Uta Pigorsch

Uta Pigorsch (* in Abstatt ) is a German economist as well as a professor and professor at the Bergische Universität Wuppertal .

Life

Pigorsch first studied business administration at the Julius-Maximilians-Universität Würzburg , in 1998 she completed her studies abroad at the University at Albany, The State University of New York, with a Master's of Arts in Economics . She then completed her diploma in quantitative economics at the Christian-Albrechts-Universität zu Kiel and in 2002 worked as a research assistant at the Institute for Regional Research.

From 2003 to 2007 she did her doctorate at the Institute for Econometrics and Operations Research at the Rheinische Friedrich-Wilhelms-Universität Bonn , in the meantime she was visiting Duke University in North Carolina .

From 2007 to 2015 Pigorsch was junior professor for applied econometrics at the University of Mannheim . She then followed a call to the Bergische Universität Wuppertal and has since headed the Chair of Economic Statistics and Econometrics as the successor to Gerhard Arminger, who retired after 36 years .

With Benjamin Lutz and Waldemar Rotfuss: Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals , Energy Economics, 2013, pp. 222–232
With Jörg Breit: A Canonical Correlation Approach for Selecting the Number of Dynamic Factors , Oxford Bulletin of Economics and Statistics, 2013, pp. 23–36
With Christian Pigorsch and Ivaylo Popov: Volatility Estimation based on High-Frequency Data , in: Handbook of Computational Finance, Springer, 2012, pp. 335–369
With Ying Chen and Wolfgang K. Härdle : Localized Realized Volatility Modeling , Journal of the American Statistical Association , 2010, pp. 1376-1393
With Tim Bollerslev , Christian Pigorsch and George diving: A Discrete-Time Model for Daily S & P500 Returns and Realized Variations: Jumps and Leverage Effects , Journal of Econometrics , 2009, pp. 151–166
With Fulvio Corsi, Stefan Mittnik and Christian Pigorsch: The Volatility of Realized Volatility , Econometric Reviews, 2008, pp. 46–78
With Wolfgang Härdle and Nikolaus Hautsch: Measuring and Modeling Risk Using High-Frequency Data , in: Applied Quantitative Finance, 2nd, Springer, Berlin, 2008, pp. 275–293