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
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 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

Statistics updated 2020-11-03