Skip navigation
Skip navigation
A change is coming. Click to see a sneak peek of the new Open Research Repository.

Browsing by Author Muller, Gernot

0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Or enter first few letters:  
Showing results 1 to 5 of 5

A Bayesian Analysis of Market Information Linkages among NAFTA Countries using a Multivariate Stochastic Volatility Model

Author(s)Fleischer, Petra; Maller, Ross; Muller, Gernot
TypeJournal article
Date Published2009
Date Created-
01_Muller_Analysis_of_Stock_Market_2009.pdf.jpg

Analysis of Stock Market Volatility by Continuous-time GARCH Models

Author(s)Muller, Gernot; Durand, Robert; Maller, Ross, et al
TypeBook chapter
Date Published2009
Date Created-
01_Maller_GARCH_Modelling_in_continuous_2008.pdf.jpg

GARCH Modelling in continuous time for irregularly spaced time series data

Author(s)Maller, Ross; Muller, Gernot; Szimayer, Alex
TypeJournal article
Date Published2008
Date Created-

Limit experiments of GARCH

Author(s)Buchmann, Boris; Muller, Gernot
TypeJournal article
Date Published2012
Date Created-
01_Muller_The_risk-return_tradeoff:_A_2011.pdf.jpg

The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis

Author(s)Muller, Gernot; Durand, Robert; Maller, Ross
TypeJournal article
Date Published2011
Date Created-
  • previous
  • 1
  • next

Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator