Access Statistics for Genaro Sucarrat

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation 0 2 2 85 0 3 5 171
Automated financial multi-path GETS modelling 0 0 0 17 0 0 1 167
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 1 4 50 1 3 7 189
EGARCH models with fat tails, skewness and leverage 0 1 2 254 0 1 3 524
Econometric reduction theory and philosophy 0 0 0 88 0 0 0 144
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 0 0 1 56
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 0 3 75
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 1 84 0 1 3 157
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 1 1 119
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 0 0 568
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 0 3 154
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 1 1 153
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 1 29
Financial Density Selection 0 0 0 0 0 0 0 20
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 0 1 4 213
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 1 2 518
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 0 1 507
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 0 0 142
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 1 1 2 116 2 5 24 894
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 0 0 41
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 1 2 35
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 0 0 2 48
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 1 1 1 64
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 0 1 130
The Log-GARCH Model via ARMA Representations 0 0 0 40 0 2 4 103
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 0 0 86
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 0 1 65
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 1 10 1 1 2 26
garchx: Flexible and Robust GARCH-X Modelling 1 1 7 68 2 7 45 227
Total Working Papers 2 6 19 1,750 7 29 118 5,625

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation 0 2 2 21 0 2 3 58
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 1 17 0 0 2 79
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 2 15 0 0 3 76
EGARCH models with fat tails, skewness and leverage 0 0 4 48 0 0 7 165
Econometric reduction theory and philosophy 0 0 0 16 0 0 1 93
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 1 10 0 1 4 66
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 1 7 0 1 2 51
Estimation of log-GARCH models in the presence of zero returns 1 1 2 9 1 2 4 29
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 90 0 0 3 315
Financial density selection 0 0 0 1 0 0 0 18
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 0 0 1 337
General-to-specific modelling of exchange rate volatility: A forecast evaluation 1 1 1 29 1 2 3 169
Total Journal Articles 2 4 15 286 2 8 33 1,456

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Statistics updated 2025-05-12