Genaro Sucarrat

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 5

Top Topics

Probabilistic Model

Conditional Density

Top Venues

Comput. Stat. Data Anal.

J. Stat. Softw.

J. Multivar. Anal.

Publications

Susana Campos-Martins, Genaro Sucarrat
Package tvgarch. J. Stat. Softw. 108 (9) (2024)
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)