Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks

Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd (2024)
In: International Journal of Forecasting, 40(1)
Art der Publikation: Forschungsartikel (Zeitschrift)

Formalizing a postprocessing procedure for linear-convex combination forecasts

Monschang, Verena; Wilfling, Bernd (2024)
In: Journal of Forecasting, Online
Art der Publikation: Forschungsartikel (Zeitschrift)

Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data

Segnon Mawuli, Lau Chi-Keung, Wilfling Bernd, Gupta Rangan (2022)
In: Studies in Nonlinear Dynamics and Econometrics, 26(1)
Art der Publikation: Forschungsartikel (Zeitschrift)

Financial-market volatility prediction with multiplicative Markov-switching MIDAS components

Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022)
Münster: .
Art der Publikation: Arbeitspapier / Working Paper

An approach to increasing forecast-combination accuracy through VAR error modeling

Weigt Till, Wilfling Bernd (2021)
In: Journal of Forecasting, 40(4)
Art der Publikation: Forschungsartikel (Zeitschrift)

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Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd (2024) In: International Journal of Forecasting, 40(1) Art der Publikation: Forschungsartikel (Zeitschrift)
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster: . Art der Publikation: Arbeitspapier / Working Paper
Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2024) In: Journal of Forecasting, Online Art der Publikation: Forschungsartikel (Zeitschrift)
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: . Art der Publikation: Arbeitspapier / Working Paper
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data Segnon Mawuli, Lau Chi-Keung, Wilfling Bernd, Gupta Rangan (2022) In: Studies in Nonlinear Dynamics and Econometrics, 26(1) Art der Publikation: Forschungsartikel (Zeitschrift)
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang Verena, Wilfling Bernd (2022) University of Muenster: . Art der Publikation: Arbeitspapier / Working Paper
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022) Münster: . Art der Publikation: Arbeitspapier / Working Paper
Sup-ADF-style bubble-detection methods under test Monschang Verena, Wilfling Bernd (2021) In: Empirical Economics, 61(1) Art der Publikation: Forschungsartikel (Zeitschrift)
An approach to increasing forecast-combination accuracy through VAR error modeling Weigt Till, Wilfling Bernd (2021) In: Journal of Forecasting, 40(4) Art der Publikation: Forschungsartikel (Zeitschrift)
Bayesian semiparametric multivariate stochastic volatility with application Danielova-Zaharieva Martina, Trede Mark, Wilfling Bernd (2020) In: Econometric Reviews, 39(9) Art der Publikation: Forschungsartikel (Zeitschrift)