Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2026) In: Journal of Business and Economic Statistics, 44, 1-7. doi:10.1080/07350015.2025.2569479 Research article (journal) \| Peer reviewed \| Published
Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4), 1280-1293. doi:10.1002/for.3229 Research article (journal) \| Peer reviewed \| Published
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), 29-43. doi:10.1016/j.ijforecast.2022.11.007 Research article (journal) \| Peer reviewed \| Published
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper \| Published
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: . Working paper \| Published
A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches Schulte-Tillmann, Björn; Segnon, Mawuli; Wiedemann, Timo (2023) Münster: . Working paper \| Published
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: , -. \| Peer reviewed
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components :
Strict stationarity of Poisson integer-valued ARCH processes of order infinity