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Volatilities of different time resolutions - Analyzing the dynamics of market components
Müller, U.A.; Dacorogna, M.M.; Davé, R.D.; Olsen, R.B.; … - In: Journal of empirical finance 4 (1997) 2-3, pp. 213-240
Persistent link: https://www.econbiz.de/10007250565
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Changing Time Scale for Short-term Forecasting in Financial Markets
Dacorogna, M.M.; Gauvreau, C.L.; Müller, U.A.; Olsen, R.B. - In: Journal of forecasting 15 (1996) 3, pp. 203-228
Persistent link: https://www.econbiz.de/10006928533
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From the bird's eye to the microscope: A survey of new stylized facts of the intra-dailyforeign exchange markets
Guillaume, D.M.; Dacorogna, M.M.; Davé, R.R.; Müller, U.A. - In: Finance and stochastics 1 (1997) 2, pp. 95-130
Persistent link: https://www.econbiz.de/10008219556