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General-to-specific modelling of exchange rate volatility: A forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-908
Persistent link: https://www.econbiz.de/10008451613
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The division of labour in science: the tradeoff between specialisation and diversity
Sucarrat, Genaro - In: The journal of economic methodology 17 (2010) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10008394837
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Automated Model Selection in Finance: General‐to‐Specific Modelling of the Mean and Volatility Specifications*
Sucarrat, Genaro; Escribano, Alvaro - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 716-736
Persistent link: https://www.econbiz.de/10010018628
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Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc; Rime, Dagfinn; Sucarrat, Genaro - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 889-912
Persistent link: https://www.econbiz.de/10006231900