Prof Ralf Becker

Senior Lecturer in Economics

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Publications

  1. 2010
  2. Published

    An empirical analysis of mean reversion of the S&P 500’s P/E ratios

    Becker, R., Lee, J. & Gup, B., 2010, In: Journal of Economics and Finance.

    Research output: Contribution to journalArticlepeer-review

  3. 2009
  4. Published

    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 journalArticlepeer-review

  5. Published

    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 journalArticlepeer-review

  6. 2008
  7. Published

    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 journalArticlepeer-review

  8. 2007
  9. Published

    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 journalArticlepeer-review

  10. Published

    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 journalArticlepeer-review

  11. 2006
  12. Published

    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 journalArticlepeer-review

  13. Published

    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 journalArticlepeer-review

  14. Published

    Modelling inflation and money demand using a fourier-series approximation

    Becker, R., R., U., Hurn, A., Enders, W., Milas, U. (ed.), Rothman, C. (ed.), Dijk, P. V. (ed.), Wildasin, D. (ed.) & D., U. (ed.), 2006, Nonlinear Time Series Analysis of Business Cycles. Amsterdam: Elsevier BV

    Research output: Chapter in Book/Report/Conference proceedingChapter

  15. 2004
  16. Published

    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 journalArticlepeer-review

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Research output: Contribution to journalArticlepeer-review