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 6 102
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 0 0 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 2 2 3 36 2 4 16 49
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 2 2 8 1,738
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 9 82
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 2 14 111
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 0 5 159
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 1 2 14 285
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 2 24 43
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 0 72 0 2 31 113
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 1 1 14 93
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 2 4 29 170
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 0 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 3 5 25 583
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 0 1 3 30 2 5 18 52
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 1 3 134
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 1 6 13
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 0 1 17 225
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 1 1 1 39 3 4 15 121
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 0 11 401
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 2 5 14 183
Sup-ADF-style bubble detection methods under test 0 0 0 7 3 4 32 76
Sup-ADF-style bubble-detection methods under test 0 0 0 176 7 7 44 863
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 1 1 9 20
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 3 4 9 2,436 30 54 515 7,932

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 1 4 18 44
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 0 1 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 0 1 4 31
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 1 14 188
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 0 11 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 1 1 1 6 1 1 16 60
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 5 16 5 14 67 120
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 0 1 1 2 2 22 23
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 175 0 0 35 525
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 3 94 0 0 20 358
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 0 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 0 1 7 190
Lorenz ordering of power-function order statistics 0 0 0 25 0 1 7 105
Markov-switching in target stocks during takeover bids 0 0 0 54 0 1 12 250
Multi-Horizon Uniform Superior Predictive Ability Revisited 0 0 0 0 1 1 1 1
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 1 14 66
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 2 4 11 77
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 0 4 59
Sup-ADF-style bubble-detection methods under test 0 0 1 15 1 2 40 108
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 0 4 196
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 0 0 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 0 1 8 127
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 1 96 0 0 8 298
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 1 2 5 57
Total Journal Articles 1 2 15 876 14 40 418 3,705

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Statistics updated 2026-09-10