Concepedia

Ralf Becker

RB

36

Publications

2.2K

Citations

18

H-Index

1971

Active since

Affiliations

University of Manchester(Current)

Queensland University of Technology

Karlsruhe Institute of Technology

University of Alabama

Deutsche Bank (Germany)

Ralf Becker is an author at University of Manchester specializing in engineering, business, and statistics.

Top concepts

EngineeringBusinessFinancePhysicsStatisticsApplied PhysicsEconometricsEconomicsForecastingAsset Pricing

Publications per year

1971–2021

36

Publications

36

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

Ralf Becker, Walter Enders, Junsoo Lee · Journal of Time Series Analysis · 2006 · 781 citations · Full text

Structural Breaks, Economics, Engineering +12

A general test for time dependence in parameters

Ralf Becker, Walter Enders, Stan Hurn · Journal of Applied Econometrics · 2004 · 248 citations

Economics, Parameter Identification, Macroeconomics +12

The jump component of S&P 500 volatility and the VIX index

Ralf Becker, Adam Clements, Andrew McClelland · Journal of Banking & Finance · 2008 · 140 citations · Full text

Empirical Finance, Volatility Modeling, Financial Economics +7

Are combination forecasts of S&P 500 volatility statistically superior?

Ralf Becker, Adam Clements · International Journal of Forecasting · 2007 · 95 citations

Forecasting Methodology, Volatility Modeling, Probabilistic Forecasting +7

Evaluation of quadrature schemes for the discrete ordinates method

Rainer Koch, Ralf Becker · Journal of Quantitative Spectroscopy and Radiative Transfer · 2003 · 92 citations

Geometric Modeling, Numerical Analysis, Mathematical Programming +9

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