Feedback to SSRN

 
  • Selected
  • Entire List
 

Giot, Pierre


 SSRN Author Rank: 3,053 by Downloads
 

Facultés Universitaires Notre-Dame de la Paix (FUNDP)


 Rempart de la Vierge 8
 B-5000 Namur
 Belgium
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Giot, Pierre's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,036
Total
Citations
228
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
27 Feb 03
1,609
(5,862)
3

2.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Schwienbacher, Armin
Université Lille - SKEMA Business School
Posted:
803
(17,943)
27

3.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
15 Jan 03
682
(22,650)
4

4.  
Modelling Daily Value-At-Risk Using Realized Volatility and Arch Type Models | Show Abstract | Download This Paper | Open PDF in Browser |
Universiteit Maastricht Meteor Working Paper No. RM/01/026
Number of Pages in PDF File: 25
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
28 Jan 03
428
(42,110)
39

5.   Incl. Electronic Paper
Durré, Alain
European Central Bank (ECB) - Directorate General Economics
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
26 Aug 05
Last Revised:
13 Oct 10
419
(43,220)
13

6.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
23 Feb 06
415
(43,758)
 

7.  
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks | Show Abstract | Download This Paper | Open PDF in Browser |
Annales d'Economie et de Statistique, Vol. 60, pp. 117-149, 2000
Number of Pages in PDF File: 34
Bauwens, Luc
Université catholique de Louvain
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
22 Feb 06
389
(47,387)
47

8.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
24 Jun 03
357
(52,519)
1

9.   Incl. Electronic Paper
Ben Omrane, Walid
Brock University - Department of Finance, Operations and Information Systems (FOIS)
Bauwens, Luc
Université catholique de Louvain
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
07 May 03
Last Revised:
28 Apr 07
332
(57,364)
22

10.  
How Large is Liquidity Risk in an Automated Auction Market? | Show Abstract | Download This Paper | Open PDF in Browser |
U of St. Gallen Dept. of Economics Working Paper No. 2002-23
Number of Pages in PDF File: 35
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
14 Nov 02
303
(63,722)
9

11.  
Bauwens, Luc
Université catholique de Louvain
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
08 Apr 05
289
(67,408)
7

12.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
273
(71,480)
5

13.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
246
(79,912)
1

14.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Beltran-Lopez, Helena M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Posted:
20 Feb 02
212
(93,225)
1

15.  
The Moments of Log-ACD Models | Show Abstract | Download This Paper | Open PDF in Browser |
CORE Discussion Paper
Number of Pages in PDF File: 26
Bauwens, Luc
Université catholique de Louvain
Galli, Fausto
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
25 Feb 03
207
(95,451)
10

16.  
A Comparison of Financial Duration Models via Density Forecast | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Forecasting, Vol. 20, pp. 589-604
Number of Pages in PDF File: 37
Bauwens, Luc
Université catholique de Louvain
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Veredas, David
Vlerick Business School
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
09 Sep 05
188
(104,674)
21

17.   Incl. Electronic Paper
Beltran-Lopez, Helena M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Posted:
23 Feb 06
Last Revised:
20 Jun 10
183
(107,399)
5

18.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
167
(116,722)
 

19.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
19 Jan 09
117
(156,607)
11

20.  
Beltran-Lopez, Helena M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Durré, Alain
European Central Bank (ECB) - Directorate General Economics
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
08 Feb 06
113
(160,747)
 

21.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
25 May 07
105
(169,451)
1

22.  
Gejadze, Maia
IESEG School of Management
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Schwienbacher, Armin
Université Lille - SKEMA Business School
Posted:
09 Oct 12
Last Revised:
05 Jun 15
89
(189,470)
1

23.  
Are Novice Private Equity Funds Risk-Takers? Evidence from a Comparison with Established Funds | Show Abstract | Download This Paper | Open PDF in Browser |
29th International Conference of the French Finance Association (AFFI) 2012, Journal of Corporate Finance, Vol. 27, No. 55-71, 2014
Number of Pages in PDF File: 40
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Hege, Ulrich
HEC Paris (Groupe HEC) - Finance Department
Schwienbacher, Armin
Université Lille - SKEMA Business School
Posted:
05 Nov 12
Last Revised:
20 Feb 15
72
(215,497)
 

24.  
How Does Liquidity React to Stress Periods in a Limit Order Market? | Show Abstract | Download This Paper | Open PDF in Browser |
National Bank of Belgium Working Paper No. 49
Number of Pages in PDF File: 67
Beltran-Lopez, Helena M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Durré, Alain
European Central Bank (ECB) - Directorate General Economics
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
14 Oct 10
38
(289,336)
 

25.   Incl. Electronic Paper
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
29 Feb 08
Last Revised:
29 Jul 10
 

26.  
Beaupain, Renaud
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
21 Mar 07
 


Records 1 - 26 of 26 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 0.485 seconds