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 69 2 2 10 87
A new stock-price bubble with stochastically deflating trajectories 0 0 0 7 0 1 2 21
A new stock-price bubble with stochastically deflating trajectories 0 1 2 29 1 3 9 61
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 4 71 0 2 13 71
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 1 7 357 1 3 55 1,693
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 1 1 40 1 2 12 56
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 1 21 0 1 15 59
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 5 105 0 0 12 145
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 76 1 2 8 264
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 2 2 8 67
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 4 6 124 1 5 27 252
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 1 2 3 6
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 0 4 170
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 1 1 6 73
Identification of speculative bubbles using state-space models with Markov-switching 0 0 2 216 0 3 8 564
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 0 0 0 3 7
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 0 2 120
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 1 1 241 2 3 8 524
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 0 0 6
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 1 2 130
Periodically collapsing Evans bubbles and stock-price volatility 1 1 4 71 1 2 15 200
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 4 37 0 0 12 98
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 1 2 0 0 3 17
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 1 1 4 121
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 3 174 0 1 7 379
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 2 81 1 2 12 151
Sup-ADF-style bubble detection methods under test 0 0 0 3 3 3 10 17
Sup-ADF-style bubble-detection methods under test 1 7 17 120 11 46 184 471
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 0 2 7
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 2 2 2 267
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 15 2 2 9 206
The convergence of international interest rates prior to Monetary Union 0 0 0 19 0 0 1 127
Total Working Papers 2 16 60 2,107 34 92 468 6,437

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 3 3 4 5 23
A new stock-price bubble with stochastically deflating trajectories 0 1 1 3 2 3 3 18
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 2 2 2 0 6 6 6
Bayesian semiparametric multivariate stochastic volatility with application 0 1 5 5 0 2 8 8
Do individual index futures investors destabilize the underlying spot market? 0 0 1 4 1 1 4 20
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 1 1 2 168
Estimating the degree of interventionist policies in the run-up to EMU 0 1 1 9 0 1 3 60
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 1 2 37 1 2 6 159
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 0 3 37
Identification of speculative bubbles using state-space models with Markov-switching 0 2 6 156 1 3 17 441
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 1 1 7 84 3 3 10 311
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 0 1 1
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 0 1 1
Lorenz ordering of generalized beta-II income distributions 0 0 0 49 2 2 5 177
Lorenz ordering of power-function order statistics 0 0 0 23 2 2 4 95
Markov-switching in target stocks during takeover bids 0 1 3 54 0 2 5 230
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 13 0 0 0 47
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 1 12 0 0 5 49
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 2 91 0 0 9 326
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 0 1 54
Sup-ADF-style bubble-detection methods under test 0 2 2 2 4 11 11 11
The Lorenz-ordering of Singh-Maddala income distributions 0 0 1 59 0 0 2 184
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 8 1 1 3 72
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime 0 0 0 12 5 9 17 93
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 1 93 2 3 8 282
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 0 1 51
Total Journal Articles 1 12 35 785 28 56 140 2,924

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Statistics updated 2021-09-05