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Details about Richard Olsen

E-mail:
Homepage:http://www.olsen.ch
Workplace:Centre For Computational Finance and Economic Agents (CCFEA), University of Essex, (more information at EDIRC)
Olsen Ltd., (more information at EDIRC)

Access statistics for papers by Richard Olsen.

Last updated 2010-12-21. Update your information in the RePEc Author Service.

Short-id: pol98


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Working Papers

2010

  1. Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
    Papers, arXiv.org Downloads View citations (14)

2009

  1. The scale of market quakes
    Papers, arXiv.org Downloads View citations (1)

2004

  1. Introducing a scale of market shocks
    Finance, University Library of Munich, Germany Downloads

Undated

  1. Fractals and Intrinsic Time - a Challenge to Econometricians
    Working Papers, Olsen and Associates Downloads View citations (8)
  2. Going Back to the Basics - Rethinking Market Efficiency
    Working Papers, Olsen and Associates Downloads View citations (4)

Journal Articles

2003

  1. Foreign exchange trading models and market behavior
    Journal of Economic Dynamics and Control, 2003, 27, (6), 909-935 Downloads View citations (22)

2002

  1. Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
    International Economic Review, 2002, 43, (2), 463-492 Downloads View citations (22)

1999

  1. The intraday multivariate structure of the Eurofutures markets
    Journal of Empirical Finance, 1999, 6, (5), 479-513 Downloads View citations (7)

1997

  1. From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)
    Finance and Stochastics, 1997, 1, (2), 95-129 Downloads View citations (131)
  2. Volatilities of different time resolutions -- Analyzing the dynamics of market components
    Journal of Empirical Finance, 1997, 4, (2-3), 213-239 Downloads View citations (296)

1993

  1. A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
    Journal of International Money and Finance, 1993, 12, (4), 413-438 Downloads View citations (280)

1990

  1. Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
    Journal of Banking & Finance, 1990, 14, (6), 1189-1208 Downloads View citations (186)
 
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