Concepedia

Michel M. Dacorogna

MM

Statistics

Publications

55

Citations

4.9K

H-Index

31

Active since

1978

Affiliations

Lawrence Berkeley National Laboratory(Current)

University of Geneva

University of Teacher Education Zug

University of California, Berkeley

Dr.Techn.Olav Olsen (Norway)

Michel M. Dacorogna is an author at Lawrence Berkeley National Laboratory specializing in financial economics, business, and finance.

ORCID

Publications per year

1978–2023

55

Publications

55

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 · 754 citations

, , +14

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 · 524 citations · Full text

, , +10

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 · 490 citations

, , +13

Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna · Journal of Banking & Finance · 2004 · 434 citations

, , +17

Scaling behaviors in differently developed markets

Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna · Physica A Statistical Mechanics and its Applications · 2003 · 292 citations

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