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 2 87 1 5 15 186
Are Intraday Returns Autocorrelated? 0 0 9 22 4 10 41 62
Automated financial multi-path GETS modelling 0 0 0 17 2 2 9 176
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 50 1 4 15 205
EGARCH models with fat tails, skewness and leverage 0 0 1 255 1 7 19 543
Econometric reduction theory and philosophy 0 0 0 88 0 1 7 151
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 2 4 16 72
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 3 13 88
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 1 85 1 7 15 172
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 0 7 126
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 2 4 12 580
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 0 4 158
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 1 2 4 33
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 3 10 163
Financial Density Selection 0 0 0 0 0 2 8 28
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 0 4 15 228
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 4 30 548
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 3 15 522
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 11 153
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 0 116 0 1 14 908
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 2 10 51
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 0 8 43
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 0 1 6 54
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 3 9 73
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 2 15 145
The Log-GARCH Model via ARMA Representations 0 3 6 46 2 9 40 145
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 0 10 96
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 6 15 80
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 0 10 0 3 12 38
garchx: Flexible and Robust GARCH-X Modelling 0 0 1 69 2 8 38 269
Total Working Papers 0 3 20 1,783 19 101 443 6,096

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 0 21 3 5 13 71
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 0 4 9 88
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 1 16 0 2 9 85
EGARCH models with fat tails, skewness and leverage 0 1 3 51 0 5 22 187
Econometric reduction theory and philosophy 0 0 0 16 0 1 5 98
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 0 2 6 74
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 7 1 2 7 58
Estimation of log-GARCH models in the presence of zero returns 1 1 3 12 1 5 23 52
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 0 3 14 329
Financial density selection 0 0 0 1 0 2 8 26
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 1 24 1 2 13 351
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 1 30 0 3 16 186
Identification of volatility proxies as expectations of squared financial returns 0 0 0 4 1 3 11 42
Increasing or Diversifying Risk? Tail Correlations, Transmission Flows and Prices across Wind Power Areas 0 0 0 0 1 5 10 12
Risk Estimation with a Time-Varying Probability of Zero Returns* 0 0 1 3 0 0 4 7
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity 0 1 2 2 0 4 11 11
Volatility Estimation When the Zero-Process is Nonstationary 0 0 0 11 0 1 4 29
Total Journal Articles 1 3 13 316 8 49 185 1,706

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 0 0 3 9 18
Modelling the skewed exponential power distribution in finance 0 0 0 0 0 5 7 7
Total Chapters 0 0 0 0 0 8 16 25

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Statistics updated 2026-06-04