Book In finance
An Introduction to High-Frequency Finance,
2001, Academic Press, ISBN 978-0-12-279671-5
Michel M. Dacorogna, Ulrich A. Müller, Olivier V. Pictet, Ramazan Gençay, Richard B. Olsen
Articles in Finance
- Heterogeneous real-time trading strategies in the foreign exchange market,
1995, The European Journal of Finance - The Error of Statistical Volatility of Intra-daily Quoted Price Changes Observed over a Time Interval, 2015,
Michel Dacorogna, Olivier V.H. Pictet - Volatilities of different time resolutions – Analyzing the dynamics of market components, 2015,
Michel Dacorogna, Rakhal Davé , Richard Olsen , Olivier V.H. Pictet - Defining efficiency in heterogeneous markets, February 2001, Quantitative Finance 1(2):198-201,
Michel Dacorogna, Ulrich Müller, Richard Olsen , Olivier V.H. Pictet