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 4 53 1 1 6 76
Automated financial multi-path GETS modelling 2 2 2 14 2 3 9 110
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 32 0 1 6 94
EGARCH models with fat tails, skewness and leverage 0 2 9 216 1 4 21 407
Econometric reduction theory and philosophy 1 1 3 87 1 1 4 126
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 1 36 0 0 2 11
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 1 25 0 1 4 14
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 2 4 17 72 3 9 30 85
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 1 31 0 0 7 65
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 1 165 0 0 5 552
Exchange rate variability, market activity and heterogeneity 0 0 3 40 0 0 7 129
Exchange rate volatility and the mixture of distribution hypothesis 0 1 2 32 1 3 11 122
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 1 1 1 4 12
Financial Density Selection 0 0 0 0 0 0 0 4
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 0 0 3 191
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 1 172 0 0 9 438
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 1 9 0 0 5 91
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 1 147 0 0 7 424
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 1 2 10 16 1 7 22 60
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 0 0 0 4 13
Models of Financial Return With Time-Varying Zero Probability 0 0 1 30 0 0 6 30
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 0 0 119
The first stage in Hendry’s reduction theory revisited 0 0 1 7 0 0 4 54
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 15 0 1 3 41
Total Working Papers 6 12 60 1,262 11 32 179 3,268


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 1 4 4 1 3 9 11
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 1 2 3 8 2 3 12 41
EGARCH models with fat tails, skewness and leverage 0 0 2 20 0 4 10 80
Econometric reduction theory and philosophy 0 0 2 16 0 2 6 65
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 1 1 0 0 7 12
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 84 0 0 2 268
Financial density selection 0 0 0 1 0 0 1 7
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 1 23 0 1 4 308
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 19 0 3 15 86
Total Journal Articles 1 3 15 176 3 16 66 878


Statistics updated 2018-02-05