Access Statistics for Bernd Wilfling

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new combination approach to reducing forecast errors with an application to volatility forecasting 0 0 0 70 0 0 1 94
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 0 1 23
A new stock-price bubble with stochastically deflating trajectories 0 0 1 32 0 0 2 77
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 1 1 2 33 1 1 4 33
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 0 0 0 89
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 2 363 0 2 5 1,730
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 1 72
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 0 1 97
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 0 1 153
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 0 0 1 270
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 0 0 67
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 0 0 1 269
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 0 0 170
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 1 2 8
Extracting stock-market bubbles from dividend futures 1 1 4 4 2 5 19 19
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 1 71 0 1 5 80
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 0 79
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 0 2 10 141
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 219 0 1 4 573
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 0 0 0 8
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 0 1 123
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 2 248 0 1 9 553
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 2 3 4 27 2 5 11 31
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 0 0 7
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 1 131
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 1 1 2 208
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 0 0 1 106
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 0 0 0 18
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 1 1 2 123
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 1 1 2 390
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 1 83 0 5 7 169
Sup-ADF-style bubble detection methods under test 0 0 0 7 1 1 4 44
Sup-ADF-style bubble-detection methods under test 0 3 8 176 3 7 33 817
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 2 3 11
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 0 1 270
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 1 16 0 0 4 212
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 0 2 133
Total Working Papers 4 8 27 2,423 12 37 141 7,398

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A nesting framework for Markov-switching GARCH modelling with an application to the German stock market 0 0 0 4 0 0 2 29
A new stock-price bubble with stochastically deflating trajectories 0 0 2 6 0 0 4 26
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 0 1 1 13
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 1 2 0 0 3 8
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 0 1 16
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 0 2 2 27
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 0 0 174
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 0 1 61
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 1 164
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 0 3 43
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 1 5 11 0 6 21 46
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 0 0 0 1 1 1 1
Identification of speculative bubbles using state-space models with Markov-switching 0 0 4 173 1 1 13 488
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 2 91 1 1 3 338
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 0 1 2
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 0 1 5
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 0 0 1 181
Lorenz ordering of power-function order statistics 0 0 0 25 0 0 0 98
Markov-switching in target stocks during takeover bids 0 0 0 54 0 0 1 238
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 0 0 52
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 1 2 3 64
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 0 0 1 340
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 0 0 55
Sup-ADF-style bubble-detection methods under test 1 2 4 13 4 7 17 66
The Lorenz-ordering of Singh-Maddala income distributions 0 1 2 63 0 1 3 191
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 2 10 0 0 3 81
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime 0 0 0 12 1 1 3 119
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 0 95 0 1 2 290
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 0 1 52
Total Journal Articles 1 4 22 859 9 24 93 3,268

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Statistics updated 2025-07-04