Content
Undated material is presented at the end, although it may be more recent than other items
1996
- 1996-12-11 Heavy tails in high-frequency financial data
by Olivier V. Pictet & Michel M. Dacorogna & Ulrich A. Muller - 1996-12-10 Hill, Bootstrap and Jackknife Estimators for Heavy Tails
by Olivier V. Pictet & Michel M. Dacorogna & Ulrich A. Muller
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 - 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 - 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 - 1994-07-31 On the intra-daily performance of GARCH processes
by Dominique M. Guillaume & Olivier V. Pictet & Michel M. Dacorogna - 1994-06-26 Unveiling Non Linearities Through Time Scale Transformations
by Dominique M. Guillaume & Olivier V. Pictet & Ulrich A. Muller & Michel M. Dacorogna - 1994-01-31. Hedging Currency Risks -- Dynamic Hedging Strategies Based on O&A Trading Models
by U. A. Muller - 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 - 1993-06-18. Statistics of Variables Observed Over Overlapping Intervals
by U. A. Muller - 1993-03-22. The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization
by M. M. Dacorogna, - 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, - 1992-09-07. Going Back to the Basics - Rethinking Market Efficiency
by Richard B. Olsen & Michel M. Dacorogna & Ulrich A. Muller, & Olivier V. Pictet - 1991-05-24. A Measure of the Trading Model Performance with a Risk Component
by M. M. Dacorogna & U. A. Muller & O. V. Pictet