Uta Pigorsch

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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!

PublicationDate of PublicationType
Localized realized volatility modeling
Journal of the American Statistical Association
2015-06-17Paper
Volatility estimation based on high-frequency data
Handbook of Computational Finance
2012-01-10Paper
Measuring and Modeling Risk Using High-Frequency Data
Applied Quantitative Finance
2008-12-01Paper
The Volatility of Realized Volatility
Econometric Reviews
2008-11-19Paper


Research outcomes over time


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