@techreport{SchulteTillmannSW2023AComparison,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Timo Wiedemann},
  title = {A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {105/2023},
  volume = {105/2023},
  year = {2023},
  address = {Münster},
  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 = {Universität Münster},
  series = {CQE Working Papers},
  number = {99/2022},
  volume = {99/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {Münster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}