The following pages link to Gernot J. Müller (Q311123):
Displayed 15 items.
- (Q261571) (redirect page) (← links)
- Modeling individual migraine severity with autoregressive ordered probit models (Q261572) (← links)
- Exchange rate regimes and fiscal multipliers (Q311124) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Does trade integration alter monetary policy transmission? (Q631250) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- A model for policy interest rates (Q2246701) (← links)
- Ornstein–Uhlenbeck Processes and Extensions (Q3646964) (← links)
- (Q4783945) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)