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 3 7 92 1 4 11 128
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 83 1 1 1 440
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 127 0 0 1 442
Asymmetric multivariate normal mixture GARCH 0 2 4 229 0 2 4 434
Mixed normal conditional heteroskedasticity 0 0 2 109 0 1 5 210
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 1 2 184 2 3 5 743
Multivariate normal mixture GARCH 0 0 3 274 0 0 3 699
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 2 464 0 0 2 798
Stable Mixture GARCH Models 0 0 0 36 2 2 3 103
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 0 3 185 2 3 8 328
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 1 7 0 1 4 33
Total Working Papers 0 6 25 1,790 8 17 47 4,358

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 6 47 1,052 4 12 77 1,851
A Note on the Moments of the Skew-Normal Distribution 0 5 26 623 1 8 41 1,493
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 2 6 28 4 7 15 63
A note on optimal portfolios under regime–switching 0 2 3 35 1 4 5 58
A note on the absolute moments of the bivariate normal distribution 0 2 13 103 1 3 19 204
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 3 192
Asymmetric multivariate normal mixture GARCH 0 0 1 49 0 0 2 161
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 1 119 0 0 1 242
Do investors dislike kurtosis? 0 3 9 100 1 5 12 185
Mixed Normal Conditional Heteroskedasticity 1 2 5 252 2 4 11 750
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 0 0 245
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 0 0 168
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 0 31 0 0 1 124
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 1 2 185 1 3 6 393
Stable mixture GARCH models 1 3 8 218 4 9 24 744
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 3 5 6 170
Time-varying mixture GARCH models and asymmetric volatility 0 0 2 29 0 0 7 124
Volatility Components and Long Memory-Effects Revisited 0 1 2 98 0 1 2 233
Total Journal Articles 5 27 125 3,126 22 61 232 7,400

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 0 14
Total Chapters 0 0 0 0 0 0 0 14

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Statistics updated 2025-03-03