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Genaro Sucarrat

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Personal Details

First Name:Genaro
Middle Name:
Last Name:Sucarrat
Suffix:
RePEc Short-ID:psu377
[This author has chosen not to make the email address public]
http://www.sucarrat.net/
Oslo, Norway
http://www.bi.no/

: +47 06600

Nydalsveien 37, N-0442 Oslo
RePEc:edi:hhsbino (more details at EDIRC)
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  1. Sucarrat, Genaro & Grønneberg, Steffen, 2016. "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper 68931, University Library of Munich, Germany.
  2. Francq, Christian & Sucarrat, Genaro, 2015. "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper 67140, University Library of Munich, Germany.
  3. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013. "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper 49344, University Library of Munich, Germany.
  4. Francq, Christian & Sucarrat, Genaro, 2013. "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," MPRA Paper 51783, University Library of Munich, Germany.
  5. Sucarrat, Genaro & Escribano, Alvaro, 2013. "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," MPRA Paper 50699, University Library of Munich, Germany.
  6. 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.
  7. Marin, J. Miguel & Sucarrat, Genaro, 2012. "Financial Density Selection," MPRA Paper 66839, University Library of Munich, Germany, revised 13 Jun 2012.
  8. 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.
  9. Sucarrat, Genaro & Escribano, Álvaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  10. Sucarrat, Genaro, 2009. "Econometric reduction theory and philosophy," UC3M Working papers. Economics we091005, Universidad Carlos III de Madrid. Departamento de Economía.
  11. Escribano, Álvaro & Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  12. Sucarrat, Genaro, 2008. "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers 2008-18, Kiel Institute for the World Economy (IfW).
  13. Sucarrat, Genaro & Bauwens, Luc, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Sucarrat, Genaro & Rime, Dagfinn, 2007. "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics we077039, Universidad Carlos III de Madrid. Departamento de Economía.
  15. 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.
  16. SUCARRAT, Genaro, 2006. "The first stage in Hendry’s reduction theory revisited," CORE Discussion Papers 2006082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. 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).
  1. Harvey, Andrew & Sucarrat, Genaro, 2014. "EGARCH models with fat tails, skewness and leverage," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 320-338.
  2. 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.
  3. Genaro Sucarrat, 2010. "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
  4. 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.
  5. 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 (IfW), vol. 3, pages 1-33.
  6. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2006-06-10 2007-01-13 2008-05-31 2009-03-07 2010-06-18 2011-07-13 2012-09-03 2013-08-31 2013-10-25 2013-12-06 2015-10-17 2016-02-29. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2006-06-10 2008-05-31 2010-06-18 2011-07-13 2012-09-03 2013-08-31 2013-10-25 2013-12-06 2015-10-17. Author is listed
  3. NEP-IFN: International Finance (4) 2005-12-14 2006-06-10 2007-10-27 2008-05-31. Author is listed
  4. NEP-FOR: Forecasting (3) 2006-06-10 2008-05-17 2008-05-31
  5. NEP-CBA: Central Banking (2) 2008-05-31 2009-03-07
  6. NEP-HPE: History & Philosophy of Economics (2) 2007-01-13 2009-03-07
  7. NEP-BAN: Banking (1) 2007-10-27
  8. NEP-CMP: Computational Economics (1) 2011-07-13
  9. NEP-FMK: Financial Markets (1) 2006-06-10
  10. NEP-ORE: Operations Research (1) 2010-06-18
  11. NEP-RMG: Risk Management (1) 2016-02-29

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