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 0 3 11 455 7 24 61 1,229
Going Back to the Basics - Rethinking Market Efficiency 0 0 2 274 0 0 5 564
Introducing a scale of market shocks 0 0 1 303 0 0 4 756
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws 0 1 3 143 0 3 6 311
The scale of market quakes 0 0 1 72 0 0 3 187
Total Working Papers 0 4 18 1,247 7 27 79 3,047


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 0 5 20 910 1 13 43 2,053
Foreign exchange trading models and market behavior 0 0 1 259 1 1 7 511
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*) 0 1 3 592 4 8 20 1,829
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates 1 1 2 351 2 2 9 842
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis 3 5 27 1,189 4 12 52 3,128
The intraday multivariate structure of the Eurofutures markets 0 0 1 65 0 0 1 170
Volatilities of different time resolutions -- Analyzing the dynamics of market components 1 5 27 434 2 10 54 882
Total Journal Articles 5 17 81 3,800 14 46 186 9,415


Statistics updated 2019-07-03