Bernd Wilfling : Citation Profile


Are you Bernd Wilfling?

Universität Münster (50% share)

8

H index

8

i10 index

270

Citations

RESEARCH PRODUCTION:

28

Articles

36

Papers

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 8
   Journals where Bernd Wilfling has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 26 (8.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi156
   Updated: 2024-01-16    RAS profile: 2023-12-13    
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Relations with other researchers


Works with:

GUPTA, RANGAN (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bernd Wilfling.

Is cited by:

GUPTA, RANGAN (14)

Balcilar, Mehmet (10)

Caporale, Guglielmo Maria (10)

Kleiber, Christian (6)

Katzke, Nico (5)

Griffiths, William (5)

Chotikapanich, Duangkamon (5)

Zhang, Yue-Jun (4)

Bettendorf, Timo (4)

Rao, D.S. Prasada (4)

Czudaj, Robert (4)

Cites to:

Bollerslev, Tim (16)

Hamilton, James (14)

De Grauwe, Paul (13)

Bauwens, Luc (12)

Obstfeld, Maurice (12)

Engle, Robert (10)

bloom, nicholas (9)

Froot, Kenneth (8)

Svensson, Lars (8)

Dewachter, Hans (8)

Jagannathan, Ravi (8)

Main data


Where Bernd Wilfling has published?


Journals with more than one article published# docs
Empirical Economics2
Journal of Futures Markets2
Journal of Financial Stability2
Journal of International Money and Finance2
Economics Letters2

Working Papers Series with more than one paper published# docs
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster20
HWWA Discussion Papers / Hamburg Institute of International Economics (HWWA)6
Discussion Paper Series / Hamburg Institute of International Economics5
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Bernd Wilfling (2024 and 2023)


YearTitle of citing document
2023Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Short selling, divergence of opinion and volatility in the corporate bond market. (2023). Tian, Xiao ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002950.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Corporate governance of weak stakeholders: Minority investors and investment efficiency. (2023). Liu, Guanchun ; Ho, Kung-Cheng ; Pan, Yuying ; Feng, Yumei. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000626.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023.

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Works by Bernd Wilfling:


YearTitleTypeCited
2001Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series In: Discussion Paper Series.
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2001Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series.(2001) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 0
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2001The Convergence of International Interest Rates Prior to Monetary Union In: Discussion Paper Series.
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2001The convergence of international interest rates prior to Monetary Union.(2001) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 0
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2003Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany In: Discussion Paper Series.
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2003Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany.(2003) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2001Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes In: Discussion Paper Series.
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2003Interest Rate Volatility Prior to Monetary Union under Alternative Pre?Switch Regimes.(2003) In: German Economic Review.
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This paper has nother version. Agregated cites: 1
article
2003Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes.(2003) In: German Economic Review.
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This paper has nother version. Agregated cites: 1
article
2001Interest rate volatility prior to monetary union under alternative pre-switch regimes.(2001) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2003Exchange and Interest Rates prior to EMU: The Case of Greece In: Discussion Paper Series.
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2003Exchange and Interest Rates prior to EMU: The Case of Greece.(2003) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2022Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics.
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2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data.(2017) In: CQE Working Papers.
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2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2009Identification of speculative bubbles using state-space models with Markov-switching In: CQE Working Papers.
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paper35
2011Identification of speculative bubbles using state-space models with Markov-switching.(2011) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 35
article
2009Do Individual Index Futures Investors Destabilize the Underlying Spot Market? In: CQE Working Papers.
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paper20
2011Do individual index futures investors destabilize the underlying spot market?.(2011) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 20
article
2010An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union In: CQE Working Papers.
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paper0
2023Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test In: CQE Working Papers.
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2011Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market In: CQE Working Papers.
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paper1
2011The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis In: CQE Working Papers.
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paper2
2014The restoration of the gold standard after the US Civil War: A volatility analysis.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 2
article
2012The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach In: CQE Working Papers.
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paper75
2013Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach.(2013) In: Energy Economics.
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This paper has nother version. Agregated cites: 75
article
2013Periodically collapsing Evans bubbles and stock-price volatility In: CQE Working Papers.
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paper3
2014Periodically collapsing Evans bubbles and stock-price volatility.(2014) In: Economics Letters.
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This paper has nother version. Agregated cites: 3
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2014Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach In: CQE Working Papers.
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2016Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach.(2016) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 2
article
2015Estimating rational stock-market bubbles with sequential Monte Carlo methods In: CQE Working Papers.
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2016Short selling constraints and stock returns volatility: empirical evidence from the German stock market In: CQE Working Papers.
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2016Short selling constraints and stock returns volatility: Empirical evidence from the German stock market.(2016) In: Economic Modelling.
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This paper has nother version. Agregated cites: 8
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2016A new combination approach to reducing forecast errors with an application to volatility forecasting In: CQE Working Papers.
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2017A new stock-price bubble with stochastically deflating trajectories In: CQE Working Papers.
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2018A new stock-price bubble with stochastically deflating trajectories.(2018) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 0
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2017A new stock-price bubble with stochastically deflating trajectories.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements In: CQE Working Papers.
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2018An approach to increasing forecast-combination accuracy through VAR error modeling In: CQE Working Papers.
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2021An approach to increasing forecast?combination accuracy through VAR error modeling.(2021) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 0
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2018Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers.
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2018Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics.
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This paper has nother version. Agregated cites: 0
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2019Sup-ADF-style bubble-detection methods under test In: CQE Working Papers.
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2021Sup-ADF-style bubble-detection methods under test.(2021) In: Empirical Economics.
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This paper has nother version. Agregated cites: 6
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2019Sup-ADF-style bubble detection methods under test.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction In: CQE Working Papers.
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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components In: CQE Working Papers.
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1993The Lorenz-ordering of Singh-Maddala income distributions In: Economics Letters.
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article18
1996Lorenz ordering of generalized beta-II income distributions In: Journal of Econometrics.
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article12
2009Markov-switching in target stocks during takeover bids In: Journal of Empirical Finance.
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article5
2009Institutional investors and stock returns volatility: Empirical evidence from a natural experiment In: Journal of Financial Stability.
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article24
2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks In: International Journal of Forecasting.
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article1
2022Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2001Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay In: Journal of International Money and Finance.
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article15
2009Volatility regime-switching in European exchange rates prior to monetary unification In: Journal of International Money and Finance.
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article18
2014The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime In: International Review of Economics & Finance.
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1996Lorenz ordering of power-function order statistics In: Statistics & Probability Letters.
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1999Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2007Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data In: Empirical Economics.
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2004Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data.(2004) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 5
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2011Estimating the degree of interventionist policies in the run-up to EMU In: Applied Economics.
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article4
2020Bayesian semiparametric multivariate stochastic volatility with application In: Econometric Reviews.
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article4
2016A nesting framework for Markov-switching GARCH modelling with an application to the German stock market In: Quantitative Finance.
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