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Disambiguation of "Dacorogna, M. M."

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

, , , , , and . Finance and Stochastics, (1997)

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Simon M M Laimer

Marcel M M Kuypers

Bernhard M M Lang

M. Biswas M. Dam

Doris M M Eggert

 

Other publications of authors with the same name

Defining efficiency in heterogeneous markets, , , and . Quantitative Finance, 1 (2): 198--201 (2001)Multivariate extremes, aggregation and risk estimation, , , , and . Quantitative Finance, 1 (1): 79--95 (2001)An introduction to high frequency finance, , , , and . Academic Press, New York, (2001)An introduction to high frequency finance, , , , and . Academic Press, New York, (2001)Scaling behaviors in differently developed markets, , and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 183--188 (Jun 1, 2003)From The Bird's Eye to the Microscope: A Survey of New Stylized Facts of the Intra-Daily Foreign Exchange Markets, , , , , and . Finance and Stochastics, (1997)Heavy tails in high-frequency financial data, , and . A Practical Guide to Heavy Tails: Statistical Techniques and Applications, Springer-Verlag, Berlin, (1998)Volatilities of different time resolutions -- Analyzing the dynamics of market components, , , , , and . Journal of Empirical Finance, 4 (2-3): 213--239 (June 1997)The intraday multivariate structure of the Eurofutures markets, , , , and . Journal of Empirical Finance, 6 (5): 479--513 (December 1999)Reflections on risk. Quantitative Finance, 3 (2): 22--23 (2003)