Theo Berger
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the information content of explainable artificial intelligence for quantitative approaches in finance OR Spectrum | 2025-04-22 | Paper |
| Oil price and FX-rates dependency Quantitative Finance | 2021-07-16 | Paper |
| Gold price dynamics and the role of uncertainty Quantitative Finance | 2019-09-26 | Paper |
| A wavelet based approach to measure and manage contagion at different time scales Physica A | 2018-11-13 | Paper |
| Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios European Journal of Operational Research | 2018-05-25 | Paper |
| Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas Operations Research Proceedings | 2015-02-12 | Paper |
Research outcomes over time
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