Markus Haas

1.1k total citations
25 papers, 670 citations indexed

About

Markus Haas is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Markus Haas has authored 25 papers receiving a total of 670 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 17 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Markus Haas's work include Financial Risk and Volatility Modeling (20 papers), Market Dynamics and Volatility (15 papers) and Complex Systems and Time Series Analysis (8 papers). Markus Haas is often cited by papers focused on Financial Risk and Volatility Modeling (20 papers), Market Dynamics and Volatility (15 papers) and Complex Systems and Time Series Analysis (8 papers). Markus Haas collaborates with scholars based in Germany, Switzerland and China. Markus Haas's co-authors include Marc S. Paolella, Stefan Mittnik and Bruce Mizrach and has published in prestigious journals such as Journal of Econometrics, Applied Mathematics and Computation and Computational Statistics & Data Analysis.

In The Last Decade

Markus Haas

25 papers receiving 641 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Markus Haas Germany	11	553	456	216	84	59	25	670
Patrick Gagliardini Switzerland	14	618 1.1×	441 1.0×	236 1.1×	111 1.3×	104 1.8×	75	851
Gabriele Fiorentini Spain	13	548 1.0×	535 1.2×	419 1.9×	151 1.8×	47 0.8×	47	832
Giorgio Calzolari Italy	13	350 0.6×	299 0.7×	248 1.1×	161 1.9×	62 1.1×	52	565
Jeroen V.K. Rombouts Canada	17	625 1.1×	547 1.2×	255 1.2×	171 2.0×	93 1.6×	48	879
Dominik Wied Germany	15	391 0.7×	379 0.8×	170 0.8×	195 2.3×	69 1.2×	72	660
Roel C. A. Oomen United Kingdom	14	619 1.1×	523 1.1×	182 0.8×	42 0.5×	59 1.0×	41	757
Nour Meddahi Canada	15	1.2k 2.2×	850 1.9×	383 1.8×	110 1.3×	98 1.7×	32	1.3k
Daniel Straumann Switzerland	6	537 1.0×	319 0.7×	155 0.7×	164 2.0×	57 1.0×	8	621
Edoardo Otranto Italy	13	356 0.6×	467 1.0×	154 0.7×	24 0.3×	40 0.7×	40	579
Ioannis D. Vrontos Greece	13	488 0.9×	393 0.9×	193 0.9×	65 0.8×	122 2.1×	49	640

Countries citing papers authored by Markus Haas

Since Specialization

Citations

This map shows the geographic impact of Markus Haas's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Markus Haas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Markus Haas more than expected).

Fields of papers citing papers by Markus Haas

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Markus Haas. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Markus Haas. The network helps show where Markus Haas may publish in the future.

Co-authorship network of co-authors of Markus Haas

This figure shows the co-authorship network connecting the top 25 collaborators of Markus Haas. A scholar is included among the top collaborators of Markus Haas based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Markus Haas. Markus Haas is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Haas, Markus, et al.. (2018). A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns. Studies in Nonlinear Dynamics and Econometrics. 22(3). 12 indexed citations

Haas, Markus, et al.. (2013). Time-varying mixture GARCH models and asymmetric volatility. The North American Journal of Economics and Finance. 26. 602–623. 21 indexed citations

Haas, Markus, et al.. (2013). Time-Varying Mixture GARCH Models and Asymmetric Volatility. SSRN Electronic Journal. 2 indexed citations

Haas, Markus. (2012). A Note on the Moments of the Skew-Normal Distribution. Economics bulletin. 32(4). 3306–3312. 1 indexed citations

Haas, Markus, et al.. (2012). Stable mixture GARCH models. Journal of Econometrics. 172(2). 292–306. 35 indexed citations

Haas, Markus, et al.. (2011). Stable Mixture GARCH Models. SSRN Electronic Journal. 9 indexed citations

Haas, Markus. (2009). Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes. Statistics & Probability Letters. 79(15). 1674–1683. 4 indexed citations

Haas, Markus. (2009). Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations. Finance research letters. 7(2). 86–97. 4 indexed citations

Haas, Markus & Stefan Mittnik. (2008). Multivariate regimeswitching GARCH with an application to international stock markets. Publication Server of Goethe University Frankfurt am Main (Goethe University Frankfurt). 10 indexed citations

10.

Haas, Markus. (2008). The autocorrelation structure of the Markov-switching asymmetric power GARCH process. Statistics & Probability Letters. 78(12). 1480–1489. 2 indexed citations

11.

Haas, Markus, Stefan Mittnik, & Marc S. Paolella. (2008). Asymmetric multivariate normal mixture GARCH. Computational Statistics & Data Analysis. 53(6). 2129–2154. 34 indexed citations

12.

Haas, Markus. (2008). Modelling skewness and kurtosis with the skewed Gauss–Laplace sum distribution. Applied Economics Letters. 16(12). 1277–1283. 4 indexed citations

13.

Haas, Markus. (2007). Do investors dislike kurtosis. Economics bulletin. 7(2). 1–9. 9 indexed citations

14.

Haas, Markus. (2007). Volatility Components and Long Memory-Effects Revisited. Studies in Nonlinear Dynamics and Econometrics. 11(2). 10 indexed citations

15.

Haas, Markus, Stefan Mittnik, & Marc S. Paolella. (2006). Modelling and predicting market risk with Laplace–Gaussian mixture distributions. Applied Financial Economics. 16(15). 1145–1162. 23 indexed citations

16.

Haas, Markus, Stefan Mittnik, & Bruce Mizrach. (2006). Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts. Journal of Financial Stability. 2(1). 28–54. 12 indexed citations

17.

Haas, Markus, Stefan Mittnik, & Marc S. Paolella. (2006). Multivariate Normal Mixture GARCH. SSRN Electronic Journal. 4 indexed citations

18.

Haas, Markus, Stefan Mittnik, & Marc S. Paolella. (2004). Mixed Normal Conditional Heteroskedasticity. SSRN Electronic Journal. 5 indexed citations

19.

Haas, Markus, Stefan Mittnik, & Marc S. Paolella. (2004). A New Approach to Markov-Switching GARCH Models. SSRN Electronic Journal. 54 indexed citations

20.

Haas, Markus. (2004). A New Approach to Markov-Switching GARCH Models. Journal of Financial Econometrics. 2(4). 493–530. 362 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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