Tobias Berens

SFB 823 A new set of improved value-at-risk backtests D iscussion P aper

Gregor N. F. Weiß, D. Ziggel, Tobias Berens, 2013 .

Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?

Gregor N. F. Weiß, Dominik Wied, Tobias Berens, 2015 .

On the application of new tests for structural changes on global minimum-variance portfolios

Dominik Wied, D. Ziggel, Tobias Berens, 2013, Statistical Papers.

Estimation Window Strategies for Value-at-Risk and Expected Shortfall Forecasting

Gregor N. F. Weiß, D. Ziggel, Tobias Berens, 2017 .

A New Set of Improved Value-at-Risk Backtests

Dominik Wied, Gregor N. F. Weiß, Daniel Ziggel, 2014 .

A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks

Dominik Wied, D. Ziggel, Tobias Berens, 2013 .