12 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

• 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

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

• 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

• 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

• 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