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 69 2 2 2 92
A new stock-price bubble with stochastically deflating trajectories 0 0 0 31 0 0 2 75
A new stock-price bubble with stochastically deflating trajectories 0 0 0 8 0 0 0 22
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction 0 0 0 31 0 1 6 29
An approach to increasing forecast-combination accuracy through VAR error modeling 0 0 0 72 0 0 1 89
An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union 0 1 2 361 1 3 11 1,722
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 2 70
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 0 9 96
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements 0 0 0 106 0 1 2 152
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? 0 0 0 77 0 1 1 269
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 0 0 1 268
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 0 0 0 0 6
Exchange and Interest Rates prior to EMU: The Case of Greece 0 0 0 36 0 0 0 170
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components 0 0 3 69 0 2 13 72
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 0 78
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 3 8 31 126
Identification of speculative bubbles using state-space models with Markov-switching 0 0 1 218 0 0 1 569
Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes 0 0 1 1 0 0 1 8
Interest rate volatility prior to monetary union under alternative pre-switch regimes 0 0 0 14 0 0 0 122
Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market 0 0 2 245 0 1 6 543
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test 1 2 23 23 1 5 20 20
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 28 0 0 0 130
Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany 0 0 0 0 0 0 1 7
Periodically collapsing Evans bubbles and stock-price volatility 0 0 1 72 0 0 1 206
Short selling constraints and stock returns volatility: empirical evidence from the German stock market 0 0 0 38 0 0 1 105
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 0 0 121
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 1 176 0 0 3 388
Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach 0 0 0 82 0 0 1 162
Sup-ADF-style bubble detection methods under test 0 0 1 6 0 0 6 39
Sup-ADF-style bubble-detection methods under test 2 5 13 167 12 33 101 772
The Convergence of International Interest Rates Prior to Monetary Union 0 0 0 1 0 0 1 8
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 76 0 0 0 269
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis 0 0 0 15 0 1 1 208
The convergence of international interest rates prior to Monetary Union 0 0 0 20 0 0 1 131
Total Working Papers 3 8 48 2,391 19 58 226 7,229


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 1 1 4 0 2 2 27
A new stock-price bubble with stochastically deflating trajectories 0 0 0 4 0 0 2 22
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 1 0 0 2 5
Bayesian semiparametric multivariate stochastic volatility with application 0 0 0 5 0 0 2 15
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 2 174
Estimating the degree of interventionist policies in the run-up to EMU 0 0 0 9 0 0 0 60
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay 0 0 0 37 0 0 1 163
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 1 1 1 40
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 1 3 3 2 10 16 16
Identification of speculative bubbles using state-space models with Markov-switching 2 2 8 169 2 2 12 472
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment 0 0 1 89 0 2 8 333
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 4
Lorenz ordering of generalized beta-II income distributions 0 0 0 50 0 0 0 180
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 1 3 237
Periodically collapsing Evans bubbles and stock-price volatility 0 0 0 15 0 1 1 52
Short selling constraints and stock returns volatility: Empirical evidence from the German stock market 0 0 1 14 1 1 5 59
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 0 0 3 95 0 0 6 339
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 1 2 7 0 5 11 47
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 61 0 0 0 188
The restoration of the gold standard after the US Civil War: A volatility analysis 0 0 0 8 0 0 2 78
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 0 115
Volatility regime-switching in European exchange rates prior to monetary unification 0 1 1 95 0 2 2 287
Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union 0 0 0 13 0 0 0 51
Total Journal Articles 2 6 21 831 6 27 79 3,155


Statistics updated 2024-05-04