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 2 8 101
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 5 5 28
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 1 6 10 87
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 33 0 7 9 41
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 0 2 3 92
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 0 1 363 0 1 4 1,731
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 1 3 6 77
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 1 7 10 106
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 3 6 159
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 2 10 11 281
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 7 9 76
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 1 7 12 281
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 6 8 178
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 1 6 9 16
Extracting stock-market bubbles from dividend futures 0 0 2 4 2 10 22 33
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 1 72 0 20 28 106
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 3 8 11 90
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 7 14 23 160
Identification of speculative bubbles using state-space models with Markov-switching 0 0 0 219 1 13 19 591
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 0 4 4 12
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 2 3 126
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 3 251 1 14 22 574
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 1 1 4 28 3 8 17 43
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 3 3 10
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 0 131
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 72 0 4 8 214
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 0 5 8 114
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 1 4 6 24
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 0 2 3 125
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 1 5 10 399
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 1 4 11 174
Sup-ADF-style bubble detection methods under test 0 0 0 7 0 12 19 62
Sup-ADF-style bubble-detection methods under test 0 0 4 176 3 27 44 853
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 2 3 6 15
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 2 7 10 221
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 1 5 10 280
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 6 9 142
Total Working Papers 1 1 17 2,429 35 252 406 7,753

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 2 7 9 38
A new stock-price bubble with stochastically deflating trajectories 0 0 1 7 2 4 11 36
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 1 6 10 22
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 0 3 6 13
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 1 6 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 0 4 6 180
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 7 9 70
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 9 11 54
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 4 13 8 16 44 83
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 1 1 1 1 13 15 15
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 174 3 20 27 514
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 3 92 3 9 16 351
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 0 1 4 5
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 1 10 10 15
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 1 4 6 187
Lorenz ordering of power-function order statistics 0 0 0 25 0 1 2 100
Markov-switching in target stocks during takeover bids 0 0 0 54 2 9 11 249
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 4 6 58
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 0 1 7 69
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 1 6 7 347
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 1 4 15 4 17 31 90
The Lorenz-ordering of Singh-Maddala income distributions 0 0 1 63 1 3 5 195
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 2 7 10 91
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 1 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 0 3 16 868 35 177 293 3,531

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04