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

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

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

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