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 0 3 86 2 4 9 176
Automated financial multi-path GETS modelling 0 0 0 17 0 1 1 168
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 2 50 0 1 6 191
EGARCH models with fat tails, skewness and leverage 0 0 2 255 0 0 2 525
Econometric reduction theory and philosophy 0 0 0 88 0 1 1 145
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 0 1 1 57
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 0 84 0 0 1 157
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 0 1 119
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 1 1 569
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 0 2 154
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 1 29
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 0 1 153
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 0 1 213
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 1 518
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 1 143
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 1 2 508
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 2 116 2 3 21 897
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 1 1 42
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 0 2 35
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 0 0 3 49
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 2 3 66
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 2 2 132
The Log-GARCH Model via ARMA Representations 0 1 1 41 2 6 11 111
The first stage in Hendry’s reduction theory revisited 0 0 0 10 1 2 2 88
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 2 3 67
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 0 10 0 1 2 27
garchx: Flexible and Robust GARCH-X Modelling 0 1 6 69 3 12 46 246
Total Working Papers 0 2 16 1,754 10 42 131 5,680


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 0 2 21 1 1 4 59
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 1 1 2 80
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 0 15 0 0 1 76
EGARCH models with fat tails, skewness and leverage 0 0 4 49 1 1 6 167
Econometric reduction theory and philosophy 0 0 0 16 1 1 1 94
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 0 0 5 68
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 7 0 0 1 51
Estimation of log-GARCH models in the presence of zero returns 0 0 1 9 0 1 3 30
Exchange rate volatility and the mixture of distribution hypothesis 0 1 1 91 0 2 4 317
Financial density selection 0 0 0 1 0 0 0 18
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 1 1 2 339
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 0 1 7 173
Total Journal Articles 0 1 10 289 5 9 36 1,472


Statistics updated 2025-10-06