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 4 87 2 6 10 178
Automated financial multi-path GETS modelling 0 0 0 17 2 3 3 170
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 2 50 0 0 6 191
EGARCH models with fat tails, skewness and leverage 0 0 2 255 6 6 8 531
Econometric reduction theory and philosophy 0 0 0 88 0 0 1 145
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 1 2 2 58
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 1 1 2 76
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 1 1 1 85 1 1 2 158
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 1 1 2 120
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 1 154
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 2 2 3 520
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 2 2 3 145
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 0 1 508
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 2 116 0 2 17 897
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 1 1 3 36
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 1 1 4 50
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 1 3 66
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 1 3 3 133
The Log-GARCH Model via ARMA Representations 0 1 1 41 3 8 14 114
The first stage in Hendry’s reduction theory revisited 0 0 0 10 2 3 4 90
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 0 2 27
garchx: Flexible and Robust GARCH-X Modelling 0 0 6 69 2 7 43 248
Total Working Papers 2 3 18 1,756 28 54 145 5,708

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 2 3 6 61
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 1 2 2 81
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 2 7 168
Econometric reduction theory and philosophy 0 0 0 16 1 2 2 95
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 0 1 91 0 1 2 317
Financial density selection 0 0 0 1 1 1 1 19
Forecast Evaluation of Explanatory Models of Financial Variability 1 1 1 24 3 4 5 342
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 1 1 8 174
Total Journal Articles 1 1 11 290 10 17 43 1,482

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Statistics updated 2025-11-08