Giuseppe Ballocchi

Pictet & Cie, Banquiers

CFA

29, boulevard Georges-Favon

CH-1204 Geneve

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 17,474

SSRN RANKINGS

Top 17,474

in Total Papers Downloads

3,028

SSRN CITATIONS
Rank 30,465

SSRN RANKINGS

Top 30,465

in Total Papers Citations

2

CROSSREF CITATIONS

23

Scholarly Papers (4)

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
Simon Fraser University, DEAR-Consulting, Pictet & Cie, Banquiers, Lykke Corp and Pictet Asset Management
Downloads 1,853 (9,103)
Citation 10

Abstract:

Loading...

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

International Economic Review, Vol. 43, No. 2, pp. 463-492, 2002
Number of pages: 30 Posted: 07 Feb 2003
Simon Fraser University, Pictet & Cie, Banquiers, DEAR-Consulting, Lykke Corp and Pictet Asset Management
Downloads 39 (476,222)
  • Add to Cart

Abstract:

Loading...

2.

The Intraday Multivariate Structure of the Eurofutures Markets

GBA.1997-11-25
Number of pages: 29 Posted: 03 Aug 1998
Pictet & Cie, Banquiers, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), DEAR-Consulting, Olsen & Associates and Lykke Corp
Downloads 400 (80,239)

Abstract:

Loading...

3.

Intraday Statistical Properties of Eurofutures

Olsen & Associates Working Paper No. 320
Number of pages: 51 Posted: 30 Mar 1999
Simon Fraser University, Pictet & Cie, Banquiers, DEAR-Consulting and Olsen & Associates
Downloads 392 (82,084)

Abstract:

Loading...

4.

A Closer Look at the Eurofutures Market: Intraday Statistical Analysis

Number of pages: 21 Posted: 03 Aug 1998
Olsen & Associates, Pictet & Cie, Banquiers, DEAR-Consulting and Simon Fraser University
Downloads 344 (95,391)
Citation 3

Abstract:

Loading...