Details about Richard Olsen

Access statistics for papers by Richard Olsen.

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

Short-id: pol98

Working Papers

2010

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

2009

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

2004

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

Undated

4. Fractals and Intrinsic Time - a Challenge to Econometricians
   Working Papers, Olsen and Associates View citations (8)
5. Going Back to the Basics - Rethinking Market Efficiency
   Working Papers, Olsen and Associates 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 View citations (22)

2002

2. Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
   International Economic Review, 2002, 43, (2), 463-492 View citations (27)

1999

3. The intraday multivariate structure of the Eurofutures markets
   Journal of Empirical Finance, 1999, 6, (5), 479-513 View citations (8)

1997

4. 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 View citations (164)
5. Volatilities of different time resolutions -- Analyzing the dynamics of market components
   Journal of Empirical Finance, 1997, 4, (2-3), 213-239 View citations (354)

1993

6. 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 View citations (283)

1990

7. 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 View citations (193)