Advanced Search
MyIDEAS: Login to follow this author

Genaro Sucarrat

Contents:

This is information that was supplied by Genaro Sucarrat in registering through RePEc. If you are Genaro Sucarrat , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Genaro
Middle Name:
Last Name: Sucarrat
Suffix:

RePEc Short-ID: psu377

Email: [This author has chosen not to make the email address public]
Homepage: http://www.sucarrat.net/
Postal Address:
Phone:

Affiliation

(50%) BI Handelshøyskolen
Location: Oslo, Norway
Homepage: http://www.bi.no/
Email:
Phone: +47 06600
Fax:
Postal: Nydalsveien 37, N-0442 Oslo
Handle: RePEc:edi:hhsbino (more details at EDIRC)
(50%) Institutt for samfunnsøkonomi
BI Handelshøyskolen
Location: Oslo, Norway
Homepage: http://www.bi.no/forskning/institutter/samfunnsokonomi/
Email:
Phone: +47 46410000
Fax:
Postal: Nydalsveien 37, N-0442 Oslo
Handle: RePEc:edi:dbebino (more details at EDIRC)

Works

as in new window

Working papers

  1. Harvey, A. & Sucarrat, G., 2012. "EGARCH models with fat tails, skewness and leverage," Cambridge Working Papers in Economics 1236, Faculty of Economics, University of Cambridge.
  2. Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  3. Genaro Sucarrat & Alvaro Escribano, 2010. "The power log-GARCH model," Economics Working Papers we1013, Universidad Carlos III, Departamento de Economía.
  4. Genaro Sucarrat, 2009. "Econometric reduction theory and philosophy," Economics Working Papers we091005, Universidad Carlos III, Departamento de Economía.
  5. Genaro Sucarrat & Alvaro Escribano, 2009. "Automated financial multi-path GETS modelling," Economics Working Papers we093620, Universidad Carlos III, Departamento de Economía.
  6. Luc Bauwens & Genaro Sucarrat, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," Economics Working Papers we081810, Universidad Carlos III, Departamento de Economía.
  7. Sucarrat, Genaro, 2008. "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers 2008-18, Kiel Institute for the World Economy.
  8. Dagfinn Rime & Genaro Sucarrat, 2007. "Exchange rate variability, market activity and heterogeneity," Economics Working Papers we077039, Universidad Carlos III, Departamento de Economía.
  9. Genaro, SUCARRAT, 2006. "The First Stage in Hendry’s Reduction Theory Revisited," Discussion Papers (ECON - Département des Sciences Economiques) 2006041, Université catholique de Louvain, Département des Sciences Economiques.
  10. BAUWENS, Luc & RIME, Dagfinn & SUCARRAT, Genaro, 2005. "Exchange rate volatility and the mixture of distribution hypothesis," CORE Discussion Papers 2005058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Genaro Sucarrat & Alvaro Escribano, 2012. "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 716-735, October.
  2. Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
  3. Genaro Sucarrat, 2010. "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
  4. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(8), pages 1-33.
  5. Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2006. "Exchange rate volatility and the mixture of distribution hypothesis," Empirical Economics, Springer, vol. 30(4), pages 889-911, January.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2007-10-27
  2. NEP-CBA: Central Banking (2) 2008-05-31 2009-03-07
  3. NEP-CMP: Computational Economics (1) 2011-07-13
  4. NEP-ECM: Econometrics (7) 2006-06-10 2007-01-13 2008-05-31 2009-03-07 2010-06-18 2011-07-13 2012-09-03. Author is listed
  5. NEP-ETS: Econometric Time Series (5) 2006-06-10 2008-05-31 2010-06-18 2011-07-13 2012-09-03. Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-06-10
  7. NEP-FOR: Forecasting (3) 2006-06-10 2008-05-17 2008-05-31. Author is listed
  8. NEP-HPE: History & Philosophy of Economics (2) 2007-01-13 2009-03-07
  9. NEP-IFN: International Finance (4) 2005-12-14 2006-06-10 2007-10-27 2008-05-31. Author is listed
  10. NEP-ORE: Operations Research (1) 2010-06-18

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Genaro Sucarrat should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.