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Genaro Sucarrat
Publication Activity (10 Years)
Years Active: 2013-2021
Publications (10 Years): 4
Top Topics
Parameter Tuning
Financial Risk
Autoregressive
Statistical Models
Top Venues
R J.
Comput. Stat. Data Anal.
J. Multivar. Anal.
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Publications
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Genaro Sucarrat
garchx: Flexible and Robust GARCH-X Modeling.
R J.
13 (1) (2021)
Genaro Sucarrat
User-Specified General-to-Specific and Indicator Saturation Methods.
R J.
12 (2) (2020)
Christian Francq
,
Genaro Sucarrat
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns.
J. Multivar. Anal.
153 (2017)
Genaro Sucarrat
,
Steffen Grønneberg
,
Alvaro Escribano
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown.
Comput. Stat. Data Anal.
100 (2016)
Andrew Harvey
,
Genaro Sucarrat
EGARCH models with fat tails, skewness and leverage.
Comput. Stat. Data Anal.
76 (2014)
Genaro Sucarrat
betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models.
R J.
5 (2) (2013)