Publikationen
36 |
Lingohr, D., Müller, G. (2022). Continuous-time Threshold Autoregressions with Jumps: Properties, Estimation, and Application to Electricity Markets. Scandinavian Journal of Statistics, doi.org/10.1111/sjos.12597. |
30 |
Lingohr, D., Müller, G. (2021). Conditionally Independent Increment Processes for Modeling Electricity Prices with Regard to Renewable Power Generation. Energy Economics 103 105244, doi.org/10.1016/j.eneco.2021.105244. |
29 |
Buchmann, B., Müller, G. (2021). Changing Structures at Electricity Markets: Modelling Spot Prices using Time-Varying Stable CARMA Models. Journal of Econometrics and Statistics 1 (2) 121-133. |
26 |
Müller, G., Uhl, S. (2021). Estimation of Time-Varying Autoregressive Stochastic Volatility Models with Stable Innovations. Statistics and Computing 31 36. |
22
|
Seibert, A., Sirchenko, A., Müller, G. (2021). A Model for Policy Interest Rates. Journal of Economic Dynamics and Control 124 104049. |
21 |
Lingohr, D., Müller, G. (2019). Stochastic Modelling of Intraday Photovoltaic Power Generation. Energy Economics 81 175-186. |
20
|
Müller, G., Seibert, A. (2019). Bayesian Estimation of Stable CARMA Spot Models for Electricity Prices. Energy Economics 78 267-277. |
19
|
James, L., Müller, G., Zhang, Z. (2018). Stochastic Volatility Models based on OU-Gamma Time Change: Theory and Estimation. Journal of Business and Economic Statistics 36 (1) 75-87. |
18
|
Jacod, J., Klüppelberg, C., Müller, G. (2017). Testing for Non-Correlation Between Price and Volatility Jumps. Journal of Econometrics 197 (2) 284-297. |
17
|
Benth, F.E., Klüppelberg, C., Müller, G., Vos, L. (2014). Futures Pricing in Electricity Markets Based on Stable CARMA Spot Models. Energy Economics 44 392–406. |
16
|
Buchmann, B., Müller, G. (2012). Limit Experiments of GARCH. Bernoulli 18 (1) 64-99. |
15
|
Jacod, J., Klüppelberg, C., Müller, G. (2012). Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. Journal of Applied Probability 49 (4) 901-914. |
14
|
Schreiber, I., Müller, G., Klüppelberg, C., Wagner, N. (2012). Equities, Credits and Volatilities: A Multivariate Analysis of the European Market During the Sub-prime Crisis. International Review of Financial Analysis 24 (C) 57-65. |
13
|
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. |
12
|
Fleischer, P., Maller, R. A., Müller, G. (2011). A Bayesian Analysis of Market Information Linkages among NAFTA Countries using a Multivariate SV Model. Journal of Economics and Finance 35 (2) 123-148. |
11
|
García, I., Klüppelberg, C., Müller, G. (2011). Estimation of Stable CARMA Models with an Application to Electricity Spot Prices. Statistical Modelling 11 (5) 447-470. |
10
|
Müller, G. (2010). MCMC Estimation of the COGARCH(1,1) Model. Journal of Financial Econometrics 8 (4) 481-510. |
9
|
Müller, G. (2010). Market Correlations in the Euro Changeover Period With a View to Portfolio Management. In: Böcker, K. (Ed.) Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, Vol. I. Risk Books, London, pp. 107-125. |
8
|
Gebhard, Ph., Müller, G., Böcker, K. (2010). Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks. In: Böcker, K. (Ed.) Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, Vol. II. Risk Books, London, pp. 439-463. |
7
|
Czado, C., Müller, G., Nguyen, T. (2010). Ordinal- and Continuous-response SV Models for Price Changes: An Empirical Comparison. In: Kneib, T., Tutz, G. (Eds.) Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir. Springer, Berlin, pp. 301-320. |
5
|
Müller, G., Durand, R. B., Maller, R. A., Klüppelberg, C. (2009). Analysis of Stock Market Volatility by Continuous-time GARCH Models. In: Gregoriou, G.N. (Ed.) Stock Market Volatility. Chapman and Hall-CRC/Taylor and Francis, London, pp. 31-50. |
4
|
Müller, G., Czado, C. (2009). Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance. Statistical Modelling 9 (1) 69-95. |
3
|
Maller, R. A., Müller, G., Szimayer, A. (2009). Ornstein-Uhlenbeck Processes and Extensions. In: Andersen, T. G., Davis, R. A., Kreiß, J.-P., Mikosch, Th. (Eds.) Handbook of Financial Time Series. Springer, Berlin, pp. 421-437. |
2
|
Maller, R. A., Müller, G., Szimayer, A. (2008). GARCH Modelling in Continuous Time for Irregularly Spaced Time Series Data. Bernoulli 14 (2) 519-542. |
1
|
Müller, G., Czado, C. (2005). An Autoregressive Ordered Probit Model with Application to High-Frequency Finance. Journal of Computational and Graphical Statistics 14 (2) 320-338. |
47 |
Rubeck A., Müller G., Vélez González J.J., Holmes J., Welzel J. (2024)
, , , Dynamic optical coherence tomography for imaging acute wound healing.
|
46 |
Waidhauser J., Gantner A.K., Schifano P., Rippel K., Schiele S., Arndt T.T., Müller G., Steinestel J., Rank A., Kröncke T.. (2024 Jul 10) |
45 |
Cidlinsky N., Arndt T.T., Schiele S., Thölken R., Treutlein E., Müller G., Zenk J., Doescher J.. (2024 Jul 8) |
44 |
Garayzade R., Berlis A., Schiele S., Ertl M., Schneider H., Müller G., Maurer CJ. (2024 Mar) |
40 |
Behrens L., Adam A., Rubeck A., Schiele S., Müller G., Abrishami Y., Berlis A., Maurer C.J. (2023 Sep 15) |
39 |
Vélez González J.J., Berger M., Schiele S., Rubeck A., Müller G., Welzel J., Schuh S. (2023 Sep 5) |
38 |
Probst A., Ebigbo A., Eser S., Fleischmann C., Schaller T., Märkl B., Schiele S., Geissler B., Müller G., Messmann H. (2023 Jan 13). Endoscopic submucosal dissection for superficial esophageal squamous cell cancer: long-term follow-up in a Western center. doi: 10.5946/ce.2022.093. Epub ahead of print. PMID: 36634965. Clinical Endoscopy, |
37 |
Schrempf M.C., Petzold J., Petersen M.A., Arndt T.T., Schiele S., Vachon H., Vlasenko D., Wolf S., Anthuber M., Müller G., Sommer F. (2022 Jul 14). |
35 |
Filippini Velázquez G., Schiele S., Gerken M., Neumaier S., Hackl C., Mayr P., Klinkhammer-Schalke M., Illerhaus G., Schlitt H.J., Anthuber M., Kröncke T., Messmann H., Märkl B., Schmid C., Trepel M., Müller G., Claus R., Hackanson B. (2022). |
34 |
Jering, M., Mayer, M., Thölken, R., Schiele, S., Müller, G., Zenk, J. (2022). Cancer-Specific and Overall Survival of Patients with Primary and Metastatic Malignancies of the Parotid Gland - A Retrospective Study. Journal of Cranio-Maxillofacial Surgery, doi.org/10.1016/j.jcms.2022.03.001 |
33 |
Epple, T., Friedmann, A., Wetzel, K.-F., Born, O., Müller, G. (2022). The Migration of Four Salmonid Species Through Fish-Bypass Channels Depending on Environmental Factors. Environmental Biology of Fishes, doi.org/10.1007/s10641-022-01233-9 |
32 |
Waidhauser, J., Nerlinger, P., Arndt, T., Schiele, S., Sommer, F., Wolf, S., Löhr, P., Eser, S., Müller, G., Claus, R., Märkl, B., Rank, A. (2021). Alterations of Circulating Lymphocyte Subsets in Patients with Colorectal Carcinoma. Cancer Immunology, Immunotherapy doi.org/10.1007/s00262-021-03127-8 |
31 |
Thölken, R., Jering, M., Mayer, M., Schiele, S., Müller, G., Zenk, J. (2021). Prospective Study on Complications using Different Techniques for Parotidectomy for Benign Tumors. Laryngoscope Investigative Otolaryngology 2021 1-9 doi.org/10.1002/lio2.694 |
28 |
Martin, B., Grosser, B., Kempkens, L., Miller, S., Bauer, S., Dhillon, C., Banner, B. M., Brendel, E.-M., Sipos, É., Vlasenko, D., Schenkirsch, G., Schiele, S., Müller, G., Märkl, B. (2021). Stroma AReactive Invasion Front Areas (SARIFA) – a New Easily to Determine Biomarker in Colon Cancer – Results of a Retrospective Study. Cancers, 13 (19), 4880; doi.org/10.3390/cancers13194880 |
27 |
Glückstein, M.-I., Dintner, S., Arndt, T., Vlasenko, D., Schenkirsch, G., Agaimy, A., Müller, G., Märkl, B., Grosser, B. (2021). |
25 |
Hirschbühl, K., Dintner, S., Beer, M., Wylezich, C., Schlegel, J., Delbridge, C., Borcherding, L., Lippert, J., Schiele, S., Müller, G., Moiraki, D., Spring, O., Wittmann, M., Kling, E., Braun, G., Kröncke, T., Claus, R., Märkl, B., Schaller, T. (2021). |
24
|
Löhr, P., Schiele, S., Arndt, T., Grützner, S., Claus, R., Römmele, C., Müller, G., Schmid, C., Dennehy, K.M., Rank, A. (2021). Impact of Age and Gender on Lymphocyte Subset Counts in Patients with COVID-19. Cytometry Part A, doi.org/10.1002/cyto.a.24470. |
23
|
Schiele, S., Arndt, T., Martin, B., Miller, S., Bauer, S., Banner, B., Brendel, E.-M., Schenkirsch, G., Anthuber, M., Huss, R., Märkl, B., Müller, G. (2021). Deep Learning Prediction of Metastasis in Locally Advanced Colon Cancer using Binary Histologic Tumor Images. Cancers 13 (9) 2074. |
6
|
Czado, C., Heyn, A., Müller, G. (2010). Modeling Individual Migraine Severity with Autoregressive Ordered Probit Models. Statistical Methods and Applications 20 (1) 101-121. |
43 |
Kranz S., Brunnmeier G., Yilmaz P., Thamm J., Schiele S., Müller G., Key C., Welzel J., Schuh S. Optical coherence tomography-guided Nd:YAG laser treatment and follow-up of basal cell carcinoma. Lasers Surg. Med., accepted and to be published |
42 |
Garayzade R., Berlis A., Schiele S., Hauke M., Müller G., Maurer C. Comparison of safety and efficacy after emergency stenting in patients with intracranial atherosclerotic stenosis associated with large-vessel occlusion with and without intravenous infusion of tirofiban, CardioVasc. Interv. Radiol., accepted and to be published |
41 |
Fasching, J., Müller, G. (2022). |
40 |
Stemmer, B., Schiele, S., Müller, G., Trnovec, B., Sommer, B., Shiban, E., Heidecke, V. (2022). |
39 |
Buchmann, B., Müller, G. (2022). |
-
Data Science - das Studium mit hohem Zukunftspotential (Meet Experts-Interview, PROFFILE Firmenguide 2022/23, Seite 118-119)
-
Die Flut der Daten bewältigen (Interview, Augsburger Allgemeine Zeitung vom 30.07.2022, Seite 14)
- Corona und die Macht des Zufalls (Augsburger Allgemeine Zeitung vom 20.04.2020, Seite 4)
- Interview zum Klimawandel (für SBS Radio Australia, Sydney, 20.12.2019)
- Wahlbetrug und Steuerhinterziehung: Kriminalistik mit Statistik (Open-Science-Vortrag, seit 2017)
- Die verborgenen Strukturen des Zufalls (Open-Science-Vortrag, seit 2016)
- Mit Bits und Bytes dem Zufall auf der Spur (Open-Science-Vortrag, seit 2015)
- Maller, R. A., Müller, G. (2010)
On the Residuals of GARCH(1,1) and Extensions when Estimated by Maximum Likelihood.
Technical Report, Australian National University and Technische Universität München. - Müller, G., Czado, C. (2006)
Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance.
SFB 386 „Statistische Analyse diskreter Strukturen”, Discussion Paper 504, Technische Universität München. - Czado, C., Heyn, A., Müller, G. (2005)
Modeling Migraine Severity with Autoregressive Ordered Probit Models.
SFB 386 „Statistische Analyse diskreter Strukturen”, Discussion Paper 463, Technische Universität München. - Müller, G., Czado, C., Antes, S., Rottenwallner, M. (2003)
Regression Models for Ordinal Valued Time Series: Applications in High Frequency Finance and Medicine.
SFB 386 „Statistische Analyse diskreter Strukturen”, Discussion Paper 335, Technische Universität München. - Müller, G., Czado, C. (2002)
Regression Models for Ordinal Valued Time Series with Application to High Frequency Financial Data.
SFB 386 „Statistische Analyse diskreter Strukturen”, Discussion Paper 301, Technische Universität München.
- Müller, G. (2010)
Statistical Methods for Time Series Analysis in Finance, Insurance and Electricity.
Habilitation Thesis, Technische Universität München - Müller, G. (2004)
Regression Models for Ordinal Valued Time Series: Estimation and Applications in Finance.
PhD Thesis, Technische Universität München - Müller, G. (2000)
Vorhersage bei Zeitreihen.
Diploma Thesis, Julius-Maximilians-Universität Würzburg
Forschungsinteressen
- Artificial Intelligence
- Bayesian Statistics
- Computational Econometrics
- Data Analysis
- Energy Economics
- Statistics in Medicine
Spezialvorlesungen
- Advanced Methods in Machine Learning (Teile I und II)
- Bayessche Statistik
- Generalisierte Lineare Modelle (mit Anwendungen in Finance and Insurance)
- Stochastische Modelle für Energiemärkte
Lebenslauf
Beruflicher Werdegang
seit 08/2013 | Lehrstuhlinhaber des Lehrstuhls „Rechnerorientierte Statistik und Datenanalyse", Universität Augsburg |
04/2013 bis 07/2013 | Professor für Angewandte Statistik, Universität Oldenburg |
04/2012 bis 03/2013 | Akad. Oberrat, Zentrum Mathematik, TU München |
10/2011 bis 03/2012 | Vertretungsprofessor für Computationale Statistik, LMU München |
08/2006 bis 09/2011 | Akad. Rat / Oberrat, Zentrum Mathematik, TU München |
02/2006 bis 08/2006 |
Research Fellow, School of Finance and Applied Statistics und Center for Mathematics and its Applications, Australian National University, Canberra, Australien |
10/2000 bis 02/2006 | Wissenschaftlicher Mitarbeiter / Akad. Rat, Zentrum Mathematik, TU München |
Qualifikationen
2010 | Habilitation, Zentrum Mathematik, TU München |
2004 | Dr. rer. nat., Zentrum Mathematik, TU München |
2000 | Diplom Mathematik (Nebenfach Informatik), Universität Würzburg |