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 4 8 57 4 10 15 86
Automated financial multi-path GETS modelling 0 0 2 14 1 3 10 113
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 32 0 2 5 96
EGARCH models with fat tails, skewness and leverage 0 2 9 218 0 3 13 410
Econometric reduction theory and philosophy 0 0 1 87 0 1 2 127
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 1 1 2 37 2 3 5 14
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 1 25 2 4 8 18
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 1 9 73 0 2 21 87
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 1 31 3 5 8 70
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 1 165 0 0 3 552
Exchange rate variability, market activity and heterogeneity 0 0 2 40 1 1 5 130
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 1 0 3 4 15
Exchange rate volatility and the mixture of distribution hypothesis 0 1 3 33 1 3 12 125
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 1 191
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 1 172 1 1 6 439
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 1 9 1 1 4 92
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 1 147 2 2 6 426
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 2 3 11 19 4 11 28 71
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 0 1 2 4 15
Models of Financial Return With Time-Varying Zero Probability 0 0 0 30 2 3 7 33
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 1 1 120
The first stage in Hendry’s reduction theory revisited 0 0 1 7 0 1 3 55
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 15 0 2 4 43
Total Working Papers 3 12 54 1,274 25 64 175 3,332


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 5 2 4 12 15
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 2 8 0 0 7 41
EGARCH models with fat tails, skewness and leverage 0 0 1 20 0 2 8 82
Econometric reduction theory and philosophy 0 0 0 16 1 1 4 66
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 1 1 2 3 6 15
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 84 0 0 1 268
Financial density selection 0 0 0 1 1 1 2 8
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 1 23 1 3 6 311
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 1 3 20 2 4 14 90
Total Journal Articles 0 2 12 178 9 18 60 896


Statistics updated 2018-05-02