Person:311123

Available identifiers

zbMath Open muller.gernot-jMaRDI QIDQ311123

List of research outcomes

Publication	Date of Publication	Type
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	2023-10-11	Paper
Estimation of time-varying autoregressive stochastic volatility models with stable innovations	2021-12-09	Paper
A model for policy interest rates	2021-11-16	Paper
Stochastic volatility models for ordinal-valued time series with application to finance	2020-10-07	Paper
Estimation of stable CARMA models with an application to electricity spot prices	2019-09-10	Paper
Testing for non-correlation between price and volatility jumps	2017-03-10	Paper
Exchange rate regimes and fiscal multipliers	2016-09-29	Paper
Modeling individual migraine severity with autoregressive ordered probit models	2016-03-24	Paper
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data	2013-01-19	Paper
Limit experiments of GARCH	2012-03-29	Paper
Does trade integration alter monetary policy transmission?	2011-03-22	Paper
Ornstein–Uhlenbeck Processes and Extensions	2009-11-27	Paper
GARCH modelling in continuous time for irregularly spaced time series data	2009-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q4783945	2002-12-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Gernot J. Müller