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 4 87 1 3 11 179
Are Intraday Returns Autocorrelated? 0 2 22 22 8 10 48 48
Automated financial multi-path GETS modelling 0 0 0 17 0 2 3 170
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 2 50 4 6 12 197
EGARCH models with fat tails, skewness and leverage 0 0 2 255 1 8 10 533
Econometric reduction theory and philosophy 0 0 0 88 1 2 3 147
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 2 4 4 79
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 4 6 7 63
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 1 1 85 0 2 3 159
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 1 3 4 122
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 2 3 571
Exchange rate variability, market activity and heterogeneity 0 0 0 42 1 2 3 156
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 37 1 1 2 154
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 1 1 2 30
Financial Density Selection 0 0 0 0 0 1 1 21
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 3 4 5 217
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 13 18 19 536
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 1 1 2 509
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 2 6 7 149
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 2 116 0 2 13 899
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 1 2 3 44
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 2 3 5 38
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 0 112 0 1 3 50
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 0 3 66
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 2 4 6 136
The Log-GARCH Model via ARMA Representations 1 1 2 42 3 12 22 123
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 2 4 90
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 1 2 5 69
User-Specified General-to-Specific and Indicator Saturation Methods 0 0 0 10 2 5 7 32
garchx: Flexible and Robust GARCH-X Modelling 0 0 4 69 6 11 43 257
Total Working Papers 1 5 39 1,779 61 126 263 5,844

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 2 21 1 4 7 63
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 0 0 17 0 2 3 82
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 0 15 0 0 1 76
EGARCH models with fat tails, skewness and leverage 1 1 3 50 4 7 10 174
Econometric reduction theory and philosophy 0 0 0 16 1 2 3 96
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 1 2 6 70
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 7 0 0 1 51
Estimation of log-GARCH models in the presence of zero returns 0 1 2 10 2 3 6 33
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 91 2 2 4 319
Financial density selection 0 0 0 1 3 4 4 22
Forecast Evaluation of Explanatory Models of Financial Variability 0 1 1 24 1 7 9 346
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 2 30 4 9 15 182
Identification of volatility proxies as expectations of squared financial returns 0 0 0 4 1 2 6 33
Increasing or Diversifying Risk? Tail Correlations, Transmission Flows and Prices across Wind Power Areas 0 0 0 0 2 4 5 6
Risk Estimation with a Time-Varying Probability of Zero Returns* 0 0 0 2 0 0 2 4
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity 0 0 1 1 1 3 6 6
Volatility Estimation When the Zero-Process is Nonstationary 0 0 1 11 0 0 4 27
Total Journal Articles 1 3 13 310 23 51 92 1,590

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 6 13
Modelling the skewed exponential power distribution in finance 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 1 3 6 13

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Statistics updated 2026-01-09