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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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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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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
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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
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Unveiling Non Linearities Through Time Scale Transformations
Guillaume, Dominique M.; Pictet, Olivier V.; Muller, … - Olsen Ltd.
Persistent link: https://www.econbiz.de/10005742390
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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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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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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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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