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 | |
| Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts | 2 | 2 | 7 | 52 | 3 | 12 | 37 | 248 |
| Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts | 0 | 1 | 8 | 74 | 2 | 4 | 25 | 274 |
| Asymmetric Multivariate Normal Mixture GARCH | 3 | 10 | 65 | 87 | 7 | 17 | 69 | 103 |
| Multivariate Normal Mixture GARCH | 3 | 9 | 32 | 120 | 5 | 19 | 68 | 275 |
| Multivariate Regime–Switching GARCH with an Application to International Stock Markets | 5 | 13 | 54 | 136 | 6 | 24 | 98 | 154 |
| Pareto Improving Social Security Reform when Financial Markets are Incomplete!? | 2 | 4 | 13 | 34 | 10 | 20 | 68 | 161 |
| Total Working Papers | 15 | 39 | 179 | 503 | 33 | 96 | 365 | 1,215 |
| 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 | 5 | 19 | 73 | 201 | 14 | 34 | 118 | 335 |
| Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts | 1 | 1 | 5 | 14 | 2 | 8 | 28 | 70 |
| Asymmetric multivariate normal mixture GARCH | 1 | 6 | 6 | 6 | 4 | 14 | 14 | 14 |
| Do investors dislike kurtosis? | 4 | 9 | 30 | 77 | 9 | 22 | 96 | 243 |
| Mixed Normal Conditional Heteroskedasticity | 4 | 6 | 29 | 87 | 8 | 26 | 143 | 372 |
| Modelling and predicting market risk with Laplace--Gaussian mixture distributions | 1 | 2 | 9 | 31 | 1 | 6 | 33 | 113 |
| The autocorrelation structure of the Markov-switching asymmetric power GARCH process | 0 | 2 | 10 | 10 | 2 | 10 | 22 | 22 |
| Volatility Components and Long Memory-Effects Revisited | 2 | 6 | 20 | 28 | 4 | 14 | 53 | 83 |
| Total Journal Articles | 18 | 51 | 182 | 454 | 44 | 134 | 507 | 1,252 |
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