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 1 4 96 1 1 13 143
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 1 84 0 2 20 460
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 129 0 0 10 455
Asymmetric multivariate normal mixture GARCH 0 0 0 230 1 1 12 448
Mixed normal conditional heteroskedasticity 0 0 4 113 1 2 17 229
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 2 187 1 1 16 760
Multivariate normal mixture GARCH 0 0 0 274 0 0 17 719
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 1 466 0 0 25 826
Stable Mixture GARCH Models 1 1 2 38 3 3 13 117
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 1 4 189 0 2 20 352
Time-Varying Mixture GARCH Models and Asymmetric Volatility 1 1 2 9 2 2 12 47
Total Working Papers 3 4 21 1,815 9 14 175 4,556

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 13 52 1,127 16 32 121 2,012
A Note on the Moments of the Skew-Normal Distribution 1 1 4 637 1 2 28 1,540
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 1 1 6 35 1 3 19 87
A note on optimal portfolios under regime–switching 0 0 1 37 0 0 6 65
A note on the absolute moments of the bivariate normal distribution 1 1 8 113 11 11 122 346
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 1 38 0 3 25 218
Asymmetric multivariate normal mixture GARCH 0 0 1 50 0 2 21 183
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 0 0 11 255
Do investors dislike kurtosis? 0 0 5 106 0 1 23 212
Improved duration-based backtesting of value-at-risk 0 3 8 10 0 3 21 25
Mixed Normal Conditional Heteroskedasticity 0 0 3 257 0 2 21 776
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 0 12 259
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 51 0 0 5 173
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 1 32 0 1 8 132
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 0 2 188 0 1 25 421
Stable mixture GARCH models 1 1 5 223 3 3 27 778
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 0 2 7 177
Time-varying mixture GARCH models and asymmetric volatility 0 0 0 29 2 2 20 147
Volatility Components and Long Memory-Effects Revisited 0 0 2 100 1 1 15 250
Total Journal Articles 9 20 99 3,268 35 69 537 8,056

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 1 10 25
Total Chapters 0 0 0 0 1 1 10 25

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Statistics updated 2026-09-10