Giuseppe Ballocchi

Pictet & Cie, Banquiers

CFA

29, boulevard Georges-Favon

CH-1204 Geneve

United States

SCHOLARLY PAPERS

4

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CITATIONS
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Top 39,947

in Total Papers Citations

12

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 1,823 (8,198)
Citation 7

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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 (435,071)
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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
Pictet & Cie, Banquiers, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), DEAR-Consulting, Olsen & Associates and Lykke Corp
Downloads 391 (74,247)

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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 388 (74,930)

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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 342 (86,682)
Citation 3

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