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 1 7 101
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 0 5 10 87
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 4 5 28
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 33 1 5 10 42
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 3 4 6 95
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 3 1,731
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 3 6 8 80
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 5 9 106
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 2 6 159
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 0 8 11 281
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 5 9 76
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 0 5 12 281
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 6 9 16
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 5 8 178
Extracting stock-market bubbles from dividend futures 1 1 2 5 3 11 22 36
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 1 72 0 18 27 106
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 7 11 90
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 2 15 23 162
Identification of speculative bubbles using state-space models with Markov-switching 0 0 0 219 2 13 21 593
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 0 2 4 12
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 1 3 126
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 3 251 1 7 23 575
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 1 2 5 29 3 9 20 46
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 0 131
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 1 3 10
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 3 5 10 217
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 1 5 9 115
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 0 3 6 24
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 1 3 4 126
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 0 2 10 399
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 1 4 11 175
Sup-ADF-style bubble detection methods under test 0 0 0 7 2 7 21 64
Sup-ADF-style bubble-detection methods under test 0 0 3 176 0 8 43 853
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 3 6 15
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 1 8 10 222
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 3 10 280
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 6 9 142
Total Working Papers 2 3 16 2,431 27 203 419 7,780

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 6 9 38
A new stock-price bubble with stochastically deflating trajectories 0 0 1 7 0 4 10 36
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 1 5 11 23
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 2 5 7 15
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 3 8 24
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 0 1 4 29
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 2 6 8 182
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 2 8 11 72
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 1 165
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 1 10 12 55
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 1 1 4 14 7 21 50 90
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 0 1 1 1 10 16 16
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 174 3 21 30 517
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 1 92 0 9 14 351
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 1 3 5
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 3 10 15
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 0 3 6 187
Lorenz ordering of power-function order statistics 0 0 0 25 1 1 3 101
Markov-switching in target stocks during takeover bids 0 0 0 54 0 9 11 249
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 2 6 58
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 1 2 8 70
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 2 7 9 349
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 1 3 58
Sup-ADF-style bubble-detection methods under test 0 0 4 15 12 22 43 102
The Lorenz-ordering of Singh-Maddala income distributions 0 0 1 63 0 2 5 195
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 1 7 11 92
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 4 6 124
Volatility regime-switching in European exchange rates prior to monetary unification 0 1 1 96 0 3 5 294
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 1 3 55
Total Journal Articles 1 2 14 869 36 177 323 3,567

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Statistics updated 2026-04-09