Browse by Authors

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Francq, Christian and Sucarrat, Genaro (2013): An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation.

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Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

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Marin, J. Miguel and Sucarrat, Genaro (2012): Financial Density Selection. Published in: The European Journal of Finance , Vol. 21, No. 13-14 (2015): pp. 1195-1213.

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Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.

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Escribano, Alvaro and Sucarrat, Genaro (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.

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Sucarrat, Genaro and Escribano, Alvaro (2013): Estimation of Log-GARCH Models in the Presence of Zero Returns.

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Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.

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Sucarrat, Genaro (2019): User-Specified General-to-Specific and Indicator Saturation Methods.

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Gharsallah, Sofian and Sucarrat, Genaro (2019): Hvor presise er prognosene i Nasjonalbudsjettet?

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Sucarrat, Genaro (2020): garchx: Flexible and Robust GARCH-X Modelling.

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Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.

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Sucarrat, Genaro (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return.