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 2 8 61 1 8 28 103
Automated financial multi-path GETS modelling 0 0 2 14 1 2 7 115
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 32 2 2 6 100
EGARCH models with fat tails, skewness and leverage 1 3 6 222 3 9 19 425
Econometric reduction theory and philosophy 0 0 1 87 0 0 3 128
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 3 28 1 2 13 27
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 4 40 1 1 11 22
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 2 6 76 0 2 10 92
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 1 1 32 0 1 7 72
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 1 166 1 1 4 556
Exchange rate variability, market activity and heterogeneity 1 2 2 42 1 2 3 132
Exchange rate volatility and the mixture of distribution hypothesis 0 1 3 35 1 2 8 129
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 1 0 0 4 15
Financial Density Selection 0 0 0 0 1 1 1 5
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 2 174 2 5 7 445
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 2 2 3 94
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 147 2 2 5 429
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 2 4 11 26 5 20 51 110
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 0 2 2 4 17
Models of Financial Return With Time-Varying Zero Probability 0 0 0 30 0 0 5 35
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 1 1 3 122
The first stage in Hendry’s reduction theory revisited 0 0 0 7 0 0 2 56
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 2 2 17 0 2 5 46
Total Working Papers 4 18 52 1,308 27 67 209 3,466


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 1 5 0 0 6 16
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 1 8 2 2 5 44
EGARCH models with fat tails, skewness and leverage 0 3 5 25 0 8 14 94
Econometric reduction theory and philosophy 0 0 0 16 0 0 1 66
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 1 1 1 5 17
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 84 0 3 4 272
Financial density selection 0 0 0 1 0 0 3 10
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 0 0 4 312
General-to-specific modelling of exchange rate volatility: A forecast evaluation 1 2 3 22 3 4 10 96
Total Journal Articles 1 5 10 185 6 18 52 927


Statistics updated 2019-01-02