9 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• An approach to increasing forecast-combination accuracy through VAR error modeling Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2018

• Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements Zaharieva, Martina Danielova ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Estimating rational stock-market bubbles with sequential Monte Carlo methods Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2015

• Identification of speculative bubbles using state-space models with Markov-switching Anaswah, Nael al- ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2009

• A new combination approach to reducing forecast errors with an application to volatility forecasting Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013

• Speculative bubbles in recent oil price dynamics evidence from a Bayesian Markov-switching state-space approach Lammerding, Marc ; Stephan, Patrick Maurice ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2012

• Sup-ADF-style bubble-detection methods under test Monschang, Verena ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2019