20 Treffer für Ort = "Münster"

• 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

• An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2010

• Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn ; Segnon, Mawuli ; Wilfling, Bernd Münster : Center for quantitative economics, July 1, 2022

• Forecasting inflation uncertainty in the G7 countries Segnon, Mawuli ; Bekiros, Stelios ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2018

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

• Do individual index futures investors destabilize the underlying spot market? Bohl, Martin T. ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2009

• Markov-switching GARCH models in finance a unifying framework with an application to the German stock market Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• Multi-horizon uniform superior predictive ability revisited: a size-exploiting and consistent test Monschang, Verena ; Trede, Mark ; Wilfling, Bernd Münster : Center for quantitative economics, November 28, 2023

• Are multifractal processes suited to forecasting electricity price volatility? evidence from Australian intraday data Segnon, Mawuli ; Lau, Chi Keung ; Wilfling, Bernd ; Gupta, Rangan Münster : Center for Quantitative Economics, 2017

• 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

• A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang, Verena ; Wilfling, Bernd Münster : Center for quantitative economics, March 21, 2022

• The restoration of the gold standard after the US Civil War a volatility analysis Meulemann, Max ; Uebele, Martin ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• Short selling constraints and stock returns volatility empirical evidence from the German stock market Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• 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

• Spot market volatility and futures trading the pitfalls of using a dummy variable approach Bohl, Martin T. ; Diesteldorf, Jeanne ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2014

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