Bernd Wilfling
Names
first: |
Bernd |
last: |
Wilfling |
Contact
Affiliations
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Westfälische Wilhelms-Universität, Department of Economics, Am Stadtgraben 9, 48143 Münster, Germany (weight: 50%)
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Westfälische Wilhelms-Universität Münster
→ Wirtschaftswissenschaftliche Fakultät
→ Center for Quantitative Economics (CQE) (weight: 50%)
Research profile
author of:
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The Lorenz-ordering of Singh-Maddala income distributions
by Wilfling, Bernd & Kramer, Walter
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Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data
by Mark Trede & Bernd Wilfling
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Lorenz ordering of generalized beta-II income distributions
by Wilfling, Bernd
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Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay
by Wilfling, Bernd & Maennig, Wolfgang
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Lorenz ordering of power-function order statistics
by Wilfling, Bernd
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Volatility regime-switching in European exchange rates prior to monetary unification
by Wilfling, Bernd
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Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
by Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd
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Markov-switching in target stocks during takeover bids
by Gelman, Sergey & Wilfling, Bernd
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Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling
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Identification of speculative bubbles using state-space models with Markov-switching
by Nael Al-Anaswah & Bernd Wilfling
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An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
by Gerrit Reher & Bernd Wilfling
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Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union
by Wilfling Bernd
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Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
by Gerrit Reher & Bernd Wilfling
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The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
by Max Meulemann & Martin Uebele & Bernd Wilfling
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Identification of speculative bubbles using state-space models with Markov-switching
by Al-Anaswah, Nael & Wilfling, Bernd
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Estimating the degree of interventionist policies in the run-up to EMU
by David Sondermann & Mark Trede & Bernd Wilfling
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Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling
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Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
by Wilfling, Bernd & Trede, Mark
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The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
by Max Meulemann & Martin Uebele & Bernd Wilfling
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The convergence of international interest rates prior to Monetary Union
by Wilfling, Bernd
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Interest rate volatility prior to monetary union under alternative pre-switch regimes
by Wilfling, Bernd
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Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series
by Wilfling, Bernd
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Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany
by Antzoulatos, Angelos A. & Wilfling, Bernd
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Exchange and Interest Rates prior to EMU: The Case of Greece
by Antzoulatos, Angelos A. & Wilfling, Bernd
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Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
by Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd
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Periodically collapsing Evans bubbles and stock-price volatility
by Benedikt Rotermann & Bernd Wilfling
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The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
by Reher, Gerrit & Wilfling, Bernd
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The restoration of the gold standard after the US Civil War: A volatility analysis
by Meulemann, Max & Uebele, Martin & Wilfling, Bernd
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Periodically collapsing Evans bubbles and stock-price volatility
by Rotermann, Benedikt & Wilfling, Bernd
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Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling
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Do individual index futures investors destabilize the underlying spot market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling
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Estimating rational stock-market bubbles with sequential Monte Carlo methods
by Benedikt Rotermann & Bernd Wilfling
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Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling
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Short selling constraints and stock returns volatility: empirical evidence from the German stock market
by Martin T. Bohl & Gerrit Reher & Bernd Wilfling
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A new combination approach to reducing forecast errors with an application to volatility forecasting
by Till Weigt & Bernd Wilfling
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Short selling constraints and stock returns volatility: Empirical evidence from the German stock market
by Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd
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A new stock-price bubble with stochastically deflating trajectories
by Benedikt Rotermann & Bernd Wilfling
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A nesting framework for Markov-switching GARCH modelling with an application to the German stock market
by Gerrit Reher & Bernd Wilfling
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Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
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Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
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Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling
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A new stock-price bubble with stochastically deflating trajectories
by Rotermann, Benedikt & Wilfling, Bernd
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An approach to increasing forecast-combination accuracy through VAR error modeling
by Till Weigt & Bernd Wilfling
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Forecasting Inflation Uncertainty in the G7 Countries
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling
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Forecasting Inflation Uncertainty in the G7 Countries
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling
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Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series
by Wilfling, Bernd
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The Convergence of International Interest Rates Prior to Monetary Union
by Wilfling, Bernd
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A new stock-price bubble with stochastically deflating trajectories
by Benedikt Rotermann & Bernd Wilfling
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Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany
by Antzoulatos, Angelos A. & Wilfling, Bernd
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Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes
by Wilfling, Bernd
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Exchange and Interest Rates prior to EMU: The Case of Greece
by Antzoulatos, Angelos A. & Wilfling, Bernd
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Sup-ADF-style bubble-detection methods under test
by Verena Monschang & Bernd Wilfling
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Sup-ADF-style bubble detection methods under test
by Monschang, Verena & Wilfling, Bernd
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Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes
by Bernd Wilfling
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Bayesian semiparametric multivariate stochastic volatility with application
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling