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 1 4 8 101
A new stock-price bubble with stochastically deflating trajectories 0 0 1 33 4 6 9 86
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 4 5 5 28
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 1 33 4 7 9 41
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 1 3 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 1 1 4 1,731
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 2 3 5 76
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 4 7 9 105
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 2 5 6 159
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 6 8 10 279
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 5 9 9 76
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 0 127 4 8 12 280
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 5 7 8 178
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 5 5 8 15
Extracting stock-market bubbles from dividend futures 0 0 2 4 6 10 20 31
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 1 72 18 23 28 106
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 4 8 8 87
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 6 10 17 153
Identification of speculative bubbles using state-space models with Markov-switching 0 0 0 219 10 16 19 590
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 1 2 4 4 12
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 1 3 3 126
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 3 251 5 13 22 573
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 0 0 3 27 3 5 14 40
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 1 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 2 6 8 214
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 4 6 8 114
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 0 0 2 2 5 5 23
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 0 9 2 2 3 125
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 176 1 6 10 398
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 83 2 4 10 173
Sup-ADF-style bubble detection methods under test 0 0 0 7 5 14 19 62
Sup-ADF-style bubble-detection methods under test 0 0 4 176 5 28 42 850
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 1 2 5 13
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 2 7 9 279
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 16 5 6 8 219
The convergence of international interest rates prior to Monetary Union 0 0 0 20 6 8 11 142
Total Working Papers 0 0 16 2,428 141 267 381 7,718

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 4 6 7 36
A new stock-price bubble with stochastically deflating trajectories 0 0 1 7 2 4 9 34
An approach to increasing forecast‐combination accuracy through VAR error modeling 0 0 0 4 3 7 9 21
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 3 3 6 13
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 2 7 7 23
Do individual index futures investors destabilize the underlying spot market? 0 0 0 4 1 1 4 29
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 4 6 6 180
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 6 7 10 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 8 9 10 53
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 5 13 6 12 38 75
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts 0 1 1 1 8 12 14 14
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 174 15 21 27 511
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 1 3 92 6 8 13 348
Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes 0 0 0 0 1 1 4 5
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 2 9 9 14
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 2 3 5 186
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 7 7 9 247
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 2 5 6 58
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 0 15 1 1 7 69
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 0 95 4 5 6 346
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 1 3 3 58
Sup-ADF-style bubble-detection methods under test 0 1 4 15 6 17 27 86
The Lorenz-ordering of Singh-Maddala income distributions 0 0 2 63 1 2 5 194
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 10 4 7 8 89
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime 0 0 0 12 4 4 6 124
Volatility regime-switching in European exchange rates prior to monetary unification 1 1 1 96 2 2 4 293
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 1 2 3 55
Total Journal Articles 1 4 18 868 106 172 265 3,496

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Statistics updated 2026-02-12