3 Treffer für Ort = "Münster"

• 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

• 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 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