Technical Reports and Discussion Papers
- 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.