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Hill, Bootstrap and Jackknife Estimators for Heavy Tails
Pictet, Olivier V.
;
Dacorogna, Michel M.
;
Muller, Ulrich A.
-
Olsen Ltd.
-
1996
Persistent link: https://www.econbiz.de/10005793788
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2
Going Back to the Basics - Rethinking Market Efficiency
Olsen, Richard B.
;
Dacorogna, Michel M.
;
Muller, Ulrich A.
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793791
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3
The Error of Statistical Volatility of Intra-daily Quoted Price Changes Observed over a Time Interval
Muller, Ulrich A.
;
Dacorogna, Michel M.
;
Pictet, Olivier V.
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005742387
Saved in:
4
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets
Dacorogna, Michel M.
;
Muller, Ulrich A.
;
Pictet, Olivier V.
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005742388
Saved in:
5
Heavy tails in high-frequency financial data
Pictet, Olivier V.
;
Dacorogna, Michel M.
;
Muller, Ulrich A.
-
Olsen Ltd.
-
1996
Persistent link: https://www.econbiz.de/10005623831
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6
On the intra-daily performance of GARCH processes
Guillaume, Dominique M.
;
Pictet, Olivier V.
;
Dacorogna, …
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793787
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7
How heavy are the the tails of a stationary HARCH(k) process? - A study of the moments
Dacorogna, Michel M.
;
Muller, Ulrich A.
;
Embrechts, Paul
; …
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793790
Saved in:
8
Genetic Algorithms with collective sharing for Robust Optimization in Financial Applications
Pictet, Olivier V.
;
Dacorogna, Michel M.
;
Dave, Rakhal D.
; …
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793789
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9
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
Muller, Ulrich A.
;
Dacorogna, Michel M.
;
Olsen, Richard B.
- In:
Journal of Banking & Finance
14
(
1990
)
6
,
pp. 1189-1208
Persistent link: https://www.econbiz.de/10005201164
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10
Volatilities of different time resolutions -- Analyzing the dynamics of market components
Muller, Ulrich A.
;
Dacorogna, Michel M.
;
Dave, Rakhal D.
; …
- In:
Journal of Empirical Finance
4
(
1997
)
2-3
,
pp. 213-239
Persistent link: https://www.econbiz.de/10005152387
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