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 2 12 129
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 83 0 1 1 440
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 1 1 2 128 1 1 2 443
Asymmetric multivariate normal mixture GARCH 1 1 5 230 1 1 5 435
Mixed normal conditional heteroskedasticity 0 0 2 109 0 1 6 211
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 1 1 3 185 1 3 6 744
Multivariate normal mixture GARCH 0 0 2 274 0 0 2 699
Multivariate regimeswitching GARCH with an application to international stock markets 1 1 3 465 1 1 3 799
Stable Mixture GARCH Models 0 0 0 36 0 2 3 103
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 0 1 185 0 2 6 328
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 0 0 7 0 0 3 33
Total Working Papers 4 4 25 1,794 4 14 49 4,364

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 6 42 1,055 4 12 71 1,859
A Note on the Moments of the Skew-Normal Distribution 1 4 26 627 2 6 39 1,498
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 0 0 3 28 0 4 12 63
A note on optimal portfolios under regime–switching 1 1 4 36 1 2 6 59
A note on the absolute moments of the bivariate normal distribution 1 1 11 104 1 2 16 205
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 0 37 0 0 2 192
Asymmetric multivariate normal mixture GARCH 0 0 1 49 0 0 2 161
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 0 0 1 119 0 1 2 243
Do investors dislike kurtosis? 1 1 9 101 2 4 14 188
Improved duration-based backtesting of value-at-risk 2 2 2 2 2 4 4 4
Mixed Normal Conditional Heteroskedasticity 2 3 6 254 2 4 12 752
Modelling and predicting market risk with Laplace-Gaussian mixture distributions 0 0 0 62 1 1 1 246
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 0 2 185 1 2 6 394
Stable mixture GARCH models 0 1 7 218 0 8 26 748
The autocorrelation structure of the Markov-switching asymmetric power GARCH process 0 0 0 54 0 3 6 170
Time-varying mixture GARCH models and asymmetric volatility 0 0 2 29 0 0 6 124
Volatility Components and Long Memory-Effects Revisited 0 0 2 98 0 1 3 234
Total Journal Articles 9 19 118 3,140 16 54 229 7,432

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 0 14
Total Chapters 0 0 0 0 0 0 0 14

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Statistics updated 2025-05-12