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Browsing by Author Muller, Gernot

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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-

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-

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-

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-
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