| An introduction to high-frequency finance R Gençay, M Dacorogna, UA Muller, O Pictet, R Olsen Elsevier, 2001 | 1531 | 2001 |
| Volatilities of different time resolutions—analyzing the dynamics of market components UA Müller, MM Dacorogna, RD Davé, RB Olsen, OV Pictet, ... Journal of Empirical Finance 4 (2-3), 213-239, 1997 | 950 | 1997 |
| A geographical model for the daily and weekly seasonal volatility in the foreign exchange market MM Dacorogna, UA Müller, RJ Nagler, RB Olsen, OV Pictet Journal of International Money and Finance 12 (4), 413-438, 1993 | 769 | 1993 |
| From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets DM Guillaume, MM Dacorogna, RR Davé, UA Müller, RB Olsen, OV Pictet Finance and stochastics 1, 95-129, 1997 | 722 | 1997 |
| Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis UA Müller, MM Dacorogna, RB Olsen, OV Pictet, M Schwarz, ... Journal of Banking & Finance 14 (6), 1189-1208, 1990 | 645 | 1990 |
| Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development T Di Matteo, T Aste, MM Dacorogna Journal of banking & finance 29 (4), 827-851, 2005 | 541 | 2005 |
| Fractals and intrinsic time-a challenge to econometricians UA Müller, MM Dacorogna, RD Davé, OV Pictet, RB Olsen, JR Ward SSRN, 2008 | 450 | 2008 |
| Scaling behaviors in differently developed markets T Di Matteo, T Aste, MM Dacorogna Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188, 2003 | 395 | 2003 |
| Superconductivity in high-pressure metallic phases of Si KJ Chang, MM Dacorogna, ML Cohen, JM Mignot, G Chouteau, ... Physical review letters 54 (21), 2375, 1985 | 248 | 1985 |
| Consistent high‐precision volatility from high‐frequency data F Corsi, G Zumbach, UA Muller, MM Dacorogna Economic Notes 30 (2), 183-204, 2001 | 209 | 2001 |
| Heavy tails in high-frequency financial data UA Müller, MM Dacorogna, OV Pictet A practical guide to heavy tails: Statistical techniques and applications, 55-78, 1998 | 184* | 1998 |
| Modelling short-term volatility with GARCH and HARCH models MM Dacorogna, UA Müller, OV Pictet, RB Olsen Available at SSRN 36960, 1997 | 126 | 1997 |
| Methods for trade decision making RB Olsen, MM Dacorogna, OV Pictet, UA Müller, RD Davé, LA Jaeger US Patent 7,496,534, 2009 | 114 | 2009 |
| First-principles study of the structural properties of alkali metals MM Dacorogna, ML Cohen Physical Review B 34 (8), 4996, 1986 | 109 | 1986 |
| Elastic constants in Nb-Zr alloys from zero temperature to the melting point: Experiment and theory J Ashkenazi, M Dacorogna, M Peter, Y Talmor, E Walker, S Steinemann Physical Review B 18 (8), 4120, 1978 | 109 | 1978 |
| The distribution of extremal foreign exchange rate returns in extremely large data sets MM Dacorogna, UA Müller, OV Pictet, CG de Vries Tinbergen Institute, 1995 | 107 | 1995 |
| Multivariate extremes, aggregation and risk estimation HA Hauksson, M Dacorogna, T Domenig, U Mller, G Samorodnitsky Taylor & Francis Group 1 (1), 79-95, 2001 | 97 | 2001 |
| Using genetic algorithms for robust optimization in financial applications OV Pictet, MM Dacorogna, B Chopard, M Oussaidene, R Schirru, ... SSRN, 1999 | 97 | 1999 |
| Defining efficiency in heterogeneous markets M Dacorogna, U Mller, R Olsen, O Pictet Taylor & Francis Group 1 (2), 198-201, 2001 | 95 | 2001 |
| Extremal forex returns in extremely large data sets MM Dacorogna, UA Müller, OV Pictet, CG De Vries Extremes 4, 105-127, 2001 | 92 | 2001 |
Richard OlsenFounder and CEO of LykkeVerified email at lykke.com
