Christian Pigorsch

19 papers and 677 indexed citations i.

About

Christian Pigorsch has authored 19 papers that have received a total of 677 indexed citations. This includes 10 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Hardware and Architecture. The topics of these papers are Financial Risk and Volatility Modeling (8 papers), Stochastic processes and financial applications (7 papers) and Complex Systems and Time Series Analysis (5 papers). Christian Pigorsch is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Stochastic processes and financial applications (7 papers) and Complex Systems and Time Series Analysis (5 papers) and collaborates with scholars based in Germany, United States and Canada. Christian Pigorsch's co-authors include George Tauchen, Stefan Ankirchner, Fulvio Corsi, Tim Bollerslev and Stefan Mittnik and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Financial and Quantitative Analysis

In The Last Decade

Rankless by CCL
2025