Access Statistics for Richard Olsen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractals and Intrinsic Time - a Challenge to Econometricians 1 2 9 458 3 11 55 1,243
Going Back to the Basics - Rethinking Market Efficiency 0 0 0 274 1 1 2 565
Introducing a scale of market shocks 0 0 1 303 1 1 3 757
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws 1 1 3 144 1 2 8 314
The scale of market quakes 0 0 1 72 0 0 2 187
Total Working Papers 2 3 14 1,251 6 15 70 3,066


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market 2 12 26 922 3 18 51 2,072
Foreign exchange trading models and market behavior 0 0 0 259 1 2 7 514
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*) 0 0 2 593 2 3 22 1,836
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates 0 0 2 351 0 2 9 845
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis 4 5 28 1,199 4 11 55 3,147
The intraday multivariate structure of the Eurofutures markets 1 2 3 67 1 4 5 174
Volatilities of different time resolutions -- Analyzing the dynamics of market components 1 3 15 439 2 9 36 894
Total Journal Articles 8 22 76 3,830 13 49 185 9,482


Statistics updated 2019-11-03