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 1 87 0 2 15 187
Are Intraday Returns Autocorrelated? 0 0 3 22 1 7 32 65
Automated financial multi-path GETS modelling 0 0 0 17 0 2 9 176
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 50 0 2 15 206
EGARCH models with fat tails, skewness and leverage 0 0 0 255 0 2 19 544
Econometric reduction theory and philosophy 0 0 0 88 0 0 6 151
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 0 2 16 72
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 0 13 88
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 1 85 1 2 16 173
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 0 3 13 581
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 0 1 4 33
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 0 2 12 165
Financial Density Selection 0 0 0 0 0 0 8 28
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 0 0 15 228
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 1 31 549
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 1 11 154
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 1 15 523
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 1 1 117 1 4 17 912
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 0 10 51
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 1 1 9 44
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 0 0 5 54
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 0 8 73
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 1 16 146
The Log-GARCH Model via ARMA Representations 0 0 6 46 0 3 40 146
The first stage in Hendry’s reduction theory revisited 0 0 0 10 1 1 10 97
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 0 15 80
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 0 10 0 1 12 39
garchx: Flexible and Robust GARCH-X Modelling 1 1 1 70 1 3 29 270
Total Working Papers 1 2 13 1,785 6 42 432 6,119

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 4 14 72
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 0 0 9 88
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 1 16 0 0 9 85
EGARCH models with fat tails, skewness and leverage 0 1 3 52 0 1 22 188
Econometric reduction theory and philosophy 0 0 0 16 0 0 5 98
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 0 0 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 8 59
Estimation of log-GARCH models in the presence of zero returns 0 1 3 12 1 3 25 54
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 91 1 1 14 330
Financial density selection 0 0 0 1 1 1 9 27
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 1 24 1 2 14 352
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 30 0 0 13 186
Identification of volatility proxies as expectations of squared financial returns 0 1 1 5 0 2 12 43
Increasing or Diversifying Risk? Tail Correlations, Transmission Flows and Prices across Wind Power Areas 0 0 0 0 1 2 11 13
Risk Estimation with a Time-Varying Probability of Zero Returns* 0 0 1 3 1 3 7 10
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity 0 0 2 2 1 1 10 12
Volatility Estimation When the Zero-Process is Nonstationary 0 0 0 11 1 4 6 33
Total Journal Articles 0 3 12 318 9 26 194 1,724

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 0 8 18
Modelling the skewed exponential power distribution in finance 0 0 0 0 0 0 7 7
Total Chapters 0 0 0 0 0 0 15 25

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Statistics updated 2026-08-07