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 1 70 0 0 3 93
A new stock-price bubble with stochastically deflating trajectories 0 0 1 32 0 0 2 77
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 0 1 23
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 32 0 1 3 32
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 0 0 0 89
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 2 362 0 0 7 1,727
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 1 71
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 0 0 96
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 0 1 153
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 1 1 1 270
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 0 127 1 1 1 269
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 1 1 7
Extracting stock-market bubbles from dividend futures 0 0 2 2 0 2 11 11
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 1 2 71 0 2 7 78
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 1 79
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 1 2 17 137
Identification of speculative bubbles using state-space models with Markov-switching 0 1 1 219 1 2 3 572
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 0 0 0 8
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 1 1 123
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 1 3 248 1 2 10 552
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 0 0 3 24 0 2 9 26
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 1 1 131
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 0 0 7
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 0 0 0 206
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 0 0 1 106
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 0 0 0 18
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 0 1 1 122
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 1 1 1 389
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 1 83 0 0 1 163
Sup-ADF-style bubble detection methods under test 0 0 1 7 0 1 4 43
Sup-ADF-style bubble-detection methods under test 0 0 9 172 1 5 61 809
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 1 1 1 9
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 1 1 270
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 1 16 0 0 4 211
The convergence of international interest rates prior to Monetary Union 0 0 0 20 2 2 2 133
Total Working Papers 0 3 28 2,412 10 30 158 7,347

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 1 4 0 0 3 29
A new stock-price bubble with stochastically deflating trajectories 0 0 2 6 0 0 3 25
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 0 0 0 12
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 1 2 0 1 2 7
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 1 1 16
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 0 0 0 25
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 0 0 174
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 1 1 1 61
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 1 164
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 1 4 43
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 1 2 6 9 2 5 29 39
Identification of speculative bubbles using state-space models with Markov-switching 0 1 6 173 3 5 17 487
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 0 89 0 0 3 335
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 1 5
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 0 0 1 181
Lorenz ordering of power-function order statistics 0 0 0 25 0 0 0 98
Markov-switching in target stocks during takeover bids 0 0 0 54 0 0 2 238
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 0 1 52
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 1 15 0 0 4 62
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 0 1 1 340
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 4 11 0 4 15 59
The Lorenz-ordering of Singh-Maddala income distributions 1 1 1 62 1 1 2 190
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 2 10 0 0 3 81
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 3 118
Volatility regime-switching in European exchange rates prior to monetary unification 0 0 1 95 0 0 4 289
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 1 1 52
Total Journal Articles 2 4 25 852 7 21 102 3,238

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Statistics updated 2025-03-03