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
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 Segnon Mawuli, Lau Chi-Keung, Wilfling Bernd, Gupta Rangan (2022) In: Studies in Nonlinear Dynamics and Econometrics, 26(1), 73-98. doi:10.1515/snde-2019-0009 Research article (journal) \| Peer reviewed \| Published
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022) Münster: . Working paper \| Published
Strict stationarity of Poisson integer-valued ARCH processes of order infinity Segnon, Mawuli (2022) University of Muenster(kein Verlag angegeben). Working paper \| Published
High-Frequency Volatility Forecasting of US Housing Markets Segnon Mawuli, Gupta Rangan, Lesame Keagile, Wohar Mark E. (2020) In: Journal of Real Estate Finance and Economics, 2020. doi:10.1007/s11146-020-09745-w Research article (journal) \| Peer reviewed \| Published
Forecasting Volatility in Bitcoin Market In: , -. \| Peer reviewed
Long Memory Conditional Heteroscedasticity in Count Data
Forecasting Volatility in Cryptocurrency Markets
Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791 - 2013 In: , -. \| Peer reviewed