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Ralf Becker · Study
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Author
Ralf Becker
12 works
· latest 2016
· 2 institutions
cluster: provisional
ORCID 0000-0002-0594-6386
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12
Citations
1,777
Works here
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Most cited in this library
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
2006 · 879 citations
A general test for time dependence in parameters
2004 · 258 citations
The jump component of S&P 500 volatility and the VIX index
2008 · 143 citations
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
2007 · 124 citations
Are combination forecasts of S&P 500 volatility statistically superior?
2007 · 94 citations
Works
12 shown
What is the globalisation of inflation?
Journal of Economic Dynamics and Control
·
2016
·
4 authors
·
Open access
37
citations
Selecting volatility forecasting models for portfolio allocation purposes
International Journal of Forecasting
·
2014
·
4 authors
·
Open access
61
citations
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Economic Modelling
·
2012
·
3 authors
·
Open access
58
citations
On the efficacy of techniques for evaluating multivariate volatility forecasts
QUT ePrints (Queensland University of Technology)
·
2012
·
4 authors
22
citations
WEIGHTED SMOOTH TRANSITION REGRESSIONS
Journal of Applied Econometrics
·
2010
·
2 authors
·
Open access
14
citations
The jump component of S&P 500 volatility and the VIX index
Journal of Banking & Finance
·
2008
·
3 authors
·
Open access
143
citations
Are combination forecasts of S&P 500 volatility statistically superior?
International Journal of Forecasting
·
2007
·
2 authors
94
citations
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Journal of Banking & Finance
·
2007
·
3 authors
124
citations
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Journal of Time Series Analysis
·
2006
·
3 authors
·
Open access
879
citations
Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation
Contributions to economic analysis
·
2006
·
3 authors
·
chapter
12
citations
On the informational efficiency of S&P500 implied volatility
The North American Journal of Economics and Finance
·
2005
·
3 authors
75
citations
A general test for time dependence in parameters
Journal of Applied Econometrics
·
2004
·
3 authors
258
citations