Markus Haas

Available identifiers

zbMath Open haas.markusMaRDI QIDQ528151

List of research outcomes

Publication	Date of Publication	Type
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns	2023-03-30	Paper
Stable mixture GARCH models	2017-05-12	Paper
Skew-Normal Mixture and Markov-Switching GARCH Processes	2010-12-21	Paper
Asymmetric multivariate normal mixture GARCH	2010-03-30	Paper
Value-at-risk via mixture distributions reconsidered	2009-11-23	Paper
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes	2009-07-29	Paper
Portfolio Selection with Common Correlation Mixture Models	2009-02-26	Paper
The autocorrelation structure of the Markov-switching asymmetric power GARCH process	2008-09-17	Paper
Volatility Components and Long Memory-Effects Revisited	2008-04-04	Paper

Research outcomes over time

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