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 2 4 30 1 4 10 40
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 76 0 0 7 370
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 5 120 0 0 0 410
Asymmetric multivariate normal mixture GARCH 0 0 2 215 0 0 5 387
Mixed normal conditional heteroskedasticity 0 0 0 84 0 1 4 144
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 5 169 0 3 28 656
Multivariate normal mixture GARCH 0 0 0 255 0 1 1 644
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 1 433 1 2 6 738
Stable Mixture GARCH Models 0 0 0 22 0 0 3 65
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 3 14 109 3 12 48 171
Total Working Papers 0 5 31 1,513 5 23 112 3,625

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 8 19 54 692 11 25 83 1,169
A Note on the Moments of the Skew-Normal Distribution 2 12 39 439 7 30 124 1,105
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 5 11 42 42 6 25 98 98
A note on optimal portfolios under regime–switching 1 1 2 17 1 1 5 30
A note on the absolute moments of the bivariate normal distribution 0 3 10 21 1 5 27 45
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 1 1 36 0 1 2 172
Asymmetric multivariate normal mixture GARCH 0 0 0 43 0 1 2 139
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 1 1 8 107 1 2 10 214
Do investors dislike kurtosis? 0 3 7 68 0 4 16 117
Mixed Normal Conditional Heteroskedasticity 0 3 7 220 1 6 14 670
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 61 0 0 0 236
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution 0 0 0 49 0 0 1 159
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes 0 0 0 30 0 0 2 114
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 1 8 171 0 1 12 335
Stable mixture GARCH models 0 2 4 177 3 9 37 576
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 53 0 0 1 149
Time-varying mixture GARCH models and asymmetric volatility 0 1 2 23 0 1 11 88
Volatility Components and Long Memory-Effects Revisited 0 0 2 95 0 0 2 223
Total Journal Articles 17 58 186 2,344 31 111 447 5,639

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Statistics updated 2019-07-03