Concepedia

Pierre Giot

PG

42

Publications

3.8K

Citations

25

H-Index

1997

Active since

Affiliations

UCLouvain(Current)

University of Namur

University of Tübingen

Université Catholique de Lille

Institut d'Economie Scientifique Et de Gestion

Pierre Giot is an author at UCLouvain specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingVolatility ModelingEmpirical FinanceStatisticsMarket MicrostructureEngineering

Publications per year

1997–2016

42

Publications

42

Relationships Between Implied Volatility Indexes and Stock Index Returns

Pierre Giot · The Journal of Portfolio Management · 2005 · 439 citations

Market Microstructure, Empirical Finance, Volatility Modeling +12

Modelling daily Value-at-Risk using realized volatility and ARCH type models

Pierre Giot, Sébastien Laurent · Journal of Empirical Finance · 2004 · 410 citations

Arch Type Models, Volatility Modeling, Economics +11

Value‐at‐risk for long and short trading positions

Pierre Giot, Sébastien Laurent · Journal of Applied Econometrics · 2003 · 376 citations

Empirical Finance, Volatility Modeling, Arch Class +16

IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis

Pierre Giot, Armin Schwienbacher · Journal of Banking & Finance · 2006 · 299 citations

Empirical Finance, Mergers And Acquisitions, Startup Ecosystem +11

Market risk in commodity markets: a VaR approach

Pierre Giot, Sébastien Laurent · Energy Economics · 2003 · 263 citations

Economics, Value-at-risk, Risk Management +5

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