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Bauwens, Luc Petitjean, Mikael Durré, Alain Grammig, Joachim Laurent, Sébastien Beltran Lopez, Helena Schwienbacher, Armin Beltran-Lopez, Helena M. Ben Omrane, Walid Hege, Ulrich Gejadze, Maia Beaupain, Renaud Galli, Fausto Veredas, David Aubert, Samuel Giot, Pierre-Roland All co-authors stock
Composed terms stock prices bond yields arch modell arch model short term risk measure stock index long term implied volatility government bond
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Pierre Giot Alternative spellings: P. Giot
Profession Finanzwissenschaftler
Affiliations Université catholique de Louvain. Center for Operations Research and Econometrics Center for Research in Finance and Management Facultés universitaires Notre-Dame de la Paix
Q30080430
Publishing years Series CORE discussion paper : DP (14) CORE discussion papers : DP (8) CORE Discussion Paper (3) National Bank of Belgium Working Paper (2) Working paper / National Bank of Belgium (2) Discussion papers / UCL, Département des Sciences Economiques (2) Working paper / National Bank of Belgium / National Bank of Belgium (2) Research memorandum / METEOR (2) Working paper / Centre for Financial Research (1) Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics (1) Working paper series / European Central Bank (1) Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche (1) Advanced studies in theoretical and applied econometrics : ASTA (1) Advanced Studies in Theoretical and Applied Econometrics (1)