• T. Berger, M Möhrle und S. Wittfoth (2021): Revisiting the Innovation Dynamics Theory: How Effectiveness- and Efficiency-oriented Process Innovations Accompany Product Innovations, Technovation, forthcoming
  • T. Berger und G. Moys (2021): Value-at-Risk backtesting: Beyond the empirical failure rate, Expert Systems with Applications, forthcoming.
  • T. Berger und C. Uffmann (2021): Assessing liquidity adjusted risk forecasts, Journal of Forecasting, forthcoming.


  • T. Berger und R. Gencay (2020): Volatility Spillover along the Supply Chains: A Network Analysis on Economic Links, Journal of Risk, 22(5), 83-113. 
  • T. Berger und R. Gencay (2020): Short-run wavelet-based covariance regimes for applied portfolio management, Journal of Forecasting, 39(4), 642-660
  • T. Berger und R. Czudaj (2020): Commodity futures and a wavelet-based risk assessment, Physica A: Statistical Mechanics and its Applications, 554, 124339.


  • J. Beckmann, T. Berger und R. Czudaj (2019): Gold Price Dynamics and the Role of Uncertainty, Quantitative Finance, 19 (4), 663-681.


  • T. Berger und R. Gencay (2018): Improving daily Value-at-Risk forecasts: The Relevance of Short-run Volatility for Regulatory Quality Assessment, Journal of Economic Dynamics and Control, 92. 30-46.


  • M. Al Janabi, J. Arreola Hernandez, T. Berger und D. Nguyen (2017): Multivariate Dependence and Portfolio algorithms under Illiquid Market Scenarios, European Journal of Operational Research, 259, 1121-1131.
  • J. Beckmann, T. Berger, R. Czudaj und T. Hoang (2017): Tail Dependence between Gold and Sectorial Stocks in China: Perspectives for Portfolio Diversification, Empirical Economics, 1, 1-28.
  • J. Beckmann, T. Berger und R. Czudaj (2017): The Macroeconomic Role of Currency Reserve Accumulation in Emerging Markets - The Asian Experience, The World Economy, 41, 77-99.


  • T. Berger (2016): Wavelet Decomposition and Applied Portfolio Management, Journal of Risk, 18, 53-77.
  • T. Berger und G. Salah Uddin (2016): On the Dynamic Dependence between Equity Markets, Commodity Futures and Economic Uncertainty Indexes, Energy Economics, 56,374-383.
  • T. Berger und C. Fieberg (2016): On Portfolio Optimization: Forecasting Covariances based on Multiscale Risk Models, Journal of Risk Finance,17, 295-309.
  • T. Berger (2016): On the Isolated Impact of Copulas on Risk Measurement: A Simulation Study, Economic Modelling, 58, 475-481.
  • T. Berger (2016): Conditional Volatility Forecasts based on Wavelet Decomposition, Operations Research Proceedings 2015, forthcoming


  • T. Berger (2015): Forecasting based on Decomposed Financial Return Series: A Wavelet Analysis, Journal of Forecasting, 35 (5), 419-433.
  • J. Beckmann, T. Berger und R. Czudaj (2015): Oil Price and FX-rates Dependency, Quantitative Finance, 16(3), 477-488.
  • T. Berger (2015): A Wavelet based Approach to Measure and Manage Contagion at Different Time Scales, Physica A, 436, 338-350.
  • J. Beckmann, T. Berger und R. Czudaj (2015): Does Gold act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Economic Modelling, 48, 16-24.


  • T. Berger und M. Missong (2014): Copulas and Portfolio Strategies: An applied Risk Management Perspective, Journal of Risk, 17(2), 51-92.
  • T. Berger (2014): Misspecified Dependency Modelling: What does it mean for Risk Measurement, Operations Research Proceedings 2013, 15-22.
  • T. Berger und M. Missong (2014): Financial Crisis, Value-at-Risk Forecasts and the Puzzle of Dependency Modeling, International Review of Financial Analysis, 33, 33-38.


  • T. Berger (2013): Forecasting Value-at-Risk Using Time Varying Copulas and EVT Return Distributions, International Economics, 133, 93-106.
  • T. Berger (2013): Financial crisis, VaR forecasts and the performance of time varying EVT-Copulas, Operations Research Proceedings 2012, 35-40.