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1
Modelling Spikes in Electricity Prices
Becker, Ralf
;
Hurn, Stan
;
Pavlov, Vlad
- In:
The economic record : er
83
(
2007
)
263
,
pp. 371-382
Persistent link: https://www.econbiz.de/10007892829
Saved in:
2
Testing for nonlinearity in mean in the presence of heteroskedasticity
Becker, Ralf
;
Hurn, Stan
- In:
Economic analysis and policy
39
(
2009
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10009908779
Saved in:
3
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam E.
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010008348
Saved in:
4
A general test for time dependence in parameters
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 899
Persistent link: https://www.econbiz.de/10006961222
Saved in:
5
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam E.
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2550
Persistent link: https://www.econbiz.de/10007757871
Saved in:
6
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam E.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10007911037
Saved in:
7
WEIGHTED SMOOTH TRANSITION REGRESSIONS
Becker, Ralf
;
Osborn, Denise R.
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 795-812
Persistent link: https://www.econbiz.de/10009994123
Saved in:
8
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Becker, Ralf
;
Osborn, Denise R.
;
Yildirim, Dilem
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2504-2514
Persistent link: https://www.econbiz.de/10010032203
Saved in:
9
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam E.
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1039
Persistent link: https://www.econbiz.de/10008892228
Saved in:
10
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam E.
;
Mcclelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10008235110
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