معرفی
Prof. Dr. Bernd Wilfling holds the Chair of Empirical Economics at the University of Münster. His research focuses on econometrics, financial markets, and volatility modeling, with a particular emphasis on regime-switching models and speculative bubbles. He has authored numerous articles in top-tier journals like Journal of Forecasting, Empirical Economics, and Journal of International Money and Finance.
Key research areas include volatility forecasting, bubble detection, and the impact of geopolitical risks on financial markets. His recent work explores postprocessing procedures for forecast combinations and the application of Bayesian methods to multivariate stochastic volatility models.
Wilfling’s contributions span empirical analyses of exchange rate dynamics, interest rate convergence, and the effects of institutional investors on market volatility. He collaborates with the Center for Quantitative Economics (CQE) at the University of Münster and has advised on data science courses at the institution.
