Research output per year
Research output per year
- 18 results
Search results
-
2018
A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns
Becker, R., O'Neill, R. & Clements, A., Mar 2018, In: Econometrics. 6, 1, 27 p., 7.Research output: Contribution to journal › Article › peer-review
Open Access -
Flipping quantitative tutorials
Becker, R. & Proud, S., 2018, In: International Review of Economics Education.Research output: Contribution to journal › Article › peer-review
Open AccessFile73 Downloads (Pure) -
Flipping the Classroom: Old Ideas, New Technologies
Becker, R. & Birdi, A., 2018, In: International Review of Economics Education.Research output: Contribution to journal › Article
Open AccessFile336 Downloads (Pure) -
2017
What is the Globalisation of Inflation?
Altansukh, G., Becker, R., Bratsiotis, G. J. & Osborn, D., 5 Nov 2017, In: Journal of Economic Dynamics and Control. 74, p. 1-27Research output: Contribution to journal › Article › peer-review
Open AccessFile225 Downloads (Pure) -
2014
Selecting volatility forecasting models for portfolio allocation purposes
Becker, R., Clements, A. E., Doolan, M. B. & Hurn, A. S., Mar 2014, In: International Journal of Forecasting. 31, p. 849-861 12 p.Research output: Contribution to journal › Article › peer-review
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2013
Modeling electricity price events as point processes
Becker, R., Clements, A. E. & Zainudin, W. N. R. A., 31 Jul 2013, In: Journal of Energy Markets. 6Research output: Contribution to journal › Article › peer-review
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2012
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Becker, R., Osborn, D. R. & Yildirim, D., Nov 2012, In: Economic Modelling. 29, 6, p. 2504-2513 9 p.Research output: Contribution to journal › Article › peer-review
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Modeling Electricity Prices in Point Process
Becker, R., Clements, A. E. & Zainudin, W., 2012, In: Journal of Energy Markets.Research output: Contribution to journal › Article › peer-review
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Weighted smooth transition regressions
Becker, R. & Osborn, D. R., Aug 2012, In: Journal of Applied Econometrics. 27, 5, p. 795-811 16 p.Research output: Contribution to journal › Article › peer-review
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2009
Measuring Chinese business cycles with dynamic factor models
Becker, R., Wang, J. M., Gao, T. M. & McNown, R., Mar 2009, In: Journal of Asian Economics. 20, 2, p. 89-97 8 p.Research output: Contribution to journal › Article › peer-review
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The jump component of S&P 500 volatility and the VIX index
Becker, R., Clements, A. E. & McClelland, A., Jun 2009, In: Journal of Banking and Finance. 33, 6, p. 1033-1038 5 p.Research output: Contribution to journal › Article › peer-review
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2008
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, R. & Clements, A. E., Jan 2008, In: International Journal of Forecasting. 24, 1, p. 122-133 11 p.Research output: Contribution to journal › Article › peer-review
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2007
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, R., Clements, A. E. & White, S. I., Aug 2007, In: Journal of Banking and Finance. 31, 8, p. 2535-2549 14 p.Research output: Contribution to journal › Article › peer-review
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Modelling spikes in electricity prices
Becker, R., Hurn, S. & Pavlov, V., Dec 2007, In: Economic Record. 83, 263, p. 371-382 11 p.Research output: Contribution to journal › Article › peer-review
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2006
A stationarity test in the presence of an unknown number of smooth breaks
Becker, R., Enders, W. & Lee, J., May 2006, In: Journal of Time Series Analysis. 27, 3, p. 381-409 28 p.Research output: Contribution to journal › Article › peer-review
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On the informational efficiency of S&P500 implied volatility
Becker, R., Clements, A. E. & White, S. I., Aug 2006, In: North American Journal of Economics and Finance. 17, 2, p. 139-153 14 p.Research output: Contribution to journal › Article › peer-review
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2004
A general test for time dependence in parameters
Becker, R., Enders, W. & Hurn, S., Nov 2004, In: Journal of Applied Econometrics. 19, 7, p. 899-906 7 p.Research output: Contribution to journal › Article › peer-review
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Using discrete-time techniques to test continuous-time models for nonlinearity in drift
Becker, R. & Hurn, A. S., 5 Jan 2004, In: Mathematics and Computers in Simulation. 64, 1, p. 121-131 10 p.Research output: Contribution to journal › Article › peer-review