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 7 102
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 0 2 13 91
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 1 7 30
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 34 1 2 14 47
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 0 0 7 96
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 0 363 0 1 6 1,736
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 10 82
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 2 2 14 111
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 0 6 159
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 1 1 14 284
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 0 11 78
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 0 0 15 285
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 0 10 18
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 0 9 179
Extracting stock-market bubbles from dividend futures 0 0 1 5 1 3 23 42
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 1 72 1 3 32 113
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 13 92
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 1 4 27 168
Identification of speculative bubbles using state-space models with Markov-switching 0 0 0 219 0 0 20 593
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 0 1 6 14
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 0 5 128
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 0 251 0 2 23 580
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 1 1 3 30 3 3 17 50
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 1 2 6 13
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 1 1 3 134
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 1 4 17 225
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 1 1 12 118
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 0 0 7 25
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 0 0 6 129
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 0 1 11 401
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 1 4 12 181
Sup-ADF-style bubble detection methods under test 0 0 0 7 0 2 29 73
Sup-ADF-style bubble-detection methods under test 0 0 0 176 0 1 38 856
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 0 8 19
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 0 14 284
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 0 0 10 222
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 0 11 144
Total Working Papers 1 1 7 2,433 15 41 493 7,902

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 1 11 40
A new stock-price bubble with stochastically deflating trajectories 0 1 2 8 2 5 17 43
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 0 0 12 25
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 1 2 13 21
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 0 10 26
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 1 1 4 31
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 1 1 14 188
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 0 12 74
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 3 167
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 1 16 59
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 5 16 4 18 65 115
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 0 1 1 0 0 20 21
Identification of speculative bubbles using state-space models with Markov-switching 0 1 2 175 0 3 37 525
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 3 94 0 2 20 358
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 1 4 6
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 0 11 16
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 1 1 7 190
Lorenz ordering of power-function order statistics 0 0 0 25 1 2 7 105
Markov-switching in target stocks during takeover bids 0 0 0 54 1 1 12 250
Multi-Horizon Uniform Superior Predictive Ability Revisited 0 0 0 0 0 0 0 0
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 2 14 66
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 1 4 9 75
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 0 1 11 351
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 1 4 59
Sup-ADF-style bubble-detection methods under test 0 0 1 15 1 2 40 107
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 1 4 196
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 0 2 15 96
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 2 8 127
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 1 96 0 1 8 298
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 1 1 4 56
Total Journal Articles 0 2 15 875 16 56 412 3,691

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Statistics updated 2026-08-07