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~person:"Müller, Gernot"
~subject:"United States"
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Müller, Gernot
Czado, Claudia
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Erhardt, Vinzenz
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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Ordinal- and continuous-response stochastic volatility models for price changes : an empirical comparison
Czado, Claudia
;
Müller, Gernot
;
Nguyen, Thi-Ngoc-Giau
- In:
Statistical modelling and regression structures : …
,
(pp. 301-320)
.
2010
Persistent link: https://www.econbiz.de/10003964492
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Regression models for ordinal valued time series with application to high frequency financial data
Müller, Gernot
;
Czado, Claudia
-
2002
Persistent link: https://www.econbiz.de/10001744451
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