References

This folder holds the following references to publications, sorted by year and author.

There are 14 references in this bibliography folder.

Bisig, T, Dupuis, A, Impagliazzo, V, and Olsen, R (2012).
The scale of market quakes
Quantitative Finance, 12(4):501-508.

Glattfelder, J, Dupuis, A, and Olsen, R (2011).
Patterns in high-frequency FX data: discovery of 12 empirical scaling laws
Quantitative Finance, 11(4):599-614.

Kablan, A and Ng, W (2011).
Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
International Journal of Financial Markets and Derivatives, 2(1/2):68-87.

Tsang, E (2010).
Directional changes, definitions
Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, UK.

Dacorogna, M, Gençay, R, Müller, U, Olsen, R, and Pictet, O (2001).
An introduction to high-frequency finance
Academic Press, San Diego.

Guillaume, D, Dacorogna, M, Davé, R, Müller, U, Olsen, R, and Pictet, O (1997).
From the bird's eye to the microscope: a survey of new stylized facts of the intra-daily foreign exchange markets
Finance Stoch., 1(2):95-129.

Muller, UA, Dacorogna, MM, Dave, RD, Pictet, OV, Olsen, RB, and Ward, J (1995).
Fractals and Intrinsic Time – A Challenge to Econometricians
Olsen and Associates, Working Papers(1993-08-16).

Stock, J (1988).
Estimating continuous-time processes subject to time deformation
Journal of the American Statistical Association, 83(401):77-85.

Allais, M (1974).
The psychological rate of interest
Journal of Money Credit and Banking, 3(3):285-331.

Mandelbrot, B and Taylor, H (1967).
On the distribution of stock prices differences
Operations Research, 15(6):1057-1062.

No names specified ().

PhD thesis.

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PhD thesis.