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 1 4 82 0 2 7 165
Automated financial multi-path GETS modelling 0 0 0 17 0 1 19 166
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 42 0 1 8 174
EGARCH models with fat tails, skewness and leverage 0 1 2 252 3 7 15 520
Econometric reduction theory and philosophy 0 0 0 88 0 1 1 144
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 0 2 4 55
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 2 32 0 1 6 72
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 1 82 0 1 9 150
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 1 3 117
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 1 2 568
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 2 3 151
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 36 0 1 1 151
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 1 1 28
Financial Density Selection 0 0 0 0 0 1 2 20
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 1 2 2 207
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 1 15 516
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 1 142
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 1 10 505
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 10 112 0 2 53 855
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 1 1 0 1 2 41
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 1 3 32
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 111 0 1 2 45
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 2 3 63
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 1 1 129
The Log-GARCH Model via ARMA Representations 0 0 3 39 1 3 20 97
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 1 2 86
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 1 2 2 64
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 1 8 0 1 3 22
garchx: Flexible and Robust GARCH-X Modelling 0 1 1 54 2 7 26 160
Total Working Papers 0 3 25 1,712 8 50 226 5,445

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 1 19 0 1 4 54
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 1 3 16 0 1 5 73
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 1 2 3 13 1 3 4 73
EGARCH models with fat tails, skewness and leverage 0 0 1 44 0 2 7 151
Econometric reduction theory and philosophy 0 0 0 16 0 1 1 92
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 9 0 1 6 61
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 1 1 6 0 2 5 48
Estimation of log-GARCH models in the presence of zero returns 0 0 0 7 0 1 3 25
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 89 1 2 2 311
Financial density selection 0 0 0 1 0 1 1 18
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 0 1 1 336
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 28 0 2 4 166
Total Journal Articles 1 4 9 271 2 18 43 1,408

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Statistics updated 2023-11-05