Giuseppe Ballocchi

Pictet & Cie, Banquiers

CFA

29, boulevard Georges-Favon

CH-1204 Geneve

United States

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

Olsen and Associates Working Paper No. 319
Number of pages: 62 Posted: 30 Mar 1999
Ramazan Gencay, Michel M. Dacorogna, Giuseppe Ballocchi, Richard B. Olsen and Olivier V. Pictet
Simon Fraser University, PRS Solutions, Pictet & Cie, Banquiers, Lykke CorpOlsen & Associates and Pictet Asset Management
Downloads 1,974 (14,461)
Citation 9

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2.

The Intraday Multivariate Structure of the Eurofutures Markets

GBA.1997-11-25
Number of pages: 29 Posted: 03 Aug 1998
Giuseppe Ballocchi, Carl M. Hopman, Michel M. Dacorogna, Ulrich A. Müller and Richard B. Olsen
Pictet & Cie, Banquiers, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), PRS Solutions, Olsen & Associates and Lykke CorpOlsen & Associates
Downloads 436 (116,045)
Citation 1

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3.

Intraday Statistical Properties of Eurofutures

Olsen & Associates Working Paper No. 320
Number of pages: 51 Posted: 30 Mar 1999
Ramazan Gencay, Giuseppe Ballocchi, Michel M. Dacorogna and Barbara Piccinato
Simon Fraser University, Pictet & Cie, Banquiers, PRS Solutions and Olsen & Associates
Downloads 430 (118,009)

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4.

A Closer Look at the Eurofutures Market: Intraday Statistical Analysis

Number of pages: 21 Posted: 03 Aug 1998
Barbara Piccinato, Giuseppe Ballocchi, Michel M. Dacorogna and Ramazan Gencay
Olsen & Associates, Pictet & Cie, Banquiers, PRS Solutions and Simon Fraser University
Downloads 362 (143,476)
Citation 4

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