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General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc (contributor); Sucarrat, Genaro (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328223
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Automated financial multi-path GETS modelling
Sucarrat, Genaro; Escribano, Álvaro - 2009
Persistent link: https://www.econbiz.de/10003971843
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The power log-GARCH model
Sucarrat, Genaro; Escribano, Álvaro - 2010
Persistent link: https://www.econbiz.de/10003972344
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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. 885-907
Persistent link: https://www.econbiz.de/10008807690
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Exchange rate variability, market activity and heterogeneity
Rime, Dagfinn (contributor); Sucarrat, Genaro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003577730
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EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.; Sucarrat, Genaro - 2012
Persistent link: https://www.econbiz.de/10009579884
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Financial density selection
Marin, J. Miguel; Sucarrat, Genaro - In: The European journal of finance 21 (2015) 13/15, pp. 1195-1213
Persistent link: https://www.econbiz.de/10011419831
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Automated model selection in finance : general-to-specific modelling of the mean and volatility specifications
Sucarrat, Genaro; Escribano, Álvaro - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 716-735
Persistent link: https://www.econbiz.de/10009712121
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - 2016
Persistent link: https://www.econbiz.de/10011541411
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Unbiased QML estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro; Escribano, Álvaro - 2013
Persistent link: https://www.econbiz.de/10010476962