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 1 3 7 100
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 1 1 1 24
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 1 3 5 82
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 33 3 4 6 37
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 1 2 2 91
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 1 363 0 0 3 1,730
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 1 3 74
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 2 4 5 101
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 1 3 4 157
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 2 2 4 273
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 2 4 4 71
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 2 4 8 276
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 2 4 10
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 1 3 3 173
Extracting stock-market bubbles from dividend futures 0 0 2 4 2 6 15 25
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 2 72 2 6 12 88
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 1 4 4 83
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 1 6 12 147
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 219 2 7 10 580
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 2 2 2 10
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 1 2 3 125
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 4 251 8 9 18 568
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 0 0 3 27 2 3 12 37
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 1 131
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 2 2 2 9
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 2 4 6 212
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 1 4 4 110
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 1 3 3 21
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 0 0 2 123
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 3 7 9 397
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 1 2 8 171
Sup-ADF-style bubble detection methods under test 0 0 0 7 7 11 14 57
Sup-ADF-style bubble-detection methods under test 0 0 4 176 19 26 39 845
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 1 4 12
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 2 6 8 277
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 0 1 3 214
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 2 5 136
Total Working Papers 0 0 19 2,428 76 150 255 7,577

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 1 3 3 32
A new stock-price bubble with stochastically deflating trajectories 0 0 1 7 0 3 7 32
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 2 5 6 18
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 0 1 3 10
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 3 5 6 21
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 0 1 3 28
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 2 2 176
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 1 1 4 64
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 1 165
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 1 3 45
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 1 5 13 2 12 33 69
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 1 1 1 1 4 5 6 6
Identification of speculative bubbles using state-space models with Markov-switching 0 0 2 174 2 6 13 496
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 1 3 92 0 4 7 342
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 2 3 4
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 7 7 7 12
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 1 1 3 184
Lorenz ordering of power-function order statistics 0 0 0 25 1 2 2 100
Markov-switching in target stocks during takeover bids 0 0 0 54 0 1 2 240
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 2 3 4 56
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 0 1 6 68
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 1 2 2 342
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 2 2 57
Sup-ADF-style bubble-detection methods under test 1 1 4 15 7 12 24 80
The Lorenz-ordering of Singh-Maddala income distributions 0 0 2 63 1 1 4 193
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 1 4 4 85
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime 0 0 0 12 0 1 2 120
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 0 95 0 1 2 291
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 2 3 54
Total Journal Articles 2 4 18 867 36 91 167 3,390

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Statistics updated 2026-01-09