References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 10

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

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

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

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.

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.

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

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

Muller, U., Dacorogna, M., Dave, R., Pictet, O., Olsen, R., and Ward, J.R. (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.

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