Christian Pigorsch

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Improving image classification robustness using self-supervision Stat	2024-05-27	Paper
Self-supervised learning for outlier detection Stat	2024-05-21	Paper
A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects Journal of Econometrics	2016-07-04	Paper
Estimating residual hedging risk with least-squares Monte Carlo International Journal of Theoretical and Applied Finance	2015-01-21	Paper
An operational interpretation and existence of the Aumann-Serrano index of riskiness Economics Letters	2012-06-26	Paper
Volatility estimation based on high-frequency data Handbook of Computational Finance	2012-01-10	Paper
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes Bernoulli	2010-11-12	Paper
The Volatility of Realized Volatility Econometric Reviews	2008-11-19	Paper
An extended network model with a packet diffusion process Physics Letters. A	2002-07-31	Paper
Shocks in the asymmetric simple exclusion process in a discrete-time update Journal of Physics A: Mathematical and General	2001-08-07	Paper

Research outcomes over time

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