Changing time scale for short-term forecasting in financial markets

Journal of Forecasting

Volumn 15, Issue 3, 1996, Pages 203-227

  Dacorogna, Michel M ^a,b,c   Gauvreau, Cindy L ^a,c   Müller, Ulrich A ^a,c,d   Olsen, Richard B ^a,c,e   Pictet, Olivier V ^a,b,f  

^a Olsen Ltd   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c Olsen and Associates Research Team

^d ETH ZURICH   (Switzerland)

^e UNIVERSITY OF ZURICH   (Switzerland)

^f Olsen and Associates

Author keywords

Forecasting; High frequency data; Intrinsic time; Time scales

Indexed keywords

EID: 0001014223     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199604)15:3<203::aid-for619>3.0.co;2-y     Document Type: Article

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