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

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)
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
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: Universität Münster. Working paper
Strict stationarity of Poisson integer-valued ARCH processes of order infinity Segnon, Mawuli (2022) University of Muenster(kein Verlag angegeben). Working paper

New approaches to forecasting economic and financial time series Duration: since 01/01/2020 Type of project: Own resources project
Modeling and forecasting financial-market volatility Duration: since 01/01/2020 Type of project: Own resources project