R. Becker

Finance · with Clements · 2003–2015

A researcher in the Science corpus: 6 papers; trusts 13 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom R. Becker trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Robert Fildes
  4. Arup Bose
  5. Ser-Huang Poon
  6. Ken West
  7. W. Enders
  8. S. J. Koopman
  9. Annastiina Silvennoinen
  10. Torben G. Andersen

Who trusts R. Becker overall

  1. W. Enders
  2. D. Christopoulos
  3. P. Jones
  4. Tong Fang
  5. Junsoo Lee
  6. Miguel León-Ledesma
  7. Gil Avnimelech
  8. Natália Barbosa
  9. Bhanu Balasubramnian
  10. Tolga Omay

Papers from R. Becker's perspective

Ordered by how strongly the researchers R. Becker trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Asymptotic Inference about Predictive Ability
  3. Forecasting Volatility in Financial Markets: A Review
  4. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  5. Generalized autoregressive conditional heteroskedasticity
  6. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  7. Testing and Valuing Dynamic Correlations for Asset Allocation
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Testing for the Constancy of Parameters over Time
  10. Data-based ranking of realised volatility estimators

Their papers