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 3 92 0 1 7 130
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 0 1 128 0 2 3 445
Asymmetric multivariate normal mixture GARCH 0 0 3 230 0 1 4 436
Mixed normal conditional heteroskedasticity 0 0 0 109 0 1 3 212
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 2 185 0 0 5 744
Multivariate normal mixture GARCH 0 0 0 274 1 1 4 703
Multivariate regimeswitching GARCH with an application to international stock markets 0 0 2 465 0 0 4 801
Stable Mixture GARCH Models 0 0 0 36 0 0 4 104
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 0 0 185 0 1 7 332
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 0 2 4 35
Total Working Papers 0 0 11 1,794 1 9 46 4,382

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 1 12 38 1,076 3 15 66 1,894
A Note on the Moments of the Skew-Normal Distribution 0 2 19 633 3 10 36 1,515
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 1 3 29 1 3 13 69
A note on optimal portfolios under regime–switching 0 0 3 36 0 0 5 59
A note on the absolute moments of the bivariate normal distribution 0 1 5 105 9 28 34 233
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 1 193
Asymmetric multivariate normal mixture GARCH 0 0 0 49 0 1 1 162
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 0 119 0 1 2 244
Do investors dislike kurtosis? 0 0 5 101 0 1 11 189
Improved duration-based backtesting of value-at-risk 0 0 2 2 0 0 4 4
Mixed Normal Conditional Heteroskedasticity 0 0 4 254 1 2 12 756
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 0 0 31 0 0 1 124
Skew-Normal Mixture and Markov-Switching GARCH Processes 2 2 4 188 3 4 9 399
Stable mixture GARCH models 0 0 3 218 0 2 17 751
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 3 4 128
Volatility Components and Long Memory-Effects Revisited 0 0 1 98 0 0 3 235
Total Journal Articles 3 18 87 3,172 21 70 227 7,540

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06