Olivier V. Pictet

Volatilities of different time resolutions — Analyzing the dynamics of market components

Ulrich Müller, Michel M. Dacorogna, Rakhal D. Davé et al. · Journal of Empirical Finance · 1997 · 742 citations

Market Microstructure, Different Time Resolutions, Volatility Modeling +9

A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

Michel M. Dacorogna, Ulrich Müller, Robert J. Nagler et al. · Journal of International Money and Finance · 1993 · 625 citations

Weekly Seasonal Volatility, Volatility Modeling, International Finance +9

From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets

Dominique Guillaume, Michel M. Dacorogna, Rakhal Dave et al. · Finance and Stochastics · 1997 · 521 citations · Full text

Economics, Finance, Market Trend +6

Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis

Ulrich Müller, Michel M. Dacorogna, Richard B. Olsen et al. · Journal of Banking & Finance · 1990 · 489 citations

Economics, International Finance, Exchange Rate Movement +9

Fractals and Intrinsic Time - a Challenge to Econometricians

Ulrich Müller, Michel M. Dacorogna, Rakhal Dave et al. · 1999 · 270 citations

Fractal Scaling Law, Econophysics, Economics +15