@article{SegnonGW2024Forecasting,
  author = {Mawuli Segnon and Rangan Gupta and Bernd Wilfling},
  title = {Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks},
  journal = {International Journal of Forecasting},
  year = {2024},
  volume = {40},
  number = {1},
  pages = {29--43},
  doi = {10.1016/j.ijforecast.2022.11.007},
  url = {https://www.sciencedirect.com/science/article/abs/pii/S0169207022001601},
  note = {Publication status: Published}
}

@techreport{MonschangTW2023MultiHorizon,
  author = {Verena Monschang and Mark Trede and Bernd Wilfling},
  title = {Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {106/2023},
  volume = {106/2023},
  year = {2023},
  address = {Münster},
  note = {Publication status: Published}
}

@article{SegnonLWG2022AreMultifractal,
  author = {Mawuli Segnon and Chi-Keung Lau and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility?
Evidence from Australian intraday data},
  journal = {Studies in Nonlinear Dynamics and Econometrics},
  year = {2022},
  volume = {26},
  number = {1},
  pages = {73--98},
  doi = {10.1515/snde-2019-0009},
  note = {Publication status: Published}
}

@techreport{MonschangW2022AProcedure,
  author = {Verena Monschang and Bernd Wilfling},
  title = {A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {97/2022},
  volume = {97/2022},
  year = {2022},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{SchulteTillmannSW2022FinancialMarket,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Bernd Wilfling},
  title = {Financial-market volatility prediction with multiplicative Markov-switching MIDAS components},
  institution = {},
  series = {CQE Working Papers},
  number = {99/2022},
  volume = {99/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {University of Münster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@article{MonschangW2021SupADFStyle,
  author = {Verena Monschang and Bernd Wilfling},
  title = {Sup-ADF-style bubble-detection methods under test},
  journal = {Empirical Economics},
  year = {2021},
  volume = {61},
  number = {1},
  pages = {145--172},
  doi = {10.1007/s00181-020-01859-7},
  note = {Publication status: Published}
}

@article{WeigtW2021AnApproach,
  author = {Till Weigt and Bernd Wilfling},
  title = {An approach to increasing forecast-combination accuracy through VAR error modeling},
  journal = {Journal of Forecasting},
  year = {2021},
  volume = {40},
  number = {4},
  pages = {686--699},
  doi = {10.1002/for.2733},
  note = {Publication status: Published}
}

@article{DanielovaZaharievaTW2020BayesianSemiparametric,
  author = {Martina Danielova-Zaharieva and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparametric multivariate stochastic volatility with application},
  journal = {Econometric Reviews},
  year = {2020},
  volume = {39},
  number = {9},
  pages = {947--970},
  doi = {10.1080/07474938.2020.1761152},
  url = {https://doi.org/10.1080/07474938.2020.1761152},
  note = {Publication status: Published}
}

@techreport{MonschangW2019SupADFStyle,
  author = {Verena Monschang and Bernd Wilfling},
  title = {Sup-ADF-style bubble-detection methods under test},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {78/2019},
  volume = {78/2019},
  year = {2019},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{RotermannW2018ANewStockPrice,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {A new stock-price bubble with stochastically deflating trajectories},
  journal = {Applied Economics Letters},
  year = {2018},
  volume = {25},
  number = {15},
  pages = {1091--1096},
  doi = {10.1080/13504851.2017.1397846},
  note = {Publication status: Published}
}

@article{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting inflation uncertainty in the G7 countries},
  journal = {Econometrics},
  year = {2018},
  volume = {6},
  number = {2},
  pages = {1--25},
  doi = {10.3390/econometrics6020023},
  note = {Publication status: Published}
}

@techreport{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting Inflation Uncertainty in the G7 Countries},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {71/2018},
  volume = {71/2018},
  year = {2018},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{WeigtW2018AnApproach,
  author = {Till Weigt and Bernd Wilfling},
  title = {An approach to increasing forecast-combination accruacy through VAR error modeling},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {68/2018},
  volume = {68/2018},
  year = {2018},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{DanielovaTW2017BayesianSemiparameric,
  author = {Zaharieva Martina Danielova and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparameric multivariate stochastic volatility with an application to international volatility co-movements},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {62/2017},
  volume = {62/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{RotermannW2017ANewStockPrice,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {A new stock-price bubble with stochastically deflating trajectories},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {58/2017},
  volume = {58/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@techreport{SegnonKWG2017AreMultifractal,
  author = {Mawuli Segnon and Lau Chi Keung and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {61/2017},
  volume = {61/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{BohlRW2016ShortSelling,
  author = {Martin T. Bohl and Gerrit Reher and Bernd Wilfling},
  title = {Short selling contraints and stock returns volatility: empirical evidence from the German stock market},
  journal = {Economic Modelling},
  year = {2016},
  volume = {58},
  pages = {159--166},
  doi = {10.1016/j.econmod.2016.05.025},
  note = {Publication status: Published}
}

@article{BohlDSW2016SpotMarket,
  author = {MT Bohl and J Diesteldorf and CA Salm and B Wilfling},
  title = {Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach},
  journal = {Journal of Futures Markets},
  year = {2016},
  volume = {36},
  number = {1},
  pages = {30--45},
  doi = {10.1002/fut.21723},
  note = {Publication status: Published}
}

@article{ReherW2016ANestingFramework,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {A nesting framework for Markov-switching GARCH modelling with an application to the German stock market},
  journal = {Quantitative Finance},
  year = {2016},
  volume = {16},
  number = {16},
  pages = {411--426},
  note = {Publication status: Published}
}

@techreport{BohlRW2016ShortSelling,
  author = {MT Bohl and G Reher and B Wilfling},
  title = {Short selling constraints and stock returns volatility: empirical evidence from the German stock market},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {45/2016},
  volume = {45/2016},
  year = {2016},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_45_2016.pdf},
  note = {Publication status: Published}
}

@techreport{RotermannW2015Estimating,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Estimating rational stock-market bubbles with sequential Monte Carlo methods},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {40/2015},
  volume = {40/2015},
  year = {2015},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{MeulemannUW2014TheRestoration,
  author = {Max Meulemann and Martin Uebele and Bernd Wilfling},
  title = {The restoration of the Gold standard after the US Civil War: A volatility analysis},
  journal = {Journal of Financial Stability},
  year = {2014},
  volume = {12},
  pages = {37--46},
  note = {Publication status: Published}
}

@article{ReherWB2014TheValuation,
  author = {Gerrit Reher and  Wilfling and  Bernd},
  title = {The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime},
  journal = {International Review of Economics and Finance},
  year = {2014},
  volume = {29},
  pages = {483--496},
  note = {Publication status: Published}
}

@article{RotermannW2014Periodically,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Periodically Evans bubbles and stock-price volatility},
  journal = {Economics Letters},
  year = {2014},
  volume = {123},
  number = {3},
  pages = {383--386},
  note = {Publication status: Published}
}

@article{LammerdingSTW2013Speculative,
  author = {M Lammerding and P Stephan and M Trede and B Wilfling},
  title = {Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach},
  journal = {Energy Economics},
  year = {2013},
  volume = {36},
  number = {1},
  pages = {491--502},
  doi = {10.1016/j.eneco.2012.10.006},
  note = {Publication status: Published}
}

@techreport{RotermannW2013Periodically,
  author = {Benedikt Rotermann and Bernd Wilfling},
  title = {Periodically collapsing Evans bubbles and stock-price volatility},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {28/2013},
  volume = {28/2013},
  year = {2013},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{AlAnaswahW2011Identification,
  author = {Nael Al-Anaswah and Bernd Wilfling},
  title = {Identification of speculative bubbles using state-space models with Markov-switching},
  journal = {Journal of Banking and Finance},
  year = {2011},
  volume = {35},
  number = {5},
  pages = {1073--1086},
  doi = {10.1016/j.jbankfin.2010.09.021},
  note = {Publication status: Published}
}

@article{BohlSW2011DoIndividual,
  author = {Martin T. Bohl and Christian Salm and Bernd Wilfling},
  title = {Do individual index futures investors destabilize the underlying spot market?},
  journal = {Journal of Futures Markets},
  year = {2011},
  volume = {31},
  pages = {81--101},
  doi = {10.1002/fut.20460},
  note = {Publication status: Published}
}

@article{SondermannTW2011Estimating,
  author = {D Sondermann and M Trede and B Wilfling},
  title = {Estimating the degree of interventionist policies in the run-up to EMU},
  journal = {Applied Economics},
  year = {2011},
  volume = {43},
  number = {2},
  pages = {207--218},
  doi = {10.1080/00036840802481884},
  note = {Publication status: Published}
}

@article{SondermannTW2011Estimating,
  author = {David Sondermann and Mark Trede and Bernd Wilfling},
  title = {Estimating the degree of interventionist policies in the run-up to EMU},
  journal = {Applied Economics},
  year = {2011},
  volume = {43},
  pages = {207--218},
  doi = {10.1080/00036840802481884},
  note = {Publication status: Published}
}

@techreport{MeulemannUW2011TheRestoration,
  author = {Max Meulemann and Martin Uebele and Bernd Wilfling},
  title = {The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {20/2011},
  volume = {20/2011},
  year = {2011},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_20_2011.pdf},
  note = {Publication status: Published}
}

@techreport{ReherW2011MarkovSwitching,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {17/2011},
  volume = {17/2011},
  year = {2011},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_17_2011.pdf},
  note = {Publication status: Published}
}

@techreport{ReherW2010AnExactPricing,
  author = {Gerrit Reher and Bernd Wilfling},
  title = {An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE Working Paper},
  number = {10/2010},
  volume = {10/2010},
  year = {2010},
  address = {University of Muenster},
  url = {http://www1.wiwi.uni-muenster.de/cqe/forschung/publikationen/cqe-working-papers/CQE_WP_10_2010.pdf},
  note = {Publication status: Published}
}

@article{BohlBW2009Institutional,
  author = {MT Bohl and J Brzeszczynski and B Wilfling},
  title = {Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment},
  journal = {Journal of Financial Stability},
  year = {2009},
  volume = {5},
  number = {2},
  pages = {170--182},
  doi = {10.1016/j.jfs.2008.02.003},
  note = {Publication status: Published}
}

@article{GelmanW2009SwitchingVolatility,
  author = {Sergey Gelman and Bernd Wilfling},
  title = {Switching volatility in target stocks during takeover bids},
  journal = {Journal of Empirical Finance},
  year = {2009},
  volume = {16},
  pages = {745--758},
  note = {Publication status: Published}
}

@article{Wilfling2009Volatility,
  author = {Bernd Wilfling},
  title = {Volatility regime-switching in European exchange rates prior to monetary unification},
  journal = {Journal of International Money and Finance},
  year = {2009},
  volume = {28},
  pages = {240--270},
  note = {Publication status: Published}
}

@article{TredeW2007Estimating,
  author = {Mark Trede and Bernd Wilfling},
  title = {Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data},
  journal = {Empirical Economics},
  year = {2007},
  volume = {33},
  pages = {23--39},
  note = {Publication status: Published}
}

@article{TredeW2007Estimating,
  author = {Mark Trede and Bernd Wilfling},
  title = {Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data},
  journal = {Empirical Economics},
  year = {2007},
  volume = {33},
  pages = {23--39},
  note = {Publication status: Published}
}

@incollection{Wilfling2005ATermStructure,
  author = {Bernd Wilfling},
  title = {A term-structure model of international interest rate convergence prior to moentary union},
  booktitle = {Entscheidungsorientierte Volkswirtschaftslehre},
  edition = {1},
  pages = {53--79},
  editor = {Matthias Göcke and Stephan Kooths},
  year = {2005},
  publisher = {Peter Lang Verlag},
  address = {Frankfurt a.M.},
  note = {Publication status: Published}
}

@article{Wilfling2003InterestRate,
  author = {Bernd Wilfling},
  title = {Interest rate volatility prior to monetary union under alternative pre-switch regimes},
  journal = {German Economic Review},
  year = {2003},
  volume = {4},
  pages = {433--457},
  note = {Publication status: Published}
}

@book{Wilfling2001Wechselkursdynamik,
  author = {Bernd Wilfling},
  title = {Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems},
  year = {2001},
  publisher = {Nomos Verlagsgesellschaft},
  address = {Baden-Baden},
  note = {Publication status: Published}
}

@incollection{LorenzenW2001Transportation,
  author = {Uwe Lorenzen and Bernd Wilfling},
  title = {Transportation in the Baltic region: a growing market until 2010/2020},
  booktitle = {Foresight on Regional Issues: Baltic Sea as European Sea},
  edition = {1},
  pages = {67--80},
  editor = {Sabine Ertel},
  year = {2001},
  publisher = {ITPS Institute for Prospective Technological Studies},
  address = {Sevilla (Spain)},
  note = {Publication status: Published}
}

@article{WilflingM2001ExchangeRate,
  author = {Bernd Wilfling and Wolfgang Maennig},
  title = {Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay},
  journal = {Journal of International Money and Finance},
  year = {2001},
  volume = {20},
  pages = {91--113},
  note = {Publication status: Published}
}

@incollection{MaennigW2000ZurWechselkursdynamik,
  author = {Wolfgang Maennig and Bernd Wilfling},
  title = {Zur Wechselkursdynamik vor der Einführung von Festkurssystemen},
  booktitle = {Währung und wirtschaftliche Entwicklung},
  edition = {1},
  pages = {101--116},
  editor = {Eberhard Scholing},
  year = {2000},
  publisher = {Duncker & Humblot},
  address = {Berlin},
  note = {Publication status: Published}
}

@article{Wilfling1999Wechselkursdynamik,
  author = {Bernd Wilfling},
  title = {Wechselkursdynamik im Vorfeld einer Währungsunion},
  journal = {Jahrbücher für Nationalökonomie und Statistik},
  year = {1999},
  volume = {218},
  pages = {23--44},
  note = {Publication status: Published}
}

@book{MaennigW1998Aussenwirtschaft,
  author = {Wolfgang Maennig and Bernd Wilfling},
  title = {Außenwirtschaft --- Theorie und Politik},
  edition = {1},
  year = {1998},
  publisher = {Verlag Franz Vahlen},
  address = {München},
  note = {Publication status: Published}
}

@article{Wilfling1996LorenzOrdering,
  author = {Bernd Wilfling},
  title = {Lorenz ordering of generalized beta-II income distributions},
  journal = {Journal of Econometrics},
  year = {1996},
  volume = {71},
  pages = {381--388},
  note = {Publication status: Published}
}

@article{Wilfling1996LorenzOrdering,
  author = {Bernd Wilfling},
  title = {Lorenz ordering of power-function order statistcs},
  journal = {Statistics & Probability Letters},
  year = {1996},
  volume = {30},
  pages = {313--319},
  note = {Publication status: Published}
}

@article{Wilfling1996ASufficient,
  author = {Bernd Wilfling},
  title = {A sufficient condition for Lorenz ordering},
  journal = {Sankhya: The Indian Journal of Statistics},
  year = {1996},
  volume = {B58},
  pages = {62--69},
  note = {Publication status: Published}
}

@article{WilflingK1993LorenzOrdering,
  author = {Bernd Wilfling and Walter Krämer},
  title = {Lorenz-ordering of Singh-Maddala income distributions},
  journal = {Economis Letters},
  year = {1993},
  volume = {43},
  pages = {53--57},
  note = {Publication status: Published}
}

@phdthesis{Wilfling1993DieLorenzOrdnung,
  author = {Bernd Wilfling},
  title = {Die Lorenz-Ordnung von Einkommensverteilungen},
  school = {Technische Universität Dortmund},
  year = {1993},
  note = {Publication status: Published}
}