Richard B. Olsen

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

Business, Economics, Finance +14

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

Ulrich Müller, Robert J. Nagler, Richard B. Olsen et al. · Journal of International Money and Finance · 1993 · 630 citations

Business, Economics, Financial Economics +15

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

Social Sciences, Economics, Financial Economics +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

Business, Business Economics, Economics +13

Fractals and Intrinsic Time - a Challenge to Econometricians

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

Business, Economics, Finance +17