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The distribution of extremal foreign exchange rate returns in extremely large data sets
Dacorogna, Michel M. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000909092
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Real-time trading models and the statistical properties of foreign exchange rates
Gençay, Ramazan; Ballocchi, Giuseppe; Dacorogna, Michel M. - In: International economic review 43 (2002) 2, pp. 463-491
Persistent link: https://www.econbiz.de/10001680491
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Long-term memories of developed and emerging markets : using the scaling analysis to characterize their stage of development
Di Matteo, Tiziana; Aste, T.; Dacorogna, Michel M. - In: Journal of banking & finance 29 (2005) 4, pp. 827-851
Persistent link: https://www.econbiz.de/10002600039
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Living in a stochastic world and managing complex risks
Dacorogna, Michel M.; Kratz, Marie - 2015
Persistent link: https://www.econbiz.de/10011408289