Browsing by Author Muller, Gernot
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 |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Analysis of Stock Market Volatility by Continuous-time GARCH Models
Author(s) | Muller, Gernot; Durand, Robert; Maller, Ross, et al |
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Type | Book chapter |
Date Published | 2009 |
Date Created | - |
GARCH Modelling in continuous time for irregularly spaced time series data
Author(s) | Maller, Ross; Muller, Gernot; Szimayer, Alex |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
Limit experiments of GARCH
Author(s) | Buchmann, Boris; Muller, Gernot |
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Type | Journal article |
Date Published | 2012 |
Date Created | - |
The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis
Author(s) | Muller, Gernot; Durand, Robert; Maller, Ross |
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Type | Journal article |
Date Published | 2011 |
Date Created | - |
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