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 1 2 93 2 4 8 134
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 1 1 1 84 2 3 4 443
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 2 3 6 448
Asymmetric multivariate normal mixture GARCH 0 0 1 230 3 7 9 443
Mixed normal conditional heteroskedasticity 1 1 1 110 2 6 8 218
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 1 1 2 186 6 8 11 752
Multivariate normal mixture GARCH 0 0 0 274 5 10 14 713
Multivariate regimeswitching GARCH with an application to international stock markets 0 1 2 466 3 11 14 812
Stable Mixture GARCH Models 0 0 0 36 2 2 5 106
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 2 2 187 0 5 11 337
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 3 3 6 38
Total Working Papers 3 7 12 1,801 30 62 96 4,444

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 4 8 35 1,084 10 21 70 1,915
A Note on the Moments of the Skew-Normal Distribution 2 2 13 635 3 8 32 1,523
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 1 2 4 31 1 4 16 73
A note on optimal portfolios under regime–switching 0 0 3 36 2 3 7 62
A note on the absolute moments of the bivariate normal distribution 1 4 7 109 12 76 107 309
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 1 2 3 195
Asymmetric multivariate normal mixture GARCH 0 1 1 50 6 9 10 171
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 2 3 5 247
Do investors dislike kurtosis? 1 4 6 105 4 7 13 196
Improved duration-based backtesting of value-at-risk 1 3 5 5 1 4 8 8
Mixed Normal Conditional Heteroskedasticity 0 0 3 254 2 3 11 759
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 2 2 4 249
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 0 0 168
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 1 1 32 1 4 4 128
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 4 188 3 7 15 406
Stable mixture GARCH models 2 3 5 221 6 10 24 761
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 0 0 5 170
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 1 2 6 130
Volatility Components and Long Memory-Effects Revisited 1 2 3 100 2 3 6 238
Total Journal Articles 13 30 90 3,202 59 168 346 7,708

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 2 4 5 19
Total Chapters 0 0 0 0 2 4 5 19

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Statistics updated 2026-01-09