伟德国际_伟德国际1946$娱乐app游戏

图片

Rechnerorientierte Statistik und Datenanalyse

  1. Universit?t
  2. Fakult?ten
  3. Mathematisch-Naturwissenschaftlich-Technische Fakult?t
  4. Institut für Mathematik
  5. Lehrstühle
  6. Rechnerorientierte Statistik und Datenanalyse
  7. Arbeitsgruppe
  8. Prof. Dr. Gernot Müller

Prof. Dr. Gernot Müller

Ordinarius
Rechnerorientierte Statistik und Datenanalyse
Telefon: +49 821 598 - 2236
Fax: +49 821 598 - 2286
E-Mail:
Raum: 3029 (L1)
Sprechzeiten: per E-Mail oder nach Vereinbarung
Adresse: Universit?tsstra?e 14, 86159 Augsburg

Aktuelles

  • Gernot Müller ist invited Speaker beim WEFB 2025 (Symposium on World Economics, Finance and Business, Tokyo)
  • Gernot Müller ist invited Speaker beim WEFB 2024 (Symposium on World Economics, Finance and Business, Singapur)
  • Gernot Müller ist invited Speaker bei der NEFES 2023 (New Energy and Future Energy Systems, Japan)
  • 12/2022: Gernot Müller wurde aufgenommen in Sigma Xi - The Scientific Research Honor Society

Teamassistenz

Sie k?nnen sich zus?tzlich gerne jederzeit an unsere Teamassistentin wenden.

Publikationen

48

Nickelsen, D., Müller, G. (2025).

Bayesian hierarchical probabilistic forecasting of intraday electricity prices

Applied Energy 380 124975,? doi.org/10.1016/j.apenergy.2024.124975

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: B?cker, 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., B?cker, K. (2010).
Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks.
In: B?cker, 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., Krei?, 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
Schuh S., Berger M., Schiele S., Rubeck A.,? Müller G.,? Vélez González J.J.,? Holmes J.,? Welzel J. (2024)
Dynamic optical coherence tomography for imaging acute wound healing.
Int Wound J. 21 (8): e70015. doi:10.1111/iwj.70015

46

Waidhauser J., Gantner A.K., Schifano P., Rippel K., Schiele S., Arndt T.T., Müller G., Steinestel J., Rank A., Kr?ncke T.. (2024 Jul 10)
Influence of cryoablation versus operation on circulating lymphocyte subsets in patients with early-stage renal cell carcinoma.
BMC Cancer. 24 (1): 825. doi: 10.1186/s12885-024-12596-w. PMID: 38987735

45

Cidlinsky N., Arndt T.T., Schiele S., Th?lken R., Treutlein E., Müller G., Zenk J., Doescher J.. (2024 Jul 8)
Therapeutic management of peritonsillar abscess during COVID-19.
Eur Arch Otorhinolaryngol. 34 (1): 163-172. doi: 10.1007/s00405-024-08772-0. Epub ahead of print. PMID: 38977471.

44

Garayzade R., Berlis A., Schiele S., Ertl M., Schneider H., Müller G., Maurer CJ. (2024 Mar)
Efficacy and Safety Outcomes for Acute Ischemic Stroke Patients Treated with Intravenous Infusion of Tirofiban After Emergent Carotid Artery Stenting.
Clin Neuroradiol. 34 (1): 163-172. doi:10.1007/s00062-023-01350-7. Epub 2023 Oct 5. PMID: 37796321.

40

Behrens L., Adam A., Rubeck A., Schiele S., Müller G., Abrishami Y., Berlis A., Maurer C.J. (2023 Se