Markus Haas - Dokumente zum Namen - alle Infos bei Yasni.de

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05 Markus HaasAkademie der Bildenden Künste Nürnberg

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05 Markus Haas. Page 2. ein Atlas, Installation. Holz, Baumwollgaze. Maße ... Text: Markus Haas ein Atlas verbindet die losen Enden eines Kosmos. Keine Markus Haas. Page 2. ein Atlas, Installation. Holz, Baumwollgaze. Maße ... Text: Markus Haas ein Atlas verbindet die losen Enden eines Kosmos. Keine ...

Mixed Normal Conditional Heteroskedasticity by Markus Haas, Stefan...

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Both unconditional mixed normal distributions and GARCH models with fat-tailed conditional distributions have been employed in the literature for modeling finan

Oral Diseases: Early View - Wiley Online Libraryonlinelibrary.wiley.com › toc

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Bernhard J. Jank, Julia Schnoell, Katharina Kladnik, Carmen Sparr, Markus Haas, Elisabeth Gurnhofer, Alexander L. Lein, Markus Brunner, Lukas Kenner, ...

File:Markus Haas (2018).jpg - Wikimedia Commons

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› F...

Markus Haas - Academia.edu

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Stable Mixture GARCH Models by Simon A. Broda, Markus Haas, Jochen...

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A new model class for univariate asset returns is proposed which involves the use of mixtures of stable Paretian distributions, and readily lends itself to use

Markus Haas - Home - ACM Digital Librarydl.acm.org › profile

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Markus Haas. Search within Markus Haas's work. SearchSearch. Home · Markus Haas. Markus Haas. Skip slideshow. Most frequent co-Author. Most cited colleague ...

Do Investors Dislike Kurtosis? by Markus Haas :: SSRN

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We show that decreasing absolute prudence implies kurtosis aversion. The

A New Approach to Markov-Switching GARCH Models by Markus Haas,...

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The use of Markov-switching models to capture the volatility dynamics of financial time series has grown considerably during past years, in part because they gi

Improved Duration-Based Backtesting of Value-at-Risk

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von M Haas · Zitiert von: 74 — Markus Haas · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals. › papers

Multivariate Normal Mixture GARCH by Markus Haas, Stefan Mittnik,...

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· We present a multivariate generalization of the mixed normal GARCH model proposed in Haas, Mittnik, and Paolella (2004a). Issues of ...

Asymmetric Multivariate Normal Mixture GARCH - SSRN Papers

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von M Haas · · Zitiert von: 54 — See all articles by Markus Haas · Markus Haas. University of Kiel - Faculty of Economics and Social Sciences. Stefan Mittnik. › sol3 › pap...

Time-Varying Mixture GARCH Models and Asymmetric Volatility by Markus...

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See all articles by Markus Haas · Markus Haas. University of Kiel - Faculty of Economics and Social Sciences. Jochen Krause. University of ...

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Person "Haas" (64)
Vorname "Markus" (61377)
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Dokumente zum Namen Markus Haas