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 1 2 3 95 1 5 12 141
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 1 84 1 7 18 458
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 1 1 1 129 4 5 11 454
Asymmetric multivariate normal mixture GARCH 0 0 0 230 2 4 12 447
Mixed normal conditional heteroskedasticity 1 3 4 113 2 6 15 226
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 1 1 2 187 3 6 15 759
Multivariate normal mixture GARCH 0 0 0 274 3 3 20 719
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 1 466 1 4 24 823
Stable Mixture GARCH Models 0 1 1 37 0 2 9 112
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 1 3 188 5 10 22 350
Time-Varying Mixture GARCH Models and Asymmetric Volatility 1 1 1 8 2 3 11 44
Total Working Papers 5 10 17 1,811 24 55 169 4,533

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 11 23 56 1,111 20 38 111 1,970
A Note on the Moments of the Skew-Normal Distribution 0 1 9 636 6 7 36 1,534
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 1 2 6 34 2 9 21 84
A note on optimal portfolios under regime–switching 1 1 1 37 1 1 6 65
A note on the absolute moments of the bivariate normal distribution 1 2 7 111 3 12 127 332
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 1 1 1 38 4 8 22 214
Asymmetric multivariate normal mixture GARCH 0 0 1 50 3 4 20 181
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 1 3 11 254
Do investors dislike kurtosis? 0 1 5 106 5 8 22 210
Improved duration-based backtesting of value-at-risk 0 1 4 6 4 9 16 20
Mixed Normal Conditional Heteroskedasticity 1 3 3 257 5 8 20 772
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 4 6 13 259
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 3 4 5 173
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 1 32 2 2 7 131
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 3 188 5 10 25 419
Stable mixture GARCH models 0 1 4 222 5 9 26 774
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 1 2 5 175
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 2 10 18 142
Volatility Components and Long Memory-Effects Revisited 0 0 2 100 3 6 14 248
Total Journal Articles 16 36 103 3,243 79 156 525 7,957

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 1 10 24
Total Chapters 0 0 0 0 0 1 10 24

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Statistics updated 2026-05-06