Genaro Sucarrat

Genaro Sucarrat

BI Norwegian Business School - Oslo / Norway
Economics & Econometrics / Economics
AD Scientific Index ID: 1804781
Handelshøyskolen BI
person_outline Genaro Sucarrat's MOST POPULAR ARTICLES
1-) EGARCH models with fat tails, skewness and leverageA Harvey, G SucarratComputational Statistics & Data Analysis 76, 320-338, 20141672014
2-) Automated general-to-specific (GETS) regression modeling and indicator saturation for outliers and structural breaksF Pretis, JJ Reade, G SucarratFoundation for Open Access Statistics, 2018792018
3-) Exchange rate volatility and the mixture of distribution hypothesisL Bauwens, D Rime, G SucarratHigh Frequency Financial Econometrics: Recent Developments, 7-29, 2008782008
4-) Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknownG Sucarrat, S Grønneberg, A EscribanoComputational statistics & data analysis 100, 582-594, 2016572016
5-) Automated Model Selection in Finance: General‐to‐Specific Modelling of the Mean and Volatility SpecificationsG Sucarrat, A EscribanoOxford Bulletin of Economics and Statistics 74 (5), 716-735, 2012452012