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 0 3 95 0 1 12 142
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 1 84 1 2 20 460
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 129 0 1 12 455
Asymmetric multivariate normal mixture GARCH 0 0 0 230 0 0 11 447
Mixed normal conditional heteroskedasticity 0 0 4 113 0 2 17 228
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 2 187 0 0 15 759
Multivariate normal mixture GARCH 0 0 0 274 0 0 17 719
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 1 466 0 3 25 826
Stable Mixture GARCH Models 0 0 1 37 0 2 10 114
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 1 4 189 0 2 20 352
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 1 8 0 1 12 45
Total Working Papers 0 1 18 1,812 1 14 171 4,547

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 11 51 1,122 6 26 110 1,996
A Note on the Moments of the Skew-Normal Distribution 0 0 3 636 0 5 31 1,539
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 0 6 34 1 2 19 86
A note on optimal portfolios under regime–switching 0 0 1 37 0 0 6 65
A note on the absolute moments of the bivariate normal distribution 0 1 7 112 0 3 117 335
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 1 38 2 4 25 218
Asymmetric multivariate normal mixture GARCH 0 0 1 50 1 2 21 183
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 0 1 12 255
Do investors dislike kurtosis? 0 0 5 106 1 2 23 212
Improved duration-based backtesting of value-at-risk 1 4 8 10 1 5 21 25
Mixed Normal Conditional Heteroskedasticity 0 0 3 257 2 4 22 776
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 0 12 259
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 0 5 173
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 1 32 0 1 8 132
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 2 188 0 2 25 421
Stable mixture GARCH models 0 0 4 222 0 1 24 775
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 1 2 7 177
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 0 3 20 145
Volatility Components and Long Memory-Effects Revisited 0 0 2 100 0 1 14 249
Total Journal Articles 4 16 95 3,259 15 64 522 8,021

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 2026-08-07