search query: @author Giot, P. / total: 3
references: 1-3 / 3
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1.
Market risk models for intraday data
European Journal of Finance
2005 : AUG, VOL. 11:4, p. 309-324
 2005 Giot, P.
2.
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Journal of Empirical Finance
2004 : JUN, VOL. 11:3, p. 379-398
 2004 Giot, P.
Laurent, S.
3.
Time transformations, intraday data, and volatility models
Journal of Computational Finance
2001 : WINTER, VOL. 4:2, p. 31-62
 2001 Giot, P.
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