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 83 0 0 3 167
Automated financial multi-path GETS modelling 0 0 0 17 1 1 2 167
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 1 6 48 0 1 12 185
EGARCH models with fat tails, skewness and leverage 0 1 1 253 0 1 7 522
Econometric reduction theory and philosophy 0 0 0 88 0 0 1 144
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 0 1 72
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 0 0 2 56
Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns 0 0 2 84 0 1 7 156
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 0 0 2 118
Exchange Rate Volatility and the Mixture of Distribution Hypothesis 0 0 0 166 0 0 1 568
Exchange rate variability, market activity and heterogeneity 0 0 0 42 0 0 2 151
Exchange rate volatility and the mixture of distribution hypothesis 0 0 1 37 0 0 2 152
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 2 0 0 1 28
Financial Density Selection 0 0 0 0 0 0 1 20
Forecast Evaluation of Explanatory Models of Financial Return Variability 0 0 0 43 0 0 4 209
General to Specific Modelling of Exchange Rate Volatility: a Forecast Evaluation 0 0 0 174 0 0 2 517
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 149 0 0 2 506
General to specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 9 0 0 1 142
General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets 0 0 2 114 1 5 22 875
General-to-specific modelling of exchange rate volatility: a forecast evaluation 0 0 0 1 0 0 1 41
Hvor presise er prognosene i Nasjonalbudsjettet? 0 0 0 8 0 0 2 33
Identification of Volatility Proxies as Expectations of Squared Financial Return 0 0 1 112 0 0 2 46
Models of Financial Return With Time-Varying Zero Probability 0 0 0 31 0 0 2 63
The First Stage in Hendry’s Reduction Theory Revisited 0 0 0 19 0 1 2 130
The Log-GARCH Model via ARMA Representations 0 0 1 40 0 1 5 100
The first stage in Hendry’s reduction theory revisited 0 0 0 10 0 0 1 86
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 0 2 64
User-Specified General-to-Specific and Indicator Saturation Methods 0 1 2 10 0 1 4 25
garchx: Flexible and Robust GARCH-X Modelling 0 1 10 63 9 13 44 198
Total Working Papers 0 4 27 1,738 11 25 140 5,541

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 19 0 0 2 55
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns 0 1 1 17 0 1 5 78
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 1 2 3 15 1 2 4 75
EGARCH models with fat tails, skewness and leverage 0 0 0 44 2 2 10 160
Econometric reduction theory and philosophy 0 0 0 16 0 0 1 92
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 1 10 0 0 3 63
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 1 2 7 0 1 4 50
Estimation of log-GARCH models in the presence of zero returns 0 0 0 7 0 0 2 26
Exchange rate volatility and the mixture of distribution hypothesis 0 0 0 89 0 0 3 312
Financial density selection 0 0 0 1 0 0 1 18
Forecast Evaluation of Explanatory Models of Financial Variability 0 0 0 23 0 1 2 337
General-to-specific modelling of exchange rate volatility: A forecast evaluation 0 0 0 28 0 0 2 166
Total Journal Articles 1 4 7 276 3 7 39 1,432

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Statistics updated 2024-09-04