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 1 1 1 84 1 1 3 169
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 1 2 5 50 1 2 9 187
EGARCH models with fat tails, skewness and leverage 1 1 2 254 1 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 1 1 4 157
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 1 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 1 3 154
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 1 1 29
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 1 1 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 4 212
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 1 517
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 0 1 3 115 3 8 33 892
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 1 34
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 1 112 0 2 3 48
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 0 0 63
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 1 2 4 102
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 1 1 65
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 2 10 0 0 2 25
garchx: Flexible and Robust GARCH-X Modelling 0 3 7 67 2 11 46 222
Total Working Papers 3 8 22 1,747 12 34 127 5,608

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 1 1 1 20 1 2 2 57
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 1 17 0 0 3 79
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 2 15 0 1 3 76
EGARCH models with fat tails, skewness and leverage 0 3 4 48 0 4 9 165
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 1 2 5 66
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 1 7 1 1 2 51
Estimation of log-GARCH models in the presence of zero returns 0 0 1 8 1 1 3 28
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 0 0 0 28 1 1 2 168
Total Journal Articles 1 4 12 283 5 12 34 1,453

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03