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 3 6 33 1 4 10 44
Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts 0 0 0 76 0 0 6 370
Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts 0 1 3 121 1 3 3 413
Asymmetric multivariate normal mixture GARCH 0 1 3 216 1 13 18 400
Mixed normal conditional heteroskedasticity 0 1 1 85 1 6 9 150
Modeling and predicting market risk with Laplace-Gaussian mixture distributions 0 1 5 170 1 6 26 662
Multivariate normal mixture GARCH 0 0 0 255 0 14 15 658
Multivariate regimeswitching GARCH with an application to international stock markets 1 1 2 434 1 2 8 740
Stable Mixture GARCH Models 0 1 1 23 3 6 9 71
Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets 0 5 15 114 3 11 39 182
Time-Varying Mixture GARCH Models and Asymmetric Volatility 0 2 2 2 0 2 2 2
Total Working Papers 1 16 38 1,529 12 67 145 3,692


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 9 15 51 707 14 33 91 1,202
A Note on the Moments of the Skew-Normal Distribution 0 13 40 452 8 31 129 1,136
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns 4 18 51 60 12 47 129 145
A note on optimal portfolios under regime–switching 0 1 2 18 0 1 3 31
A note on the absolute moments of the bivariate normal distribution 2 5 12 26 5 10 31 55
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts 0 0 1 36 1 1 3 173
Asymmetric multivariate normal mixture GARCH 0 0 0 43 0 2 4 141
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations 1 1 4 108 2 2 7 216
Do investors dislike kurtosis? 0 1 7 69 0 2 15 119
Mixed Normal Conditional Heteroskedasticity 1 1 6 221 3 5 16 675
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 0 7 171 2 4 15 339
Stable mixture GARCH models 0 1 3 178 9 16 37 592
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 24 1 3 10 91
Volatility Components and Long Memory-Effects Revisited 0 0 2 95 0 0 2 223
Total Journal Articles 17 57 188 2,401 57 157 496 5,796


Statistics updated 2019-10-05