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 7 59 0 3 21 95
Automated financial multi-path GETS modelling 0 0 2 14 0 0 7 113
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 32 0 2 6 98
EGARCH models with fat tails, skewness and leverage 1 1 5 219 2 3 13 416
Econometric reduction theory and philosophy 0 0 1 87 0 0 3 128
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 1 4 40 0 2 10 21
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 3 28 0 3 12 25
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 7 74 0 0 17 90
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 31 0 1 6 71
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 1 1 166 0 3 3 555
Exchange rate variability, market activity and heterogeneity 0 0 1 40 0 0 3 130
Exchange rate volatility and the mixture of distribution hypothesis 0 1 3 34 1 2 8 127
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 1 0 0 4 15
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 0 191
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 1 1 173 0 1 4 440
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 0 2 92
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 147 0 0 4 427
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 1 2 8 22 4 11 37 90
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 0 0 0 3 15
Models of Financial Return With Time-Varying Zero Probability 0 0 0 30 0 1 7 35
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 1 2 121
The first stage in Hendry’s reduction theory revisited 0 0 1 7 0 0 3 56
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 15 0 1 4 44
Total Working Papers 2 8 44 1,290 7 34 179 3,399


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 0 2 5 0 0 8 16
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 2 8 0 1 6 42
EGARCH models with fat tails, skewness and leverage 2 2 3 22 3 4 11 86
Econometric reduction theory and philosophy 0 0 0 16 0 0 3 66
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 1 0 1 5 16
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 84 0 1 1 269
Financial density selection 0 0 0 1 1 1 3 10
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 1 1 5 312
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 1 20 0 1 10 92
Total Journal Articles 2 2 8 180 5 10 52 909


Statistics updated 2018-10-03