Παρακολούθηση
Michel Dacorogna
Michel Dacorogna
Prime Re Solutions
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα dacorogna.ch
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
An introduction to high-frequency finance
R Gençay, M Dacorogna, UA Muller, O Pictet, R Olsen
Elsevier, 2001
15542001
Volatilities of different time resolutions—analyzing the dynamics of market components
UA Müller, MM Dacorogna, RD Davé, RB Olsen, OV Pictet, ...
Journal of Empirical Finance 4 (2-3), 213-239, 1997
9811997
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
MM Dacorogna, UA Müller, RJ Nagler, RB Olsen, OV Pictet
Journal of International Money and Finance 12 (4), 413-438, 1993
7821993
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
DM Guillaume, MM Dacorogna, RR Davé, UA Müller, RB Olsen, OV Pictet
Finance and stochastics 1, 95-129, 1997
7251997
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
UA Müller, MM Dacorogna, RB Olsen, OV Pictet, M Schwarz, ...
Journal of Banking & Finance 14 (6), 1189-1208, 1990
6471990
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
T Di Matteo, T Aste, MM Dacorogna
Journal of banking & finance 29 (4), 827-851, 2005
5632005
Fractals and intrinsic time-a challenge to econometricians
UA Müller, MM Dacorogna, RD Davé, OV Pictet, RB Olsen, JR Ward
SSRN, 2008
4622008
Scaling behaviors in differently developed markets
T Di Matteo, T Aste, MM Dacorogna
Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188, 2003
4072003
Superconductivity in high-pressure metallic phases of Si
KJ Chang, MM Dacorogna, ML Cohen, JM Mignot, G Chouteau, ...
Physical review letters 54 (21), 2375, 1985
2501985
Consistent high‐precision volatility from high‐frequency data
F Corsi, G Zumbach, UA Muller, MM Dacorogna
Economic Notes 30 (2), 183-204, 2001
2092001
Heavy tails in high-frequency financial data
UA Müller, MM Dacorogna, OV Pictet
A practical guide to heavy tails: Statistical techniques and applications, 55-78, 1998
191*1998
Modelling short-term volatility with GARCH and HARCH models
MM Dacorogna, UA Müller, OV Pictet, RB Olsen
Available at SSRN 36960, 1997
1321997
Methods for trade decision making
RB Olsen, MM Dacorogna, OV Pictet, UA Müller, RD Davé, LA Jaeger
US Patent 7,496,534, 2009
1192009
First-principles study of the structural properties of alkali metals
MM Dacorogna, ML Cohen
Physical Review B 34 (8), 4996, 1986
1111986
Elastic constants in Nb-Zr alloys from zero temperature to the melting point: Experiment and theory
J Ashkenazi, M Dacorogna, M Peter, Y Talmor, E Walker, S Steinemann
Physical Review B 18 (8), 4120, 1978
1091978
Multivariate extremes, aggregation and risk estimation
HA Hauksson, M Dacorogna, T Domenig, U Mller, G Samorodnitsky
Taylor & Francis Group 1 (1), 79-95, 2001
1002001
Defining efficiency in heterogeneous markets
M Dacorogna, U Mller, R Olsen, O Pictet
Taylor & Francis Group 1 (2), 198-201, 2001
972001
Using genetic algorithms for robust optimization in financial applications
OV Pictet, MM Dacorogna, B Chopard, M Oussaidene, R Schirru, ...
SSRN, 1999
961999
The distribution of extremal foreign exchange rate returns in extremely large data sets
MM Dacorogna, UA Müller, OV Pictet, CG de Vries
Tinbergen Institute, 1995
941995
Extremal forex returns in extremely large data sets
MM Dacorogna, UA Müller, OV Pictet, CG De Vries
Extremes 4, 105-127, 2001
932001
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