Richard B. Olsen

Lykke Corp

Baarerstrasse 2

Zug, Zug 6300

Switzerland

http://www.lykke.com

SCHOLARLY PAPERS

11

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CITATIONS
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17

Scholarly Papers (11)

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 1,757 (7,017)
Citation 4

Abstract:

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 (376,160)
Citation 4
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Abstract:

Modelling Short-Term Volatility with GARCH and HARCH Models

Number of pages: 17 Posted: 25 Jun 1997
DEAR-Consulting, Olsen & Associates, Pictet Asset Management and Lykke Corp
Downloads 1,404 (10,113)
Citation 11

Abstract:

Modelling Short-Term Volatility with GARCH and HARCH Models

"Nonlinear Modelling of High Frequency Financial Time Series" edited by Christian Dunis and Bin Zhou, published by Wiley & Sons, Ltd.
Posted: 21 Oct 1997
DEAR-Consulting, Olsen & Associates, Pictet Asset Management and Lykke Corp

Abstract:

3.

Introducing a Scale of Market Shocks

Olsen & Associates Working Paper No. 322
Number of pages: 25 Posted: 03 May 1999
Independent, DEAR-Consulting, Olsen & Associates and Lykke Corp
Downloads 397 (56,557)
Citation 1

Abstract:

4.

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 368 (63,761)
Citation 1

Abstract:

5.

A Directional-Change Events Approach for Studying Financial Time Series

Economics Discussion Paper No. 2011-28
Number of pages: 18 Posted: 16 Dec 2011
Monira Aloud, Edward Tsang, Richard B. Olsen and Alexandre Dupuis
affiliation not provided to SSRN, University of Essex - Centre for Computational Finance and Economic Agents, Lykke Corp and affiliation not provided to SSRN
Downloads 80 (161,274)

Abstract:

Directional-change event, intrinsic time, high-frequency finance, foreign exchange market, time-series analysis

6.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Anton Golub, James Glattfelder and Richard B. Olsen
Lykke Corp, Department of Banking and Finance, UZH and Lykke Corp
Downloads 0 (2,526)

Abstract:

asset management, trading, algorithm

7.

Volatilities Of Different Time Resolutions: Analyzing the Dynamics Of Market Components

Posted: 20 Dec 1999
Olsen & Associates, DEAR-Consulting, Olsen Financial Technologies, Lykke Corp, Pictet Asset Management and World Bank

Abstract:

8.

Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Markets

Posted: 02 Sep 1999
DEAR-Consulting, Olsen & Associates, Olsen Group (Olsen & Associates Ltd.), Pictet Asset Management, Lykke Corp and Olsen Group (Olsen & Associates Ltd.)

Abstract:

9.

Fractals and Intrinsic Time - A Challenge to Econometricians

Posted: 02 Sep 1999
Olsen & Associates, DEAR-Consulting, Olsen Financial Technologies, Pictet Asset Management, Lykke Corp and Olsen Group (Olsen & Associates Ltd.)

Abstract:

10.

Going Back to the Basics - Rethinking Market Efficiency

Posted: 20 Dec 1998
Lykke Corp, DEAR-Consulting, Olsen & Associates and Pictet Asset Management

Abstract:

11.

From The Bird's Eye to the Microscope: A Survey of New Stylized Facts of the Intra-Daily Foreign Exchange Markets

Posted: 20 Dec 1998
Catholic University of Leuven, DEAR-Consulting, Olsen Financial Technologies, Olsen & Associates, Lykke Corp and Pictet Asset Management

Abstract: