Uta Pigorsch

Economics and Econometrics · 2005–2013

A researcher in the Science corpus: 2 papers; trusts 25 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 53 citations into it; #20,476 of 23,481 by trust here, #7,944 by citations
• Finance — 36 citations into it; #9,328 of 10,518 by trust here, #4,599 by citations
• Renewable Energy, Sustainability and the Environment — 13 citations into it

Whom Uta Pigorsch trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. Torben G. Andersen
4. Julien Chevallier
5. Francis X. Diebold
6. Tim Bollerslev
7. Franc J. G. M. Klaassen
8. Thomas Mikosch
9. P. R. Hansen
10. Clive W. J. Granger

Who trusts Uta Pigorsch overall

1. Nicolas Koch

Papers from Uta Pigorsch's perspective

Ordered by how strongly the researchers Uta Pigorsch trusts endorse each paper. Same corpus, a different order for every researcher.

1. The distribution of realized stock return volatility
2. A Simple Long Memory Model of Realized Volatility
3. Estimating quadratic variation using realized variance
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
5. Realized Variance and Market Microstructure Noise
6. Power and bipower variation with stochastic volatility and jumps
7. The Distribution of Realized Exchange Rate Volatility
8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
9. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
10. Statistics for long-memory processes

Their papers

• The Volatility of Realized Volatility (2005) — 435 citations
• Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals (2013) — 148 citations