IDEAS home Printed from https://ideas.repec.org/d/olsench.html

Publications

by members of

Olsen Ltd.

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2009

  1. T. Bisig & A. Dupuis & V. Impagliazzo & R. B. Olsen, 2009, "The scale of market quakes," Papers, arXiv.org, number 0909.1690, Sep.

2008

  1. J. B. Glattfelder & A. Dupuis & R. B. Olsen, 2008, "Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws," Papers, arXiv.org, number 0809.1040, Sep, revised Jun 2010.

2004

  1. Gilles O. Zumbach & Michel M. Dacorogna & Jorgen L. Olsen & Richard B. Olsen, 2004, "Introducing a scale of market shocks," Finance, University Library of Munich, Germany, number 0407004, Jul.

Undated

  1. Richard B. Olsen & Michel M. Dacorogna & Ulrich A. Muller, & Olivier V. Pictet, undated, "Going Back to the Basics - Rethinking Market Efficiency," Working Papers, Olsen and Associates, number 1992-09-07..
  2. U. A. Muller & M. M. Dacorogna & R. D. Dave & O. V. Pictet & R. B. Olsen & J.R. Ward, undated, "Fractals and Intrinsic Time - a Challenge to Econometricians," Working Papers, Olsen and Associates, number 1993-08-16.

Journal articles

2003

  1. Gencay, Ramazan & Dacorogna, Michel & Olsen, Richard & Pictet, Olivier, 2003, "Foreign exchange trading models and market behavior," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 909-935, April.

2002

  1. Ramazan GenÁay & Giuseppe Ballocchi & Michel Dacorogna & Richard Olsen & Olivier Pictet, 2002, "Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 43, issue 2, pages 463-492, May.

1999

  1. Ballocchi, Giuseppe & Dacorogna, Michel M. & Hopman, Carl M. & Muller, Ulrich A. & Olsen, Richard B., 1999, "The intraday multivariate structure of the Eurofutures markets," Journal of Empirical Finance, Elsevier, volume 6, issue 5, pages 479-513, December.

1997

  1. Muller, Ulrich A. & Dacorogna, Michel M. & Dave, Rakhal D. & Olsen, Richard B. & Pictet, Olivier V. & von Weizsacker, Jacob E., 1997, "Volatilities of different time resolutions -- Analyzing the dynamics of market components," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 213-239, June.
  2. Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997, "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 95-129.

1993

  1. Dacorogna, Michael M. & Muller, Ulrich A. & Nagler, Robert J. & Olsen, Richard B. & Pictet, Olivier V., 1993, "A geographical model for the daily and weekly seasonal volatility in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 12, issue 4, pages 413-438, August.

1990

  1. Muller, Ulrich A. & Dacorogna, Michel M. & Olsen, Richard B. & Pictet, Olivier V. & Schwarz, Matthias & Morgenegg, Claude, 1990, "Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis," Journal of Banking & Finance, Elsevier, volume 14, issue 6, pages 1189-1208, December.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.