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Giot, Pierre


 SSRN Author Rank: 2,885 by Downloads
 

Facultés Universitaires Notre-Dame de la Paix (FUNDP)


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

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. Giot, Pierre's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,839
Total
Citations
229
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
1,564
(5,622)
3

2.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Schwienbacher, Armin
Univ. Lille - SKEMA Business School
Posted:
737
(18,468)
28

3.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
15 Jan 03
668
(21,315)
4

4.  
Modelling Daily Value-At-Risk Using Realized Volatility and Arch Type Models | Show Abstract | Download |
Universiteit Maastricht Meteor Working Paper No. RM/01/026
Working Paper Series
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
422
(39,296)
38

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
411
(40,615)
13

6.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
23 Feb 06
405
(41,395)
 

7.  
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks | Show Abstract | Download |
Annales d'Economie et de Statistique, Vol. 60, pp. 117-149, 2000
Accepted Paper Series
Bauwens, Luc
Université catholique de Louvain
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
22 Feb 06
365
(46,964)
47

8.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
24 Jun 03
353
(48,886)
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
325
(54,028)
22

10.  
How Large is Liquidity Risk in an Automated Auction Market? | Show Abstract | Download |
U of St. Gallen Dept. of Economics Working Paper No. 2002-23
Working Paper Series
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
14 Nov 02
302
(58,881)
9

11.  
Bauwens, Luc
Université catholique de Louvain
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
08 Apr 05
279
(64,391)
7

12.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
271
(66,522)
5

13.  
Short-Term Market Timing Using the Bond-Equity Yield Ratio | Show Abstract | Download |
CORE Discussion Paper No. 2006/90
Working Paper Series
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
240
(75,643)
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
209
(87,375)
1

15.  
The Moments of Log-ACD Models | Show Abstract | Download |
CORE Discussion Paper
Working Paper Series
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
205
(89,021)
10

16.   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
(99,276)
5

17.  
A Comparison of Financial Duration Models via Density Forecast | Show Abstract | Download |
International Journal of Forecasting, Vol. 20, pp. 589-604
Accepted Paper Series
Bauwens, Luc
Université catholique de Louvain
Grammig, Joachim
Eberhard Karls Universitaet Tübingen
Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
09 Sep 05
180
(100,786)
21

18.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
06 Dec 06
163
(110,492)
 

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
112
(150,178)
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
112
(150,178)
 

21.  
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Posted:
25 May 07
104
(158,497)
1

22.  
Private Equity Fundraising and Firm Specialization | Show Abstract | Download |
29th International Conference of the French Finance Association (AFFI) 2012
Working Paper Series
Gejadze, Maia
Louvain School of Management (UCL)
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Schwienbacher, Armin
Univ. Lille - SKEMA Business School
Posted:
09 Oct 12
77
(192,582)
1

23.  
Are Private Equity Funds Risk-Takers? Evidence From a Comparison of Novice and Established Funds | Show Abstract | Download |
29th International Conference of the French Finance Association (AFFI) 2012
Working Paper Series
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Hege, Ulrich
HEC Paris (Groupe HEC) - Finance Department
Schwienbacher, Armin
Univ. Lille - SKEMA Business School
Posted:
05 Nov 12
Last Revised:
03 Jun 13
61
(218,929)
 

24.  
Private Equity Fundraising, Fund Performance and Firm Specialization | Show Abstract | Download |
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Working Paper Series
Gejadze, Maia
Louvain School of Management (UCL)
Giot, Pierre
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Schwienbacher, Armin
Univ. Lille - SKEMA Business School
Posted:
11 Jun 12
55
(230,388)
1

25.  
How Does Liquidity React to Stress Periods in a Limit Order Market? | Show Abstract | Download |
National Bank of Belgium Working Paper No. 49
Working Paper Series
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
36
(274,309)
 

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

27.  
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
 


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