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 69 2 4 7 80
A new stock-price bubble with stochastically deflating trajectories 0 0 0 7 0 1 6 19
A new stock-price bubble with stochastically deflating trajectories 0 0 2 27 0 0 4 52
An approach to increasing forecast-combination accuracy through VAR error modeling 2 2 2 69 3 5 9 62
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 1 4 10 351 8 23 67 1,648
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 39 1 3 8 46
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 2 20 1 2 10 46
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 1 1 7 101 1 6 22 137
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 1 76 1 2 11 257
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data 0 0 0 8 0 1 6 60
Estimating rational stock-market bubbles with sequential Monte Carlo methods 0 0 4 118 1 5 18 229
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 2 6 167
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 1 1 3
Forecasting Inflation Uncertainty in the G7 Countries 0 1 3 57 1 6 20 70
Identification of speculative bubbles using state-space models with Markov-switching 0 0 3 214 0 2 11 557
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 0 0 0 1 4 4
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 1 1 118
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 0 240 0 2 9 517
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 1 4 6
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 3 7 129
Periodically collapsing Evans bubbles and stock-price volatility 0 1 2 67 1 2 8 186
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 2 33 1 2 18 87
Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series 0 1 2 2 0 1 11 15
Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series 0 0 1 9 0 0 3 117
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 2 171 0 2 16 373
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 1 79 0 3 10 141
Sup-ADF-style bubble detection methods under test 0 0 3 3 0 0 7 7
Sup-ADF-style bubble-detection methods under test 1 7 41 105 12 47 196 313
The Convergence of International Interest Rates Prior to Monetary Union 0 0 1 1 0 0 5 5
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 15 1 1 17 198
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 1 2 265
The convergence of international interest rates prior to Monetary Union 0 0 1 19 0 0 5 126
Total Working Papers 5 17 91 2,054 34 130 529 6,040


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 3 0 1 4 18
A new stock-price bubble with stochastically deflating trajectories 0 0 0 2 0 0 4 15
Do individual index futures investors destabilize the underlying spot market? 0 1 2 4 0 2 4 18
Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data 0 0 0 35 0 0 1 166
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 8 0 0 6 57
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 1 2 36 0 1 4 154
Forecasting Inflation Uncertainty in the G7 Countries 0 0 1 5 1 3 11 35
Identification of speculative bubbles using state-space models with Markov-switching 1 1 5 151 1 5 16 428
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 1 1 1 78 1 2 9 302
Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes 0 0 0 0 0 0 0 0
Lorenz ordering of generalized beta-II income distributions 0 0 0 49 0 2 3 174
Lorenz ordering of power-function order statistics 0 0 0 23 0 0 2 91
Markov-switching in target stocks during takeover bids 0 1 3 52 0 1 8 226
Periodically collapsing Evans bubbles and stock-price volatility 0 0 2 13 0 1 5 47
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 1 1 3 12 1 2 8 46
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 4 89 0 2 17 318
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 13 0 2 3 54
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 58 0 0 5 182
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 8 0 1 10 69
The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime 0 0 2 12 2 3 10 79
Volatility regime-switching in European exchange rates prior to monetary unification 0 1 4 93 0 3 10 275
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 0 3 50
Total Journal Articles 3 7 30 757 6 31 143 2,804
1 registered items for which data could not be found


Statistics updated 2020-11-03