Concepedia

Markus Haas

MH

Statistics

Publications

14

Citations

967

H-Index

12

Active since

2004

Affiliations

University of Zurich(Current)

Ifo Institute for Economic Research

Swiss Finance Institute

Christian-Albrechts-Universität zu Kiel

Ludwig-Maximilians-Universität München

Markus Haas is an author at University of Zurich specializing in finance, economics, and business.

Publications per year

2004–2018

14

Publications

14

A New Approach to Markov-Switching GARCH Models

Markus Haas · Journal of Financial Econometrics · 2004 · 568 citations

, , +17

A New Approach to Markov-Switching GARCH Models

Markus Haas, Stefan Mittnik, Marc S. Paolella · SSRN Electronic Journal · 2004 · 73 citations · Full text

, , +17

Stable mixture GARCH models

Simon A. Broda, Markus Haas, Jochen Krause et al. · Journal of Econometrics · 2012 · 61 citations

, , +17

Asymmetric multivariate normal mixture GARCH

Markus Haas, Stefan Mittnik, Marc S. Paolella · Computational Statistics & Data Analysis · 2008 · 46 citations

, , +5

Value-at-Risk via mixture distributions reconsidered

Markus Haas · Applied Mathematics and Computation · 2009 · 38 citations

, , +12

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