Access Statistics for Markus Haas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on optimal portfolios under regime-switching 0 2 3 95 1 4 13 142
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 1 84 0 1 18 458
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 1 1 129 1 6 12 455
Asymmetric multivariate normal mixture GARCH 0 0 0 230 0 3 12 447
Mixed normal conditional heteroskedasticity 0 3 4 113 1 6 16 227
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 1 2 187 0 4 15 759
Multivariate normal mixture GARCH 0 0 0 274 0 3 18 719
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 1 466 3 6 27 826
Stable Mixture GARCH Models 0 1 1 37 2 4 11 114
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 0 3 188 0 8 19 350
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 1 1 8 1 3 12 45
Total Working Papers 0 9 17 1,811 9 48 173 4,542

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Markov-Switching GARCH Models 3 23 53 1,114 10 45 110 1,980
A Note on the Moments of the Skew-Normal Distribution 0 1 6 636 4 11 36 1,538
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 1 6 34 0 4 18 84
A note on optimal portfolios under regime–switching 0 1 1 37 0 1 6 65
A note on the absolute moments of the bivariate normal distribution 1 3 8 112 3 7 130 335
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 1 1 38 1 5 23 215
Asymmetric multivariate normal mixture GARCH 0 0 1 50 0 4 20 181
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 1 3 12 255
Do investors dislike kurtosis? 0 1 5 106 1 8 23 211
Improved duration-based backtesting of value-at-risk 1 2 5 7 2 9 18 22
Mixed Normal Conditional Heteroskedasticity 0 3 3 257 2 9 22 774
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 5 12 259
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 4 5 173
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 1 32 0 2 7 131
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 2 188 1 9 25 420
Stable mixture GARCH models 0 1 4 222 1 9 26 775
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 0 1 5 175
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 3 10 21 145
Volatility Components and Long Memory-Effects Revisited 0 0 2 100 1 6 14 249
Total Journal Articles 5 37 98 3,248 30 152 533 7,987

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Portfolio Selection with Common Correlation Mixture Models 0 0 0 0 0 0 9 24
Total Chapters 0 0 0 0 0 0 9 24

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Statistics updated 2026-06-04