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Giuseppe Ballocchi
Pictet & Cie, Banquiers
CFA
29, boulevard Georges-Favon
CH-1204 Geneve
United States
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SCHOLARLY PAPERS
4
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Rank 27,908
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Top 27,908
in Total Papers Downloads
3,202
SSRN CITATIONS
1
CROSSREF CITATIONS
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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
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1,974
(14,461)
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9
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Abstract:
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
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436
(116,045)
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1
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Abstract:
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
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430
(118,009)
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Abstract:
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
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362
(143,476)
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4
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