Ralf Becker - Concepedia

Author

Ralf Becker

University of Manchester ORCID

Also Known As

Becker, Ralf, Becker, Roger J, R Becker, R. BECKER, R. Becker, R. M. Becker, RALF BECKER, Ralf Becker, Ralf M. Becker

Publications

2.3K

Citations

H-Index

Concepts

All Affiliations

University of Manchester Queensland University of Technology Karlsruhe Institute of Technology University of Alabama Deutsche Bank (Germany)

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	14	16	1.3K
2	Business	13	13	1.6K
3	Natural Sciences	3	3	128
4	Education	2	2	37
5	Management	1	1	60

Ralf Becker

Publications

2.2K

Citations

H-Index

Page 1

	Year	Citations
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks Ralf Becker, Walter Enders, Junsoo Lee Journal of Time Series Analysis Structural BreaksEconomicsEngineeringMacroeconomicsSmooth Breaks	2006	781
A general test for time dependence in parameters Ralf Becker, Walter Enders, Stan Hurn Journal of Applied Econometrics EconomicsParameter IdentificationMacroeconomicsGeneral TestFinancial Time Series Analysis	2004	248
The jump component of S&P 500 volatility and the VIX index Ralf Becker, Adam Clements, Andrew McClelland Journal of Banking & Finance Empirical FinanceVolatility ModelingFinancial EconomicsAsset PricingJump Component	2008	140
Are combination forecasts of S&P 500 volatility statistically superior? Ralf Becker, Adam Clements International Journal of Forecasting Forecasting MethodologyVolatility ModelingProbabilistic ForecastingEngineeringPredictive Analytics	2007	95
Evaluation of quadrature schemes for the discrete ordinates method Rainer Koch, Ralf Becker Journal of Quantitative Spectroscopy and Radiative Transfer Geometric ModelingNumerical AnalysisMathematical ProgrammingQuadrature SchemesEngineering	2003	92
The Genesis of Venture Capital - Lessons from the German Experience Ralf Becker, Thomas Hellmann SSRN Electronic Journal	2003	84
On the informational efficiency of S&P500 implied volatility Ralf Becker, Adam Clements, Scott I. White The North American Journal of Economics and Finance Informational EfficiencyVolatility ModelingComputational FinanceFinancial EconomicsAsset Pricing	2005	77
Modelling Spikes in Electricity Prices* Ralf Becker, Stan Hurn, Vlad Pavlov Economic Record EngineeringPower MarketRetail Price RegulationStochastic ProcessesEconomic Analysis	2007	66
Selecting volatility forecasting models for portfolio allocation purposes Ralf Becker, Adam Clements, Mark Doolan, International Journal of Forecasting Volatility ModelingPortfolio OptimizationVolatility Forecasting ModelsAsset PricingPortfolio Selection	2014	60
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates Ralf Becker, Denise R. Osborn, Dilem Yıldirim Economic Modelling	2012	56

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