The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Numerical Recipes, The Art of Scientific Computing
Press, W. H., Flannery, B. P., Teukolsky, S. A., Vetterling, W. T., & Gould, H. (1987) · American Journal of Physics · doi:10.1119/1.14981 · Cited by 10,024
Fractional Brownian Motions, Fractional Noises and Applications
Mandelbrot, B. B., & Van Ness, J. W. (1968) · SIAM Review · doi:10.1137/1010093 · Cited by 7,645
The Relation Between Price Changes and Trading Volume: A Survey
Karpoff, J. M. (1987) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330874 · Cited by 2,377
Numerical recipes: The art of scientific computing
DAVIDROPER, L. (1987) · Bulletin of Mathematical Biology · doi:10.1016/s0092-8240(87)90019-x · Cited by 1,424
Modelling Financial Time Series
Taylor, S. J. (2007) · WORLD SCIENTIFIC eBooks · doi:10.1142/9789812770851 · Cited by 1,415
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Engle, R. F., Ito, T., & Lin, W.-L. (1990) · Econometrica · doi:10.2307/2938189 · Cited by 840
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Engle, R., Ito, T., & Lin, W.-L. (1988) · National Bureau of Economic Research · doi:10.3386/w2609 · Cited by 786
On the Distribution of Stock Price Differences
Mandelbrot, B., & Taylor, H. M. (1967) · Operations Research · doi:10.1287/opre.15.6.1057 · Cited by 529
Cited by
The Distribution of Realized Exchange Rate Volatility
Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2001) · Journal of the American Statistical Association · doi:10.1198/016214501750332965 · Cited by 2,104
Modeling and pricing long memory in stock market volatility
Bollerslev, T., & Ole Mikkelsen, H. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(95)01736-4 · Cited by 1,208
Guillaume, D. M., Dacorogna, M. M., Davé, R. R., Müller, U. A., Olsen, R. B., & Pictet, O. V. (1997) · Finance and Stochastics · doi:10.1007/s007800050018 · Cited by 522
Self-citation
Metadata
- Authors
- Dacorogna, M. M., Müller, U. A., Nagler, R. J., Olsen, R. B., & Pictet, O. V.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 1993-08
- Volume
- 12
- Issue
- 4
- Pages
- 413-438
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W2057418282
- Cited by
- 608
- References
- 13
- FWCI
- 13.74
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. https://app.cochat.ai/papers/10.1016/0261-5606(93)90004-u
- The paper
- Dacorogna, M. M., Müller, U. A., Nagler, R. J., Olsen, R. B., & Pictet, O. V. (1993). A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. Journal of International Money and Finance. https://doi.org/10.1016/0261-5606(93)90004-u
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
