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Number of items: 3.

Article

Bollerslev, Tim ; Pigorsch, Uta ; Pigorsch, Christian ; Tauchen, George (2009) A Discrete-Time Model for Daily S & P500 Returns and Realized Variations: Jumps and Leverage Effects. Journal of Econometrics Amsterdam [u.a.] 150 2 151-166 [Article]

Corsi, Fulvio ; Mittnik, Stefan ; Pigorsch, Christian ; Pigorsch, Uta (2008) The Volatility of Realized Volatility. Econometric Reviews Philadelphia, Pa. 27 1/3 46-78 [Article]

Book chapter

Pigorsch, Christian ; Pigorsch, Uta ; Popov, Ivaylo (2012) Volatility estimation based on high-frequency data. Duan, Jin-Chuan Handbook of Computational Finance Berlin [u.a.] 335-369 [Book chapter]

This list was created automatically on Thu Jun 17 05:36:20 2021 CEST