Gernot J. Müller

Available identifiers

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

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