Gernot Müller

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pandemics, public policy, and Peltzman effects Economic Theory	2025-06-26	Paper
Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation Journal of Business and Economic Statistics	2024-10-23	Paper
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets Scandinavian Journal of Statistics	2023-10-11	Paper
Estimation of time-varying autoregressive stochastic volatility models with stable innovations Statistics and Computing	2021-12-09	Paper
A model for policy interest rates Journal of Economic Dynamics and Control	2021-11-16	Paper
Stochastic volatility models for ordinal-valued time series with application to finance Statistical Modelling	2020-10-07	Paper
Estimation of stable CARMA models with an application to electricity spot prices Statistical Modelling	2019-09-10	Paper
Testing for non-correlation between price and volatility jumps Journal of Econometrics	2017-03-10	Paper
Exchange rate regimes and fiscal multipliers Journal of Economic Dynamics and Control	2016-09-29	Paper
Modeling individual migraine severity with autoregressive ordered probit models Statistical Methods and Applications	2016-03-24	Paper
Functional relationships between price and volatility jumps and their consequences for discretely observed data Journal of Applied Probability	2013-01-19	Paper
Limit experiments of GARCH Bernoulli	2012-03-29	Paper
Does trade integration alter monetary policy transmission? Journal of Economic Dynamics and Control	2011-03-22	Paper
Ornstein–Uhlenbeck Processes and Extensions Handbook of Financial Time Series	2009-11-27	Paper
GARCH modelling in continuous time for irregularly spaced time series data Bernoulli	2009-03-02	Paper
scientific article; zbMATH DE number 1843087 (Why is no real title available?)	2002-12-09	Paper

Research outcomes over time

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