Uta Pigorsch

University of Mannheim

Universitaetsbibliothek Mannheim

Zeitschriftenabteilung

Mannheim, 68131

Germany

SCHOLARLY PAPERS

4

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274

SSRN CITATIONS
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Top 34,041

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Scholarly Papers (4)

1.

Measuring and Modeling Risk Using High-Frequency Data

Number of pages: 23 Posted: 01 Nov 2008
Humboldt University of Berlin - Institute for Statistics and Econometrics, University of Vienna - Department of Statistics and Operations Research and University of Mannheim
Downloads 204 (149,053)
Citation 2

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Realized Volatility, Realized Betas, Volatility Modeling

2.

Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals

ZEW - Centre for European Economic Research Discussion Paper No. 13-001
Number of pages: 24 Posted: 12 Jan 2013
ZEW – Leibniz Centre for European Economic Research, University of Mannheim and ZEW – Leibniz Centre for European Economic Research
Downloads 56 (369,176)
Citation 4

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EU ETS, EUA Price Fundamentals, Markov Regime-Switching

3.

Localized Realized Volatility Modelling

SFB 649 Discussion Paper 2009-003
Number of pages: 36 Posted: 09 Jan 2017
Ying Chen, Wolfgang K. Härdle and Uta Pigorsch
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics and University of Mannheim
Downloads 13 (564,037)
Citation 4

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Localized Autoregressive Modeling, Realized Volatility, Adaptive Procedure

4.

A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 23-36, 2013
Number of pages: 14 Posted: 23 Dec 2012
Jörg Breitung and Uta Pigorsch
University of Bonn and University of Mannheim
Downloads 1 (652,506)
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