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| 2009 | ||
|---|---|---|
| 3 | Markus Haas, Christian Pigorsch: Financial Economics, Fat-Tailed Distributions. Encyclopedia of Complexity and Systems Science 2009: 3404-3435 | |
| 2 | Markus Haas: Value-at-Risk via mixture distributions reconsidered. Applied Mathematics and Computation 215(6): 2103-2119 (2009) | |
| 1 | Markus Haas, Stefan Mittnik, Marc S. Paolella: Asymmetric multivariate normal mixture GARCH. Computational Statistics & Data Analysis 53(6): 2129-2154 (2009) | |
| 1 | Stefan Mittnik | [1] |
| 2 | Marc S. Paolella | [1] |
| 3 | Christian Pigorsch | [3] |
Colors in the list of coauthors
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