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 0 2 10 181
Are Intraday Returns Autocorrelated? 0 0 20 22 2 6 49 54
Automated financial multi-path GETS modelling 0 0 0 17 0 4 7 174
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 50 0 4 13 201
EGARCH models with fat tails, skewness and leverage 0 0 1 255 1 4 13 537
Econometric reduction theory and philosophy 0 0 0 88 0 3 6 150
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 1 6 13 69
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 6 10 85
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 1 85 1 7 9 166
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 4 7 126
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 5 8 576
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 2 4 158
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 1 7 8 161
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 1 2 3 32
Financial Density Selection 0 0 0 0 0 5 6 26
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 2 9 13 226
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 1 9 27 545
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 3 10 152
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 2 12 14 521
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 1 116 1 9 16 908
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 5 8 49
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 5 8 43
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 1 4 6 54
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 1 5 8 71
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 1 8 14 144
The Log-GARCH Model via ARMA Representations 2 3 5 45 3 16 36 139
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 6 10 96
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 1 6 10 75
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 0 10 0 3 10 35
garchx: Flexible and Robust GARCH-X Modelling 0 0 2 69 2 6 38 263
Total Working Papers 2 3 32 1,782 22 173 394 6,017

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 0 3 8 66
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 0 2 5 84
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 1 1 16 0 7 7 83
EGARCH models with fat tails, skewness and leverage 0 0 2 50 1 9 18 183
Econometric reduction theory and philosophy 0 0 0 16 0 1 4 97
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 0 2 6 72
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 7 0 5 5 56
Estimation of log-GARCH models in the presence of zero returns 0 1 3 11 0 14 19 47
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 0 7 11 326
Financial density selection 0 0 0 1 0 2 6 24
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 1 24 0 3 12 349
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 0 1 15 183
Identification of volatility proxies as expectations of squared financial returns 0 0 0 4 0 6 9 39
Increasing or Diversifying Risk? Tail Correlations, Transmission Flows and Prices across Wind Power Areas 0 0 0 0 1 2 6 8
Risk Estimation with a Time-Varying Probability of Zero Returns* 0 1 1 3 0 3 4 7
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity 0 0 1 1 0 1 7 7
Volatility Estimation When the Zero-Process is Nonstationary 0 0 1 11 0 1 4 28
Total Journal Articles 0 3 13 313 2 69 146 1,659

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 1 3 8 16
Modelling the skewed exponential power distribution in finance 0 0 0 0 0 2 2 2
Total Chapters 0 0 0 0 1 5 10 18

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Statistics updated 2026-04-09