The following pages link to Markus Haas (Q528151):
Displaying 9 items.
- Stable mixture GARCH models (Q528154) (← links)
- The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- Volatility Components and Long Memory-Effects Revisited (Q5452773) (← links)