Bernd Wilfling
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Bernd |
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Wilfling |
Identifer
Contact
Affiliations
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Westfälische Wilhelms-Universität, Department of Economics, Am Stadtgraben 9, 48143 Münster, Germany (weight: 50%)
- http://www1.wiwi.uni-muenster.de/fakultaet/
- location: Germany, Münster
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Universität Münster
/ Wirtschaftswissenschaftliche Fakultät
/ Center for Quantitative Economics (CQE) (weight: 50%)
Research profile
author of:
- Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series (RePEc:ags:hwwadp:26136)
by Wilfling, Bernd - The Convergence of International Interest Rates Prior to Monetary Union (RePEc:ags:hwwadp:26165)
by Wilfling, Bernd - Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany (RePEc:ags:hwwadp:26169)
by Antzoulatos, Angelos A. & Wilfling, Bernd - Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes (RePEc:ags:hwwadp:26277)
by Wilfling, Bernd - Exchange and Interest Rates prior to EMU: The Case of Greece (RePEc:ags:hwwadp:26325)
by Antzoulatos, Angelos A. & Wilfling, Bernd - Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes (RePEc:bla:germec:v:4:y:2003:i:4:p:433-457)
by Bernd Wilfling - Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes (RePEc:bpj:germec:v:4:y:2003:i:4:p:433-457)
by Wilfling Bernd - Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (RePEc:bpj:sndecm:v:26:y:2022:i:1:p:73-98:n:3)
by Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan - Identification of speculative bubbles using state-space models with Markov-switching (RePEc:cqe:wpaper:0309)
by Nael Al-Anaswah & Bernd Wilfling - Do Individual Index Futures Investors Destabilize the Underlying Spot Market? (RePEc:cqe:wpaper:0609)
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling - An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union (RePEc:cqe:wpaper:1010)
by Gerrit Reher & Bernd Wilfling - Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test (RePEc:cqe:wpaper:10623)
by Verena Monschang & Mark Trede & Bernd Wilfling - Extracting stock-market bubbles from dividend futures (RePEc:cqe:wpaper:10724)
by Nicole Branger & Mark Trede & Bernd Wilfling - Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market (RePEc:cqe:wpaper:1711)
by Gerrit Reher & Bernd Wilfling - The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis (RePEc:cqe:wpaper:2011)
by Max Meulemann & Martin Uebele & Bernd Wilfling - Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach (RePEc:cqe:wpaper:2312)
by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling - Periodically collapsing Evans bubbles and stock-price volatility (RePEc:cqe:wpaper:2813)
by Benedikt Rotermann & Bernd Wilfling - Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach (RePEc:cqe:wpaper:3514)
by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling - Estimating rational stock-market bubbles with sequential Monte Carlo methods (RePEc:cqe:wpaper:4015)
by Benedikt Rotermann & Bernd Wilfling - Short selling constraints and stock returns volatility: empirical evidence from the German stock market (RePEc:cqe:wpaper:4516)
by Martin T. Bohl & Gerrit Reher & Bernd Wilfling - A new combination approach to reducing forecast errors with an application to volatility forecasting (RePEc:cqe:wpaper:4616)
by Till Weigt & Bernd Wilfling - A new stock-price bubble with stochastically deflating trajectories (RePEc:cqe:wpaper:5817)
by Benedikt Rotermann & Bernd Wilfling - Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (RePEc:cqe:wpaper:6117)
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta - Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements (RePEc:cqe:wpaper:6217)
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling - An approach to increasing forecast-combination accuracy through VAR error modeling (RePEc:cqe:wpaper:6818)
by Till Weigt & Bernd Wilfling - Forecasting Inflation Uncertainty in the G7 Countries (RePEc:cqe:wpaper:7118)
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling - Sup-ADF-style bubble-detection methods under test (RePEc:cqe:wpaper:7819)
by Verena Monschang & Bernd Wilfling - A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction (RePEc:cqe:wpaper:9722)
by Verena Monschang & Bernd Wilfling - Financial-market volatility prediction with multiplicative Markov-switching MIDAS components (RePEc:cqe:wpaper:9922)
by Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling - Short selling constraints and stock returns volatility: Empirical evidence from the German stock market (RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166)
by Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd - Periodically collapsing Evans bubbles and stock-price volatility (RePEc:eee:ecolet:v:123:y:2014:i:3:p:383-386)
by Rotermann, Benedikt & Wilfling, Bernd - The Lorenz-ordering of Singh-Maddala income distributions (RePEc:eee:ecolet:v:43:y:1993:i:1:p:53-57)
by Wilfling, Bernd & Kramer, Walter - Lorenz ordering of generalized beta-II income distributions (RePEc:eee:econom:v:71:y:1996:i:1-2:p:381-388)
by Wilfling, Bernd - Markov-switching in target stocks during takeover bids (RePEc:eee:empfin:v:16:y:2009:i:5:p:745-758)
by Gelman, Sergey & Wilfling, Bernd - Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach (RePEc:eee:eneeco:v:36:y:2013:i:c:p:491-502)
by Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd - The restoration of the gold standard after the US Civil War: A volatility analysis (RePEc:eee:finsta:v:12:y:2014:i:c:p:37-46)
by Meulemann, Max & Uebele, Martin & Wilfling, Bernd - Institutional investors and stock returns volatility: Empirical evidence from a natural experiment (RePEc:eee:finsta:v:5:y:2009:i:2:p:170-182)
by Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd - Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks (RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43)
by Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd - Identification of speculative bubbles using state-space models with Markov-switching (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1073-1086)
by Al-Anaswah, Nael & Wilfling, Bernd - Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay (RePEc:eee:jimfin:v:20:y:2001:i:1:p:91-113)
by Wilfling, Bernd & Maennig, Wolfgang - Volatility regime-switching in European exchange rates prior to monetary unification (RePEc:eee:jimfin:v:28:y:2009:i:2:p:240-270)
by Wilfling, Bernd - The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime (RePEc:eee:reveco:v:29:y:2014:i:c:p:483-496)
by Reher, Gerrit & Wilfling, Bernd - Lorenz ordering of power-function order statistics (RePEc:eee:stapro:v:30:y:1996:i:4:p:313-319)
by Wilfling, Bernd - Forecasting Inflation Uncertainty in the G7 Countries (RePEc:gam:jecnmx:v:6:y:2018:i:2:p:23-:d:143630)
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling - The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis (RePEc:hst:ghsdps:gd12-251)
by Max Meulemann & Martin Uebele & Bernd Wilfling - Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union (RePEc:jns:jbstat:v:218:y:1999:i:1-2:p:23-44)
by Wilfling Bernd - Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data (RePEc:pre:wpaper:201739)
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta - Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks (RePEc:pre:wpaper:202203)
by Mawuli Segnon & Rangan Gupta & Bernd Wilfling - Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data (RePEc:spr:empeco:v:33:y:2007:i:1:p:23-39)
by Mark Trede & Bernd Wilfling - Sup-ADF-style bubble-detection methods under test (RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01859-7)
by Verena Monschang & Bernd Wilfling - A new stock-price bubble with stochastically deflating trajectories (RePEc:taf:apeclt:v:25:y:2018:i:15:p:1091-1096)
by Benedikt Rotermann & Bernd Wilfling - Estimating the degree of interventionist policies in the run-up to EMU (RePEc:taf:applec:v:43:y:2011:i:2:p:207-218)
by David Sondermann & Mark Trede & Bernd Wilfling - Bayesian semiparametric multivariate stochastic volatility with application (RePEc:taf:emetrv:v:39:y:2020:i:9:p:947-970)
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling - A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (RePEc:taf:quantf:v:16:y:2016:i:3:p:411-426)
by Gerrit Reher & Bernd Wilfling - An approach to increasing forecast‐combination accuracy through VAR error modeling (RePEc:wly:jforec:v:40:y:2021:i:4:p:686-699)
by Till Weigt & Bernd Wilfling - Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts (RePEc:wly:jforec:v:44:y:2025:i:4:p:1280-1293)
by Verena Monschang & Bernd Wilfling - Do individual index futures investors destabilize the underlying spot market? (RePEc:wly:jfutmk:v:31:y:2011:i:1:p:81-101)
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling - Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach (RePEc:wly:jfutmk:v:36:y:2016:i:1:p:30-45)
by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling - Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series (RePEc:zbw:hwwadp:26136)
by Wilfling, Bernd - The convergence of international interest rates prior to Monetary Union (RePEc:zbw:hwwadp:26165)
by Wilfling, Bernd - Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany (RePEc:zbw:hwwadp:26169)
by Antzoulatos, Angelos A. & Wilfling, Bernd - Interest rate volatility prior to monetary union under alternative pre-switch regimes (RePEc:zbw:hwwadp:26277)
by Wilfling, Bernd - Exchange and Interest Rates prior to EMU: The Case of Greece (RePEc:zbw:hwwadp:26325)
by Antzoulatos, Angelos A. & Wilfling, Bernd - Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data (RePEc:zbw:hwwadp:267)
by Wilfling, Bernd & Trede, Mark - A new stock-price bubble with stochastically deflating trajectories (RePEc:zbw:vfsc17:168210)
by Rotermann, Benedikt & Wilfling, Bernd - Sup-ADF-style bubble detection methods under test (RePEc:zbw:vfsc19:203568)
by Monschang, Verena & Wilfling, Bernd