Multi-horizon uniform superior predictive ability revisited

Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025)

In: Journal of Business and Economic Statistics.

Research article (journal)

Extracting stock-market bubbles from dividend futures

Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024)

Universität Münster(kein Verlag angegeben).

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).

Research article (journal)

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

Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022)

Münster: .

Working paper

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

Weigt Till, Wilfling Bernd (2021)

In: Journal of Forecasting, 40(4).

Research article (journal)

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Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4). Research article (journal)
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal)
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). Research article (journal)
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: . 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). Research article (journal)
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang Verena, Wilfling Bernd (2022) University of Muenster(kein Verlag angegeben). Working paper
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022) Münster: . Working paper
Sup-ADF-style bubble-detection methods under test Monschang Verena, Wilfling Bernd (2021) In: Empirical Economics, 61(1). Research article (journal)
An approach to increasing forecast-combination accuracy through VAR error modeling Weigt Till, Wilfling Bernd (2021) In: Journal of Forecasting, 40(4). Research article (journal)