Pierre Giot : Citation Profile

Université de Namur

17

H index

19

i10 index

1632

Citations

RESEARCH PRODUCTION:

23

Articles

77

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 81
   Journals where Pierre Giot has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 25 (1.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi19
   Updated: 2025-04-12    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Giot.

Is cited by:

Degiannakis, Stavros (72)

GUPTA, RANGAN (34)

Hautsch, Nikolaus (34)

Angelidis, Timotheos (28)

Bauwens, Luc (27)

Dionne, Georges (21)

Pierdzioch, Christian (19)

Grammig, Joachim (17)

Fernandes, Marcelo (17)

Floros, Christos (15)

Louzis, Dimitrios (15)

Cites to:

Campbell, John (60)

Shiller, Robert (36)

Bollerslev, Tim (26)

Engle, Robert (22)

Bauwens, Luc (21)

Diebold, Francis (20)

Andersen, Torben (18)

French, Kenneth (11)

Veredas, David (10)

Gompers, Paul (10)

Jasiak, Joann (9)

Main data

Production by document typepaperarticle19971998199920002001200220032004200520062007200820092010201120122013201420152016201701020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199719981999200020012002200320042005200620072008200920102011201220132014201520162017050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1997199819992000200120022003200420052006200720082009201020112012201320142015201620170200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Pierre Giot has published?

Journals with more than one article published# docs
The European Journal of Finance2
Empirical Economics2
Journal of Futures Markets2
International Journal of Forecasting2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL10
Discussion Papers (ECON - D�partement des Sciences Economiques) / Universit� catholique de Louvain, D�partement des Sciences Economiques2

Recent works citing Pierre Giot (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024What events matter for exchange rate volatility ?. (2024). FREITAS LOPES, HEDIBERT ; Ferreira Batista Martins, Igor. In: Papers. RePEc:arx:papers:2411.16244.

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2024Control strategies for impactful exits in impact private equity firms. (2024). Islam, Syrus M ; Akroyd, Chris. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3419-3442.

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2024Exit routes, investor type, and the Covid-19 crisis: Insights from UK equity-funded companies. (2024). Zouari, Sana ; Wilson, Nicholas ; Kacer, Marek. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003884.

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2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Yang, MO ; Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Chang, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Differentiating between successful VC exit strategies: The influences of time-since-first-funding-received by the venture and strength of US VCs in cross-border syndicates. (2024). Nguyen, Nga ; Goel, Sanjay ; Sinha, Kanhaiya K. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006902.

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2024A dynamic duration approach to venture capital exit. (2024). Wong, Yuet-Yee. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009619.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Realized volatility, price informativeness, and tick size: A market microstructure approach. (2024). Yamamoto, Ryuichi ; Xiao, Xijuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:410-426.

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2024Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y.

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2024Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3.

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2024Diversity in National Culture and Financial Harvest Exit Strategy in New Technology Ventures. (2024). Milo, Orit ; Gavious, Ilanit ; Elitzur, Ramy. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:3:p:881-908.

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2025Performance of government venture capital (GVC): an Asian perspective. (2025). Muhammad, Iqbal ; Serve, Stphanie. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-024-01036-7.

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Works by Pierre Giot:

Year  ↓Title  ↓Type  ↓Cited  ↓
2000The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks In: Annals of Economics and Statistics.
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2000The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks.(2000) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 191		paper
2007An International Analysis of Earnings, Stock Prices and Bond Yields In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article16
2007An international analysis of earnings, stock prices and Bond yields.(2007) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2005An international analysis of earnings, stock prices and bond yields.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007An International Analysis of Earnings, Stock Prices and Bond Yields..(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2005An international analysis of earnings, stock prices and bond yields.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2005An international analysis of earnings, stock prices and bond yields.(2005) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2010Volatility regimes and liquidity co-movements in cap-based portfolios In: Finance.
[Full Text][Citation analysis]		article1
2010Volatility regimes and liquidity co-movements in cap-based portfolios.(2010) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Volatility regimes and liquidity co-movements in cap-based portfolios..(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1997A Gibbs sampling approach to cointegration In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper8
1998Gibbs sampling approach to cointegration.(1998) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1997The logarithmic ACD model: an application to market microstructure and NASDAQ In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper2
1998Asymmetric ACD models: introducing price information in ACD models with a two state transition model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper5
1999Co-integration and leadership in the European off-season fresh fruit market. In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper0
1999Time transformations, intraday data and volatility models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper17
2001Time transformations, intraday data, and volatility models.(2001) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2000Intraday value-at-risk. In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2000A comparison of financial duration models via density forecasts In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper114
2004A comparison of financial duration models via density forecasts.(2004) In: LIDAM Reprints CORE.
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2000A Comparison of Financial Duration Models via Density Forecasts.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2004A comparison of financial duration models via density forecasts.(2004) In: International Journal of Forecasting.
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2004A comparison of financial duration models via density forecast.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2001Value-at-risk for long and short trading positions In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper206
2003Value-at-Risk for long and short trading positions.(2003) In: LIDAM Reprints CORE.
[Citation analysis]
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2003Value-at-risk for long and short trading positions.(2003) In: Journal of Applied Econometrics.
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2001VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 206		paper
2002The information content of implied volatility in agricultural commodity markets In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper42
2003The information content of implied volatility in agricultural commodity markets.(2003) In: LIDAM Reprints CORE.
[Citation analysis]
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2003The information content of implied volatility in agricultural commodity markets.(2003) In: Journal of Futures Markets.
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2002Implied volatility indices as leading indicators of stock index returns ? In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper4
2002How large is liquidity risk in an automated auction market ? In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper13
2006How large is liquidity risk in an automated auction market?.(2006) In: LIDAM Reprints CORE.
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2006How large is liquidity risk in an automated auction market?.(2006) In: Empirical Economics.
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2002How large is liquidity risk in an automated auction market?.(2002) In: University of St. Gallen Department of Economics working paper series 2002.
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2003The moments of Log-ACD models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper22
2009The moments of Log-ACD models.(2009) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2003The information content of implied volatility indexes for forecasting volatility and market risk In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper17
2003Market risk in commodity markets: a VaR approach In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper145
2003Market risk in commodity markets: a VaR approach.(2003) In: LIDAM Reprints CORE.
[Citation analysis]
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2003Market risk in commodity markets: a VaR approach.(2003) In: Energy Economics.
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2003News announcements, market activity and volatility in the Euro/Dollar foreign exchange market In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper120
2005News announcements, market activity and volatility in the euro/dollar foreign exchange market.(2005) In: LIDAM Reprints CORE.
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2005News announcements, market activity and volatility in the euro/dollar foreign exchange market.(2005) In: Journal of International Money and Finance.
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2003The Asian financial crisis : the start of a regime switch in volatility In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper4
2005Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2005Commonalities in the order book In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper21
2009Commonalities in the order book.(2009) In: LIDAM Reprints CORE.
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2005Commonalities in the order book.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques).
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2009Commonalities in the order book.(2009) In: Financial Markets and Portfolio Management.
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2009Commonalities in the order book.(2009) In: CFR Working Papers.
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2005Volatility regimes and the provision of liquidity in order book markets In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper2
2004Volatility regimes and the provisions of liquidity in order book markets.(2004) In: Discussion Papers (ECON - Département des Sciences Economiques).
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2006Volatility regimes and the provision of liquidity in order book markets..(2006) In: Post-Print.
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2006Volatility regimes and the provision of liquidity in order book markets..(2006) In: Post-Print.
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2005Volatility regimes and the provision of liquidity in order book markets..(2005) In: Post-Print.
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2005Volatility regimes and the provision of liquidity in order book markets..(2005) In: Post-Print.
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This paper has nother version. Agregated cites: 2		paper
2005IPOs, trade sales and liquidations: modelling venture capital exits using survival analysis In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper119
2007IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis.(2007) In: LIDAM Reprints CORE.
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2007IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis.(2007) In: Journal of Banking & Finance.
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2003IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis.(2003) In: Finance.
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2006International stock return predictability: statistical evidence and economic significance In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper3
2006The information content of the Bond-Equity Yield Ratio: better than a random walk? In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper2
2007The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: LIDAM Reprints CORE.
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2007The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: International Journal of Forecasting.
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2006Short-term market timing using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper6
2009Short-term market timing using the bond-equity yield ratio.(2009) In: LIDAM Reprints CORE.
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2009Short-term market timing using the bond-equity yield ratio.(2009) In: The European Journal of Finance.
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2006Market-wide liquidity co-movements, volatility regimes and market cap sizes In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper0
2000Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models In: LIDAM Reprints CORE.
[Citation analysis]		paper0
2003Asymmetric ACD models: Introducing price information in ACD models In: LIDAM Reprints CORE.
[Citation analysis]		paper49
2003Asymmetric ACD models: Introducing price information in ACD models.(2003) In: Empirical Economics.
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2004Modelling daily Value-at-Risk using realized volatility and ARCH type models. In: LIDAM Reprints CORE.
[Citation analysis]		paper231
2004Modelling daily Value-at-Risk using realized volatility and ARCH type models.(2004) In: Journal of Empirical Finance.
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2002Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
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2001Modelling daily value-at-risk using realized volatility and arch type models.(2001) In: Research Memorandum.
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2005Stocks, bonds and the equity risk premium: Some recent academic perspectives In: LIDAM Reprints CORE.
[Citation analysis]		paper0
2005Implied volatility indexes and daily Value at Risk models In: LIDAM Reprints CORE.
[Citation analysis]		paper33
2005Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators? In: LIDAM Reprints CORE.
[Citation analysis]		paper6
2005Market risk models for intraday data In: LIDAM Reprints CORE.
[Citation analysis]		paper59
2005Market risk models for intraday data.(2005) In: The European Journal of Finance.
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2006Les oeuvres dart comme placements financiers: le cas de lart moderne classique et de ses différents courants In: LIDAM Reprints CORE.
[Citation analysis]		paper0
2009Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext In: LIDAM Reprints CORE.
[Citation analysis]		paper1
2009Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext.(2009) In: Global Finance Journal.
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2009Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext..(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Lirrésistible ascension de la finance comportementale In: LIDAM Reprints CORE.
[Citation analysis]		paper0
2010Trading activity, realized volatility and jumps In: LIDAM Reprints CORE.
[Citation analysis]		paper107
2010Trading activity, realized volatility and jumps.(2010) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 107		article
2011On the statistical and economic performance of stock return predictive regression models: an international perspective In: LIDAM Reprints CORE.
[Citation analysis]		paper9
2011On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: LIDAM Reprints CORE.
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2011On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: Quantitative Finance.
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2014Are novice private equity funds risk-takers? Evidence from a comparison with established funds In: Journal of Corporate Finance.
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2017Private equity fundraising and firm specialization In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2006Appraising the Fed model: An international analysis of earnings, stock prices and bond yields. In: Post-Print.
[Citation analysis]		paper0
2005Volatility Regimes, Order Books and Liquidity: The case of Euronext. In: Post-Print.
[Citation analysis]		paper0
2004How does liquidity react to stress periods in a limit order market? In: Working Paper Research.
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2003Market Models: A Guide to Financial Data Analysis In: Journal of Financial Econometrics.
[Citation analysis]		article0
2004Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison In: Computing in Economics and Finance 2004.
[Citation analysis]		paper0
2007The information content of implied volatility in light of the jump/continuous decomposition of realized volatility In: Journal of Futures Markets.
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