Treffer 1 - 20 von 38 für Suche 'Pigorsch, Christian', Suchdauer: 1,28s Treffer weiter einschränken
  1. 1
    Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement

    Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement von Homm, Ulrich, Pigorsch, Christian

    Veröffentlicht in Journal of banking & finance

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  2. 2
    A Survey of Methods for Automated Quality Control Based on Images

    A Survey of Methods for Automated Quality Control Based on Images von Diers, Jan, Pigorsch, Christian


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  3. 3
    An operational interpretation and existence of the Aumann–Serrano index of riskiness

    An operational interpretation and existence of the Aumann–Serrano index of riskiness von Homm, Ulrich, Pigorsch, Christian

    Veröffentlicht in Economics letters

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  4. 4
    On the definition, stationary distribution and second order structure of positive semidefinite Ornstein—Uhlenbeck type processes

    On the definition, stationary distribution and second order structure of positive semidefinite Ornstein—Uhlenbeck type processes von PIGORSCH, CHRISTIAN, STELZER, ROBERT


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  5. 5
    Self‐supervised learning for outlier detection

    Self‐supervised learning for outlier detection von Diers, Jan, Pigorsch, Christian


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  6. 6
    The Volatility of Realized Volatility

    The Volatility of Realized Volatility von Corsi, Fulvio, Mittnik, Stefan, Pigorsch, Christian, Pigorsch, Uta

    Veröffentlicht in Econometric reviews

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  7. 7
    Improving image classification robustness using self‐supervision

    Improving image classification robustness using self‐supervision von Wittscher, Ladyna, Diers, Jan, Pigorsch, Christian


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  8. 8
    Out-of-Distribution Detection Using Outlier Detection Methods

    Out-of-Distribution Detection Using Outlier Detection Methods von Diers, Jan, Pigorsch, Christian


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  9. 9
    A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects

    A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects von Bollerslev, Tim, Kretschmer, Uta, Pigorsch, Christian, Tauchen, George

    Veröffentlicht in Journal of econometrics

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  10. 10
    Futures Cross-Hedging with a Stationary Basis

    Futures Cross-Hedging with a Stationary Basis von Ankirchner, Stefan, Dimitroff, Georgi, Heyne, Gregor, Pigorsch, Christian


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  11. 11
    ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO

    ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO von Ankirchner, Stefan, Pigorsch, Christian, Schweizer, Nikolaus


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  12. 12
    ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO

    ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO von ANKIRCHNER, STEFAN, PIGORSCH, CHRISTIAN, SCHWEIZER, NIKOLAUS


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  13. 13
    Out-of-Distribution Detection Using Outlier Detection Methods

    Out-of-Distribution Detection Using Outlier Detection Methods von Diers, Jan, Pigorsch, Christian

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  14. 14
    Exploring Self-supervised Capsule Networks for Improved Classification with Data Scarcity

    Exploring Self-supervised Capsule Networks for Improved Classification with Data Scarcity von Wittscher, Ladyna, Pigorsch, Christian


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  15. 15
    Out-of-Distribution Detection Using Outlier Detection Methods

    Out-of-Distribution Detection Using Outlier Detection Methods von Diers, Jan, Pigorsch, Christian

    Veröffentlicht in arXiv.org

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  16. 16
    On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes

    On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes von Pigorsch, Christian, Stelzer, Robert

    Veröffentlicht in arXiv.org

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  17. 17
    Estimation of Continuous–Time Financial Models Using High–Frequency Data

    Estimation of Continuous–Time Financial Models Using High–Frequency Data von Pigorsch, Christian

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  18. 18
    Volatility Estimation Based on High-Frequency Data

    Volatility Estimation Based on High-Frequency Data von Pigorsch, Christian, Pigorsch, Uta, Popov, Ivaylo

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  19. 19
    Financial Economics, Fat-Tailed Distributions

    Financial Economics, Fat-Tailed Distributions von Haas, Markus, Pigorsch, Christian

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  20. 20
    Financial Economics, Fat-Tailed Distributions

    Financial Economics, Fat-Tailed Distributions von Pigorsch, Christian, Haas, Markus

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