Volatilities of different time resolutions — Analyzing the dynamics of market components by Müller, Ulrich A., Dacorogna, Michel M., Davé, Rakhal D., Olsen, Richard B., Pictet, Olivier V., von Weizsäcker, Jacob E.

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A geographical model for the daily and weekly seasonal volatility in the foreign exchange market by Dacorogna, Michael M., Müller, Ulrich A., Nagler, Robert J., Olsen, Richard B., Pictet, Olivier V.

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Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis by Müller, Ulrich A., Dacorogna, Michel M., Olsen, Richard B., Pictet, Olivier V., Schwarz, Matthias, Morgenegg, Claude

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Knowledge-intensive genetic discovery in foreign exchange markets by Bhattacharyya, S., Pictet, O.V., Zumbach, G.

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Changing time scale for short-term forecasting in financial markets by Dacorogna, Michel M., Gauvreau, Cindy L., Müller, Ulrich A., Olsen, Richard B., Pictet, Olivier V.

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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 by Guillaume, Dominique M., Dacorogna, Michel M., Davé, Rakhal R., Müller, Ulrich A., Olsen, Richard B., Pictet, Olivier V.

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Effective return, risk aversion and drawdowns by Dacorogna, Michel M., Gençay, Ramazan, Müller, Ulrich A., Pictet, Olivier V.

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Parallel genetic programming and its application to trading model induction by Oussaidène, Mouloud, Chopard, Bastien, Pictet, Olivier V., Tomassini, Marco

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Extremal forex returns in extremely large data sets by DACOROGNA, Michel M, MÜLLER, Ulrich A, PICTET, Olivier V, DE VRIES, Casper G

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