Selected Entire List   Pictet, Olivier V.  SSRN Author Rank: 3,408 by Downloads   Pictet Asset Management  Geneva  Switzerland  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Pictet, Olivier V.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 5,857 Total Citations 21 Papers (17) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates | View 2 Versions | Show Abstracts | Hide Abstracts| International Economic Review, Vol. 43, No. 2, pp. 463-492, 2002 Olsen and Associates Working Paper No. 319 Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Gencay, Ramazan Simon Fraser University Dacorogna, Michel M. SCOR Switzerland Ballocchi, Giuseppe affiliation not provided to SSRN Olsen, Richard B. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 30 Mar 99 Last Revised: 02 May 06 1,617 (4,141) 4 Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates | Show Abstract Hide Abstract | Download | International Economic Review, Vol. 43, No. 2, pp. 463-492, 2002 Accepted Paper Series Gencay, Ramazan Simon Fraser University Ballocchi, Giuseppe affiliation not provided to SSRN Dacorogna, Michel M. SCOR Switzerland Olsen, Richard B. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 07 Feb 03 39 4   Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates | Show Abstract Hide Abstract | Download | Olsen and Associates Working Paper No. 319 Working Paper Series Gencay, Ramazan Simon Fraser University Dacorogna, Michel M. SCOR Switzerland Ballocchi, Giuseppe affiliation not provided to SSRN Olsen, Richard B. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 30 Mar 99 1,578 4   2.   Modelling Short-Term Volatility with GARCH and HARCH Models | View 2 Versions | Show Abstracts | Hide Abstracts| "Nonlinear Modelling of High Frequency Financial Time Series" edited by Christian Dunis and Bin Zhou, published by Wiley & Sons, Ltd. Working Paper Modelling Short-Term Volatility with GARCH and HARCH Models | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Olsen, Richard B. Olsen & Associates Posted: 25 Jun 97 Last Revised: 18 Feb 01 1,206 (6,830) 11 Modelling Short-Term Volatility with GARCH and HARCH Models | Show Abstract Hide Abstract | "Nonlinear Modelling of High Frequency Financial Time Series" edited by Christian Dunis and Bin Zhou, published by Wiley & Sons, Ltd. Accepted Paper Series Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Olsen, Richard B. Olsen & Associates Posted: 21 Oct 97 0     Modelling Short-Term Volatility with GARCH and HARCH Models | Show Abstract Hide Abstract | Download | Working Paper Series Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Olsen, Richard B. Olsen & Associates Posted: 25 Jun 97 1,206 11   3.   Beta-Arbitrage Strategies: When Do They Work, and Why? | Show Abstract Hide Abstract | Download | Swiss Finance Institute Research Paper No. 11-64 Working Paper Series Berrada, Tony University of Geneva Messikh, Reda Jürg Pictet Asset Management SA Oderda, Gianluca Ersel Asset Management SGR s.p.a. Pictet, Olivier V. Pictet Asset Management Posted: 09 Jan 12 Last Revised: 27 Mar 12 1,062 (8,532)   Relative arbitrage, Market diversity, Beta 4.   Heavy Tails in High-frequency Financial Data | Show Abstract Hide Abstract | Download | Working Paper Series Dacorogna, Michel M. SCOR Switzerland Pictet, Olivier V. Pictet Asset Management Posted: 22 Jan 97 969 (9,864)   5.   Effective Return, Risk Aversion and Drawdowns | Show Abstract Hide Abstract | Download | Olsen & Associates Working Paper No. 321 Working Paper Series Dacorogna, Michel M. SCOR Switzerland Gencay, Ramazan Simon Fraser University Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 20 Jul 99 547 (22,838) 6 6.   Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting | Show Abstract Hide Abstract | Download | Olsen & Associates Working Paper No. GOZ.2000-07-28 Working Paper Series Zumbach, Gilles O. affiliation not provided to SSRN Pictet, Olivier V. Pictet Asset Management Masutti, Oliver Olsen Group (Olsen & Associates Ltd.) Posted: 27 May 01 456 (29,123)   Volatility forecasting, Genetic Programming, Syntactic restrictions 7.   Volatilities Of Different Time Resolutions: Analyzing the Dynamics Of Market Components | Show Abstract Hide Abstract | Working Paper Series Müller, Ulrich A. Olsen & Associates Dacorogna, Michel M. SCOR Switzerland Dave, Rakhal Olsen Financial Technologies Olsen, Richard B. Olsen & Associates Pictet, Olivier V. Pictet Asset Management von Weizsäcker, Jakob World Bank Posted: 20 Dec 99   8.   Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Markets | Show Abstract Hide Abstract | Working Paper Series Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Jost, Christian Olsen Group (Olsen & Associates Ltd.) Pictet, Olivier V. Pictet Asset Management Olsen, Richard B. Olsen & Associates Ward, J. Robert Olsen Group (Olsen & Associates Ltd.) Posted: 02 Sep 99   9.   Fractals and Intrinsic Time - A Challenge to Econometricians | Show Abstract Hide Abstract | Working Paper Series Müller, Ulrich A. Olsen & Associates Dacorogna, Michel M. SCOR Switzerland Dave, Rakhal Olsen Financial Technologies Pictet, Olivier V. Pictet Asset Management Olsen, Richard B. Olsen & Associates Ward, J. Robert Olsen Group (Olsen & Associates Ltd.) Posted: 02 Sep 99   10.   A Measure of the Trading Model Performance with a Risk Component | Show Abstract Hide Abstract | Working Paper Series Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 25 Dec 98   11.   From The Bird's Eye to the Microscope: A Survey of New Stylized Facts of the Intra-Daily Foreign Exchange Markets | Show Abstract Hide Abstract | Working Paper Series Guillaume, Dominique M. Catholic University of Leuven Dacorogna, Michel M. SCOR Switzerland Dave, Rakhal Olsen Financial Technologies Müller, Ulrich A. Olsen & Associates Olsen, Richard B. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 20 Dec 98   12.   Going Back to the Basics - Rethinking Market Efficiency | Show Abstract Hide Abstract | Working Paper Series Olsen, Richard B. Olsen & Associates Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management Posted: 20 Dec 98   13.   The Distribution Of Extremal Foreign Exchange Rate Returns In Extremely Large Data Sets | Show Abstract Hide Abstract | Working Paper Series Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Pictet, Olivier V. Pictet Asset Management de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Posted: 10 Oct 98   14.   Using Genetic Algorithms For Robust Optimization In Financial Applications | Show Abstract Hide Abstract | Working Paper Series Pictet, Olivier V. Pictet Asset Management Dacorogna, Michel M. SCOR Switzerland Chopard, Bastien University of Geneva Oussaidene, Mouloud University of Geneva Schirru, Roberto Olsen Group (Olsen & Associates Ltd.) Tomassini, Marco University of Lausanne Posted: 25 Aug 98   15.   On the Intra-Daily Performance of GARCH Processes | Show Abstract Hide Abstract | Working Paper Series Guillaume, Dominique M. Catholic University of Leuven Pictet, Olivier V. Pictet Asset Management Dacorogna, Michel M. SCOR Switzerland Posted: 23 Aug 98   16.   Unveiling Non-Linearities through Time Scale Transformations | Show Abstract Hide Abstract | Working Paper Series Guillaume, Dominique M. Catholic University of Leuven Pictet, Olivier V. Pictet Asset Management Müller, Ulrich A. Olsen & Associates Dacorogna, Michel M. SCOR Switzerland Posted: 23 Aug 98   17.   Hill, Bootstrap and Jackknife Estimators for Heavy Tails | Show Abstract Hide Abstract | Working Paper Series Pictet, Olivier V. Pictet Asset Management Dacorogna, Michel M. SCOR Switzerland Müller, Ulrich A. Olsen & Associates Posted: 21 Jan 97   Records 1 - 17 of 17 matches [ 1 ]

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