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 1 93 2 6 10 138
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 1 1 84 6 16 17 457
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 0 3 7 449
Asymmetric multivariate normal mixture GARCH 0 0 1 230 1 4 10 444
Mixed normal conditional heteroskedasticity 0 1 1 110 1 5 11 221
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 1 2 186 2 9 12 755
Multivariate normal mixture GARCH 0 0 0 274 0 8 17 716
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 2 466 1 11 22 820
Stable Mixture GARCH Models 0 0 0 36 0 6 7 110
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 1 1 3 188 2 5 14 342
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 1 7 9 42
Total Working Papers 1 4 12 1,802 16 80 136 4,494

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 39 1,091 3 30 84 1,935
A Note on the Moments of the Skew-Normal Distribution 0 2 12 635 0 7 34 1,527
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 1 3 5 33 5 8 17 80
A note on optimal portfolios under regime–switching 0 0 1 36 0 4 6 64
A note on the absolute moments of the bivariate normal distribution 0 1 6 109 8 31 124 328
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 4 16 18 210
Asymmetric multivariate normal mixture GARCH 0 0 1 50 0 12 16 177
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 1 7 10 252
Do investors dislike kurtosis? 0 1 5 105 1 11 18 203
Improved duration-based backtesting of value-at-risk 0 1 5 5 2 6 12 13
Mixed Normal Conditional Heteroskedasticity 0 0 2 254 1 8 15 765
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 1 7 9 254
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 1 1 169
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 1 32 0 2 5 129
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 3 188 2 8 18 411
Stable mixture GARCH models 0 2 3 221 1 11 22 766
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 1 4 4 174
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 3 6 11 135
Volatility Components and Long Memory-Effects Revisited 0 1 2 100 1 7 10 243
Total Journal Articles 4 22 85 3,211 34 186 434 7,835

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 1 7 10 24
Total Chapters 0 0 0 0 1 7 10 24

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Statistics updated 2026-03-04