Projects per year
Projects
- 9 Finished
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Finished
Capturing time-varying financial contagion: the case of Change-point and Markov-chain volatility models
Dufays, A. & Giot, P.
1/10/17 → 20/09/20
Project: Research
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Essays in empirical finance: Stock return predictability, valuation ratios, and market-wide liquidty
Giot, P. & PETITJEAN, M.
1/09/03 → 31/08/06
Project: PHD
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How does liquidity react to stress periods in a limit order market ?
1/03/03 → 31/12/09
Project: Research
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Duration models in finance and applications to market microstructure
1/09/01 → 31/12/09
Project: Research
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Volatility models, risk management and Value-at-Risk models
Giot, P., LAHAYE, J., LAURENT, S. & VIOLANTE, F.
1/01/01 → 31/12/11
Project: PHD