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 0 0 0 90
A new stock-price bubble with stochastically deflating trajectories 1 1 1 8 1 1 1 22
A new stock-price bubble with stochastically deflating trajectories 0 1 1 31 2 3 8 73
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 4 31 0 0 13 23
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 1 2 12 88
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 1 359 0 2 9 1,711
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 1 2 4 68
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 1 26 1 5 14 87
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 0 2 150
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 0 0 2 268
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 1 127 0 0 5 267
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 0 0 6
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 66 66 0 4 59 59
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 1 4 78
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 1 80 6 16 65 95
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 217 0 0 1 568
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 0 0 0 0 7
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 0 2 122
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 1 1 1 243 1 1 5 537
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 0 130
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 0 0 6
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 71 0 0 1 205
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 0 0 3 104
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 0 1 1 18
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 0 0 0 121
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 1 175 0 0 4 385
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 1 82 0 0 4 161
Sup-ADF-style bubble detection methods under test 0 0 1 5 0 1 5 33
Sup-ADF-style bubble-detection methods under test 2 6 23 154 11 39 134 671
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 0 0 7
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 15 0 0 1 207
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 0 1 269
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 0 0 130
Total Working Papers 4 9 104 2,343 24 78 360 7,003

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 0 0 0 25
A new stock-price bubble with stochastically deflating trajectories 0 0 0 4 0 0 1 20
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 1 4 0 1 2 12
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 0 0 0 1 3
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 0 1 13
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 0 0 2 25
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 0 1 172
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 0 0 60
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 0 162
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 0 2 39
Identification of speculative bubbles using state-space models with Markov-switching 0 0 3 161 1 2 12 460
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 1 88 2 3 8 325
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 0 0 1
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 0 0 3
Lorenz ordering of generalized beta-II income distributions 0 0 1 50 0 0 1 180
Lorenz ordering of power-function order statistics 0 0 1 25 0 0 1 98
Markov-switching in target stocks during takeover bids 0 0 0 54 0 0 2 234
Periodically collapsing Evans bubbles and stock-price volatility 0 0 1 15 0 0 2 51
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 1 13 1 1 4 54
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 92 1 1 6 333
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 0 0 2 5 1 1 12 36
The Lorenz-ordering of Singh-Maddala income distributions 1 1 2 61 1 2 4 188
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 8 0 0 1 76
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 0 2 115
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 0 94 0 0 0 285
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 0 0 51
Total Journal Articles 1 1 13 810 7 11 65 3,076

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Statistics updated 2023-05-07