....
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- 100 1 0 ‡a Giot, Pierre
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- 100 1 _ ‡a Giot, Pierre
- 100 1 _ ‡a Giot, Pierre
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- 100 1 _ ‡a Giot, Pierre ‡d 1919-...
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- 100 0 _ ‡a Pierre Giot
4xx's: Alternate Name Forms (5)
5xx's: Related Names (9)
- 510 2 _ ‡a Center for Operations Research and Econometrics (Louvain-la-Neuve)
- 510 2 _ ‡a Center for Operations Research and Econometrics ‡g Louvain-la-Neuve ‡e Affiliation
- 510 2 _ ‡a Center for Research in Finance and Management
- 510 2 _ ‡a Center for Research in Finance and Management ‡e Affiliation
- 510 2 _ ‡a Facultés Universitaires Notre-Dame de la Paix ‡e Affiliation
- 510 2 _ ‡a Facultés Universitaires Notre-Dame de la Paix
- 510 2 _ ‡a Kluwer Academic Publishers (Dordrecht)
- 510 2 _ ‡a Université Catholique de Louvain / École des Sciences Économiques de Louvain / Center for Operations Research and Econometrics (CORE)
- 510 2 _ ‡a Université de Namur / Faculté des Sciences Économiques, Sociales et de Gestion (FSESG) / Center for Research in Finance and Management (CeReFiM)
Works
Title | Sources |
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Econometric modelling of stock market intraday activity | |
How large is liquidity risk in an automated auction market? | |
international analysis of earnings, stock prices and bond yields | |
The logarithmic ACD Model : an application to the bid-ask quote process of three NYSE stocks = Le modèle logarithmique auto-régressif de durée conditionnelle (Log-ACD) : une application aux processus des prix offerts et demandés de trois titres de la Bourse de New-York | |
Microstructure and interdependencies between government bond markets : application to German and Chinese bond markets. | |
Microstructure et interdépendance des marchés obligataires d'Etat : cas de l'Allemagne et de la Chine | |
Modelling daily value-at-risk using realized volatility and arch type models | |
Value-At-Risk for long and short trading positions |