This file is part of IDEAS, which uses RePEc data

Olsen and Associates

Working Papers

Contact information of Olsen and Associates:
Postal: Seefeldstrasse 233, CH-8008 Z�rich
Phone: +41 (1) 386 48 48
Fax: +41 (1) 422 22 82
Email:
Web page: http://www.olsen.ch/
More information through EDIRC

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:wop:olaswp

1996

1996-12-11 Heavy tails in high-frequency financial data
by Olivier V. Pictet & Michel M. Dacorogna & Ulrich A. Muller [Downloadable!]
1996-12-10 Hill, Bootstrap and Jackknife Estimators for Heavy Tails
by Olivier V. Pictet & Michel M. Dacorogna & Ulrich A. Muller [Downloadable!]

Undated

1995-07-31 The Error of Statistical Volatility of Intra-daily Quoted Price Changes Observed over a Time Interval
by Ulrich A. Muller & Michel M. Dacorogna & Olivier V. Pictet [Downloadable!]
1995-02-06. Genetic Algorithms with collective sharing for Robust Optimization in Financial Applications
by Olivier V. Pictet & Michel M. Dacorogna & Rakhal D. Dave & Bastien Chopard & Roberto Schirru & Marco Tomassini [Downloadable!]
1994-07-31 On the intra-daily performance of GARCH processes
by Dominique M. Guillaume & Olivier V. Pictet & Michel M. Dacorogna [Downloadable!]
1994-06-26 Unveiling Non Linearities Through Time Scale Transformations
by Dominique M. Guillaume & Olivier V. Pictet & Ulrich A. Muller & Michel M. Dacorogna [Downloadable!]
1994-01-31. Hedging Currency Risks -- Dynamic Hedging Strategies Based on O&A Trading Models
by U. A. Muller [Downloadable!]
1993-08-16 Fractals and Intrinsic Time - a Challenge to Econometricians
by U. A. Muller & M. M. Dacorogna & R. D. Dave & O. V. Pictet & R. B. Olsen & J.R. Ward [Downloadable!]
1993-06-18. Statistics of Variables Observed Over Overlapping Intervals
by U. A. Muller [Downloadable!]
1993-03-22. The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization
by M. M. Dacorogna, [Downloadable!]
1992-10-22 The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets
by Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries, [Downloadable!]
1992-09-07. Going Back to the Basics - Rethinking Market Efficiency
by Richard B. Olsen & Michel M. Dacorogna & Ulrich A. Muller, & Olivier V. Pictet [Downloadable!]
1991-05-24. A Measure of the Trading Model Performance with a Risk Component
by M. M. Dacorogna & U. A. Muller & O. V. Pictet [Downloadable!]
1995-02-24. How heavy are the the tails of a stationary HARCH(k) process? - A study of the moments
by Michel M. Dacorogna & Ulrich A. Muller & Paul Embrechts & Gennady Samorodnitsky [Downloadable!]

Access and download statistics

Did you know? IDEAS indexes over 600000 items of research in Economics alone.

This page was last updated on 2008-7-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.