University of Münster
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Essays on Regime-Switching Models in Forecasting Financial-Market Data

Basic data of the doctoral examination procedure

Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Period of time: 01/04/2019 - 14/05/2024
Status: completed
Candidate: Schulte genannt Tillmann, Björn
Doctoral subject: Volkswirtschaftslehre
Doctoral degree: Dr. rer. pol.
Form of the doctoral thesis: cumulative
Awarded by: Department 04 - Münster School of Business and Economics
Supervisors: Wilfling, Bernd; Trede, Mark
Reviewers: Wilfling, Bernd; Trede, Mark

Promovend*in an der Universität Münster

Schulte genannt Tillmann, Björn
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)

Supervision at the University of Münster

Trede, Mark
Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
Wilfling, Bernd
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)

Review at the University of Münster

Trede, Mark
Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
Wilfling, Bernd
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)

Publications resulting from doctoral examination procedure

A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches
Schulte-Tillmann, Björn; Segnon, Mawuli; Wiedemann, Timo (2023)
Münster: Universität Münster.
Type of Publication: Working paper
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components
Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022)
Münster: Universität Münster.
Type of Publication: Working paper