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Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo - In: Journal of forecasting 35 (2016) 5, pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
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Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo - 2013
Persistent link: https://www.econbiz.de/10013432837
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Explainable artificial intelligence and economic panel data : a study on volatility spillover along the supply chains
Berger, Theo - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472730
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Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo; Missong, Martin - In: International review of financial analysis 33 (2014), pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
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Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo; Gençay, Ramazan - In: Journal of economic dynamics & control 92 (2018), pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
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On portfolio optimization : forecasting asset covariances and variances based on multi-scale risk models
Berger, Theo; Fieberg, Christian - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 295-309
Persistent link: https://www.econbiz.de/10011628354
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Forecasting Bitcoin returns : econometric time series analysis vs. machine learning
Berger, Theo; Koubová, Jana - In: Journal of forecasting 43 (2024) 7, pp. 2904-2916
Persistent link: https://www.econbiz.de/10015110579