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 1 14 472 1 7 64 1,307
Going Back to the Basics - Rethinking Market Efficiency 2 2 2 276 2 3 4 569
Introducing a scale of market shocks 0 0 1 304 2 4 10 767
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws 1 1 4 148 2 3 10 324
The scale of market quakes 0 0 1 73 0 2 4 191
Total Working Papers 3 4 22 1,273 7 19 92 3,158


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 2 18 940 0 4 36 2,108
Foreign exchange trading models and market behavior 0 0 0 259 0 1 2 516
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*) 3 3 6 599 3 6 27 1,863
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates 0 0 1 352 1 2 4 849
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis 2 6 33 1,232 3 15 69 3,216
The intraday multivariate structure of the Eurofutures markets 0 0 1 68 0 1 4 178
Volatilities of different time resolutions -- Analyzing the dynamics of market components 1 8 26 465 12 35 111 1,005
Total Journal Articles 6 19 85 3,915 19 64 253 9,735


Statistics updated 2020-11-03