| Does gold act as a hedge or a safe haven for stocks? A smooth transition approach J Beckmann, T Berger, R Czudaj Economic Modelling 48, 16-24, 2015 | 449 | 2015 |
| Gold price dynamics and the role of uncertainty J Beckmann, T Berger, R Czudaj Quantitative Finance 19 (4), 663-681, 2019 | 124 | 2019 |
| On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes T Berger, GS Uddin Energy Economics 56, 374-383, 2016 | 110 | 2016 |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios MAM Al Janabi, JA Hernandez, T Berger, DK Nguyen European Journal of Operational Research 259 (3), 1121-1131, 2017 | 92 | 2017 |
| Oil price and FX-rates dependency J Beckmann, T Berger, R Czudaj Quantitative Finance 16 (3), 477-488, 2016 | 62 | 2016 |
| Forecasting value-at-risk using time varying copulas and EVT return distributions T Berger International Economics 133, 93-106, 2013 | 53 | 2013 |
| Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversification J Beckmann, T Berger, R Czudaj, THV Hoang Empirical Economics 56, 1117-1144, 2019 | 34 | 2019 |
| Forecasting based on decomposed financial return series: A wavelet analysis T Berger Journal of Forecasting 35 (5), 419-433, 2016 | 33 | 2016 |
| Financial crisis, value-at-risk forecasts and the puzzle of dependency modeling T Berger, M Missong International Review of Financial Analysis 33, 33-38, 2014 | 33 | 2014 |
| A wavelet based approach to measure and manage contagion at different time scales T Berger Physica A: Statistical Mechanics and its Applications 436, 338-350, 2015 | 21 | 2015 |
| On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models T Berger, C Fieberg The Journal of Risk Finance 17 (3), 295-309, 2016 | 19 | 2016 |
| Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment T Berger, R Gençay Journal of Economic Dynamics and Control 92, 30-46, 2018 | 16 | 2018 |
| Commodity futures and a wavelet-based risk assessment T Berger, RL Czudaj Physica A: Statistical Mechanics and its Applications 554, 124339, 2020 | 14 | 2020 |
| A wavelet analysis: Forecasting based on decomposed financial return series T Berger Journal of Forecasting 35 (5), 419-433, 2016 | 13 | 2016 |
| Revisiting the innovation dynamics theory: How effectiveness-and efficiency-oriented process innovations accompany product innovations S Wittfoth, T Berger, MG Moehrle Technovation 112, 102410, 2022 | 11 | 2022 |
| Examining the adventure traveller behaviour-Personality, motives and socio-demographic factors as determinants for German adventure travel S Gross, M Sand, T Berger European Journal of Tourism Research 33, 3307-3307, 2023 | 9 | 2023 |
| Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains T Berger Finance Research Letters 54, 103757, 2023 | 7 | 2023 |
| Copulas and portfolio strategies: an applied risk management perspective T Berger, M Missong Journal of Risk 17 (2), 2014 | 7 | 2014 |
| Short‐run wavelet‐based covariance regimes for applied portfolio management T Berger, R Gençay Journal of Forecasting 39 (4), 642-660, 2020 | 5 | 2020 |
| On the isolated impact of copulas on risk measurement: Asimulation study T Berger Economic Modelling 58, 475-481, 2016 | 5 | 2016 |
