2

Econometric reduction theory and philosophy

Sucarrat, Genaro
Journal:
Journal of Economic Methodology
Year:
2010
Language:
english
File:
PDF, 316 KB
english, 2010
3

Estimation of log-GARCH models in the presence of zero returns

Sucarrat, Genaro, Escribano, Alvaro
Journal:
European Journal of Finance
Year:
2017
Language:
english
File:
PDF, 997 KB
english, 2017
7

Exchange rate volatility and the mixture of distribution hypothesis

Luc Bauwens, Dagfinn Rime, Genaro Sucarrat
Journal:
Empirical Economics
Year:
2006
Language:
english
File:
PDF, 323 KB
english, 2006
8

EGARCH models with fat tails, skewness and leverage

Harvey, Andrew, Sucarrat, Genaro
Journal:
Computational Statistics & Data Analysis
Year:
2014
Language:
english
File:
PDF, 526 KB
english, 2014
9

Communications, Letters, &c., have been received from?

Harvey, Andrew, Sucarrat, Genaro
Journal:
The Lancet
Year:
1918
Language:
english
File:
PDF, 451 KB
english, 1918
13

Equation-by-equation estimation of multivariate periodic electricity price volatility

Escribano, Alvaro, Sucarrat, Genaro
Journal:
Energy Economics
Year:
2018
Language:
english
File:
PDF, 5.51 MB
english, 2018
14

Financial density selection

Marin, J. Miguel, Sucarrat, Genaro
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 553 KB
english, 2015
15

General to Specific Modelling of Exchange Rate Volatility: A Forecast Evaluation

Bauwens, Luc, Sucarrat, Genaro
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 420 KB
english, 2006