Browsing All of EconStor by Author Haas, Markus
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2002 | Mixed normal conditional heteroskedasticity | Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
2004 | Assessing Central Bank Credibility During the EMS Crises : Comparing Option and Spot Market-Based Forecasts | Haas, Markus; Mittnik, Stefan; Mizrach, Bruce |
2005 | Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts | Haas, Markus; Mittnik, Stefan; Mizrach, Bruce |
2005 | Modeling and predicting market risk with Laplace-Gaussian mixture distributions | Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
2006 | Multivariate normal mixture GARCH | Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
2008 | Asymmetric multivariate normal mixture GARCH | Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
2008 | Multivariate regimeswitching GARCH with an application to international stock markets | Haas, Markus; Mittnik, Stefan |
2015 | Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets | Haas, Markus; Liu, Ji-Chun |
2016 | A note on optimal portfolios under regime-switching | Haas, Markus |