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 7 92 0 0 12 129
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 83 0 0 1 440
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 1 2 128 0 1 2 443
Asymmetric multivariate normal mixture GARCH 0 1 5 230 0 1 5 435
Mixed normal conditional heteroskedasticity 0 0 2 109 0 0 6 211
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 1 3 185 0 1 6 744
Multivariate normal mixture GARCH 0 0 2 274 1 3 5 702
Multivariate regimeswitching GARCH with an application to international stock markets 0 1 3 465 2 3 5 801
Stable Mixture GARCH Models 0 0 0 36 1 1 4 104
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 0 0 185 0 3 8 331
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 0 0 3 33
Total Working Papers 0 4 24 1,794 4 13 57 4,373

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 10 41 1,064 9 24 77 1,879
A Note on the Moments of the Skew-Normal Distribution 1 5 27 631 3 9 42 1,505
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 0 3 28 0 3 13 66
A note on optimal portfolios under regime–switching 0 1 4 36 0 1 6 59
A note on the absolute moments of the bivariate normal distribution 0 1 10 104 0 1 14 205
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 1 1 3 193
Asymmetric multivariate normal mixture GARCH 0 0 0 49 0 0 1 161
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 1 119 0 0 2 243
Do investors dislike kurtosis? 0 1 9 101 0 2 14 188
Improved duration-based backtesting of value-at-risk 0 2 2 2 0 2 4 4
Mixed Normal Conditional Heteroskedasticity 0 2 6 254 2 4 13 754
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 2 2 247
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 0 0 31 0 0 1 124
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 1 3 186 0 2 7 395
Stable mixture GARCH models 0 0 7 218 0 1 24 749
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 0 0 6 170
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 1 1 3 125
Volatility Components and Long Memory-Effects Revisited 0 0 2 98 0 1 4 235
Total Journal Articles 4 23 115 3,154 16 54 236 7,470

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 1 15
Total Chapters 0 0 0 0 0 1 1 15

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Statistics updated 2025-07-04