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 4 93 1 2 8 132
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 83 1 1 2 441
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 0 1 128 1 1 4 446
Asymmetric multivariate normal mixture GARCH 0 0 3 230 2 4 8 440
Mixed normal conditional heteroskedasticity 0 0 0 109 2 4 7 216
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 2 185 1 2 6 746
Multivariate normal mixture GARCH 0 0 0 274 2 6 9 708
Multivariate regimeswitching GARCH with an application to international stock markets 1 1 2 466 5 8 11 809
Stable Mixture GARCH Models 0 0 0 36 0 0 3 104
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 2 2 187 1 5 12 337
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 0 0 3 35
Total Working Papers 1 4 14 1,798 16 33 73 4,414

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 2 5 34 1,080 3 14 66 1,905
A Note on the Moments of the Skew-Normal Distribution 0 0 15 633 1 8 35 1,520
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 1 4 30 0 4 16 72
A note on optimal portfolios under regime–switching 0 0 3 36 0 1 6 60
A note on the absolute moments of the bivariate normal distribution 1 3 7 108 26 73 96 297
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 1 2 194
Asymmetric multivariate normal mixture GARCH 0 1 1 50 1 3 4 165
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 1 1 3 245
Do investors dislike kurtosis? 1 3 7 104 1 3 12 192
Improved duration-based backtesting of value-at-risk 1 2 4 4 1 3 7 7
Mixed Normal Conditional Heteroskedasticity 0 0 4 254 0 2 11 757
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 0 0 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 1 1 32 2 3 3 127
Skew-Normal Mixture and Markov-Switching GARCH Processes 0 2 4 188 1 7 13 403
Stable mixture GARCH models 0 1 4 219 2 4 20 755
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 0 2 5 129
Volatility Components and Long Memory-Effects Revisited 0 1 2 99 0 1 4 236
Total Journal Articles 5 20 90 3,189 39 130 310 7,649

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 2 3 17
Total Chapters 0 0 0 0 2 2 3 17

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Statistics updated 2025-12-06