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Dr habil. Gernot Müller. Statistics of Continuous-time Models. Mathematical Finance and Econometrics. Stochastic Models for Renewable Energies. 49 89 289 17441. Zentrum Mathematik, M4. Technische Universität München. Room PR 2.01.13 (Parkring 13). 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011.

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Dr habil. Gernot Müller. Statistics of Continuous-time Models. Mathematical Finance and Econometrics. Stochastic Models for Renewable Energies. 49 89 289 17441. Zentrum Mathematik, M4. Technische Universität München. Room PR 2.01.13 (Parkring 13). 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011.

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Dr. habil. Gernot Müller - Home | gmueller.info Reviews

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Dr habil. Gernot Müller. Statistics of Continuous-time Models. Mathematical Finance and Econometrics. Stochastic Models for Renewable Energies. 49 89 289 17441. Zentrum Mathematik, M4. Technische Universität München. Room PR 2.01.13 (Parkring 13). 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011.

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Dr. habil. Gernot Müller - Publications

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Dr habil. Gernot Müller. Müller, G. (2010). MCMC Estimation of the COGARCH(1,1) Model. Journal of Financial Econometrics. Buchmann, B., Müller, G. (2010). Limit Experiments of GARCH. Müller, G., Durand, R. B., Maller, R. A. (2010). The Risk Return Tradeoff: A COGARCH Analysis of Merton's Hypothesis. Journal of Empirical Finance. Müller, G. (2010). Market Correlations in the Euro Changeover Period With a View to Portfolio Management. Risk Books, London, pp. 107-125. Risk Books, London, pp. 439-463. M&#252...

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Dr. habil. Gernot Müller - Home

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Dr habil. Gernot Müller. 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011.

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Dr. habil. Gernot Müller - Supervision

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Dr habil. Gernot Müller. 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011. Supervision of PhD Theses. Market Information Integration (Petra Fleischer, Australian National University, Canberra). Supervision of Diploma Theses. Bayesian Inference for Bivariate Compound Poisson Processes (Philipp Gebhard). Estimation of the Multivariate CARMA Model (Stephan Nicklas). Equities, Credits and Volatilities: A Multivariate AR-GARCH Analysis of the European Market. Supervision of Bachelor Theses.

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Dr. habil. Gernot Müller - Invited Talks

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Dr habil. Gernot Müller. 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011. Advanced Mathematical Methods for Finance (AMaMeF). Sept 27-30, 2010. Berlin, Germany. 23rd Nordic Conference on Mathematical Statistics. June 14-17, 2010. Voss, Norway. Financial and Actuarial Mathematics Seminar, TU Vienna. April 13, 2010. Vienna, Austria. Financial Mathematics Meets Econometrics. Nov 30 - Dec 1, 2009. Bonn, Germany. Challenges in Statistical Theory. August 24-29, 2009. MFI Oberwolfach, Germany.

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Dr. habil. Gernot Müller - Teaching

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Dr habil. Gernot Müller. 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011. Bayesianische Vorhersagen und Dynamische Modelle, seminar (SS 2003). Computational Statistics, tutorial (WS 2002/2003). Hidden Markov Models (Fallstudien der Mathematischen Modellbildung), tutorial (WS 2009/2010). Höhere Mathematik 4, tutorial (SS 2004, SS 2008). Lineare Modelle, tutorial (SS 2001). Moderne Regressionsverfahren, tutorial (WS 2001/2002, WS 2003/2004). Stochastic Volatility, seminar (WS 2005/2006).

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Dr. habil. Gernot Müller - Home

Dr habil. Gernot Müller. Statistics of Continuous-time Models. Mathematical Finance and Econometrics. Stochastic Models for Renewable Energies. 49 89 289 17441. Zentrum Mathematik, M4. Technische Universität München. Room PR 2.01.13 (Parkring 13). 169; Gernot Müller, 2011 - Last Update: Jan 04, 2011.

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