Zur Startseite der Hochschule Rhein-Waal
Prof. Dr. Gernot Müller
Wirtschaftswissenschaften mit dem Schwerpunkt Quantitative Methoden
Fakultät Gesellschaft und Ökonomie
Professor
Kontakt
Telefon
+49 2821 80673 345
Email
Standort
Campus Kleve
Marie-Curie-Straße 1, 47533 Kleve
Kontakt in Fakultät Gesellschaft und Ökonomie
Standort
Campus Kleve
Marie-Curie-Straße 1, 47533 Kleve
Profil
- Bayer, C., Müller, G., Kriwoluzky, A., & Seyrich, F. (2023). Trotz Krisen: Die Stabilität des Euro liegt in der Mittelschicht begründet. Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht, 29, 401–406. https://doi.org/10.18723/diw_wb:2023-29-1.
- Seibert, A., Sirchenko, A., & Müller, G. (2021). A model for policy interest rates. Journal of Economic Dynamics & Control, 124, 104049. https://doi.org/10.1016/j.jedc.2020.104049.
- Born, B., Müller, G. J., & Pfeifer, J. (2020). Does Austerity Pay Off? Review of Economics & Statistics, 102(2), 323–338. https://doi.org/10.1162/rest_a_00844.
- Lingohr, D., & Müller, G. (2019). Stochastic modeling of intraday photovoltaic power generation. Energy Economics, 81, 175–186. https://doi.org/10.1016/j.eneco.2019.03.007.
- Müller, G., & Seibert, A. (2019). Bayesian estimation of stable CARMA spot models for electricity prices. Energy Economics, 78, 267–277. https://doi.org/10.1016/j.eneco.2018.10.016.
- Corsetti, G., Kuester, K., & Müller, G. (2018). The case for flexible exchange rates after the Great Recession. Sveriges Riksbank Economic Review, 1, 38–48. https://search.ebscohost.com/login.aspx?direct=true&db=bsu&AN=129489906&site=ehost-live
- James, L. F., Müller, G., & Zhang, Z. (2018). Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation. Journal of Business & Economic Statistics, 36(1), 75–87. https://doi.org/10.1080/07350015.2015.1133427.
- Jacod, J., Klüppelberg, C., & Müller, G. (2017). Testing for non-correlation between price and volatility jumps. Journal of Econometrics, 197(2), 284–297. https://doi.org/10.1016/j.jeconom.2016.11.007.
- Schreiber, I., Müller, G., Klüppelberg, C., & Wagner, N. (2012). Equities, credits and volatilities. International Review of Financial Analysis, 24, 57–65. https://doi.org/10.1016/j.irfa.2012.07.006.
- Czado, C., Heyn, A., & Müller, G. (2011). Modeling individual migraine severity with autoregressive ordered probit models. Statistical Methods & Applications, 20(), 101–121. https://doi.org/10.1007/s10260-010-0154-8.
- García, I., Klüppelberg, C., & Müller, G. (2011). Estimation of stable CARMA models with an application to electricity spot prices. Statistical Modelling: An International Journal, 11(5), 447–470. https://doi.org/10.1177/1471082x1001100504.
- Müller, G., Durand, R. B., & Maller, R. A. (2011). The risk–return tradeoff: A COGARCH analysis of Merton’s hypothesis. Journal of Empirical Finance, 18(2), 306–320. https://doi.org/10.1016/j.jempfin.2010.11.003.
- Müller, G., & Czado, C. (2009). Stochastic volatility models for ordinal-valued time series with application to finance. Statistical Modelling: An International Journal, 9(1), 69–95. https://doi.org/10.1177/1471082x0800900105.
- Müller, G., & Rammerstorfer, M. (2008). A theoretical analysis of procurement auctions for tertiary control in Germany. Energy Policy, 36(7), 2620–2627. https://doi.org/10.1016/j.enpol.2008.03.017.
- Müller, G., & Czado, C. (2005). An Autoregressive Ordered Probit Model With Application to High-Frequency Financial Data. Journal of Computational & Graphical Statistics, 14(2), 320–338. https://doi.org/10.1198/106186005x48687.