Access Statistics for Markus Haas

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts	0	0	4	52	5	10	34	260
Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts	0	0	8	79	2	9	31	292
Multivariate Normal Mixture GARCH	4	12	38	139	8	28	95	332
Pareto Improving Social Security Reform when Financial Markets are Incomplete!?	0	0	11	36	0	2	55	168
Total Working Papers	4	12	61	306	15	49	215	1,052

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A New Approach to Markov-Switching GARCH Models	6	18	74	230	9	29	126	387
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts	0	1	4	15	1	6	22	78
Asymmetric multivariate normal mixture GARCH	2	3	12	12	2	5	25	25
Do investors dislike kurtosis?	2	6	25	85	8	28	102	287
Mixed Normal Conditional Heteroskedasticity	0	4	22	95	2	20	113	406
Modelling and predicting market risk with Laplace--Gaussian mixture distributions	0	0	6	31	0	2	24	116
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution	3	3	5	5	11	21	26	26
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes	4	8	8	8	11	18	18	18
The autocorrelation structure of the Markov-switching asymmetric power GARCH process	2	3	15	15	6	9	43	43
Volatility Components and Long Memory-Effects Revisited	1	1	1	1	2	2	2	2
Volatility Components and Long Memory-Effects Revisited	0	3	22	34	0	6	50	95
Total Journal Articles	20	50	194	531	52	146	551	1,483

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-12-07