Market risk models for intraday data
By P. Giot. 2005
136 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/7a1a82eb87814fcca606b1d0275306abbd9454c3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
In Global and Planetary Change
Citations in the corpus
- Autoregressive Conditional Duration Models in Finance: A Survey of the Theoretical and Empirical Literature (2008, background): “This idea has been further explored by Giot (2000), Gerhard and Hautsch (2002), Kalimipalli and Warga (2002) and Giot (2005).”