Modeling individual migraine severity with autoregressive ordered probit models. - Claudia Czado; Anette Heyn; Gernot Müller (Stat. Methods Appl., 2011)

Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. - Jean Jacod; Claudia Klüppelberg; Gernot Müller (J. Appl. Probab., 2012)

Estimation of time-varying autoregressive stochastic volatility models with stable innovations. - Gernot Müller; Sebastian Uhl (Stat. Comput., 2021)

Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices. - Daniel Nickelsen; Gernot Müller (CoRR, 2024)