Markus Haas

Finance · 2004–2009

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Markus Haas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. Stefan Mittnik
  4. Geoffrey J. McLachlan
  5. C. Wong
  6. Ole E. Barndorff-Nielsen
  7. Hirotogu Akaike
  8. Stuart Geman
  9. Alan E. Gelfand
  10. Luc Bauwens

Who trusts Markus Haas overall

  1. Timo Teräsvirta
  2. Rania Jammazi
  3. David Ardia
  4. David E. Rapach
  5. Keith Kuester
  6. Jan S. Henneke
  7. Luc Bauwens
  8. Jack Strauss
  9. Stefan Mittnik
  10. Marc S. Paolella

Papers from Markus Haas's perspective

Ordered by how strongly the researchers Markus Haas trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Behavior of Stock-Market Prices
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Information Theory and an Extension of the Maximum Likelihood Principle
  5. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  6. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
  7. Mixture models : inference and applications to clustering
  8. Sampling-Based Approaches to Calculating Marginal Densities
  9. Estimating the Dimension of a Model
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers