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 5 102
A new stock-price bubble with stochastically deflating trajectories 0 0 0 33 0 0 12 91
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 0 7 30
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 2 3 36 0 3 16 49
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 3 3 10 99
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 0 363 1 3 9 1,739
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 2 2 11 84
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 1 3 15 112
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 0 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 13 285
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 1 1 10 180
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 0 10 18
Extracting stock-market bubbles from dividend futures 0 0 1 5 1 3 25 44
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 0 72 2 3 33 115
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 1 2 15 94
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 0 3 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 1 1 6 129
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 0 251 0 3 24 583
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 0 1 3 30 0 5 18 52
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 1 6 13
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 1 3 134
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 0 1 1 39 0 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 2 2 13 403
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 2 5 16 185
Sup-ADF-style bubble detection methods under test 0 0 0 7 1 4 31 77
Sup-ADF-style bubble-detection methods under test 0 0 0 176 1 8 45 864
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 1 9 20
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 1 1 10 223
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 0 13 284
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 0 10 144
Total Working Papers 0 4 8 2,436 20 65 525 7,952

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 0 11 40
A new stock-price bubble with stochastically deflating trajectories 0 0 1 8 0 3 15 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 12 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 2 5 32
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 2 2 13 76
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 2 167
Forecasting Inflation Uncertainty in the G7 Countries 0 1 1 6 0 1 16 60
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 4 16 2 11 65 122
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 0 1 1 1 3 23 24
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 1 1 4 95 2 2 22 360
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 1 1 5 7
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 1 1 1 55 3 4 14 253
Multi-Horizon Uniform Superior Predictive Ability Revisited 0 0 0 0 0 1 1 1
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 0 13 66
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 0 3 10 77
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 1 1 12 352
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 1 1 2 16 5 7 45 113
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 0 2 5 57
Total Journal Articles 3 4 16 879 18 48 424 3,723

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Statistics updated 2026-10-11