Haas, Markus
VIAF ID: 65810488 ( Personal )
Permalink: http://viaf.org/viaf/65810488
Preferred Forms
- 100 1 _ ‡a Haas, Markus
Works
Title | Sources |
---|---|
Dynamic mixture models for financial time series | |
Essays in Empirical Dynamic Asset Pricing: Methods and Applications in Foreign Exchange | |
Mixed normal conditional heteroskedasticity | |
Modeling and predicting market risk with Laplace-Gaussian mixture distributions | |
Multivariate normal mixture GARCH | |
Multivariate regime switching GARCH with an application to international stock markets |