Genaro Sucarrat

According to our database, Genaro Sucarrat authored at least 7 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Modeling Nonstationary Financial Volatility with the <i>R</i> Package tvgarch.

Susana Campos-Martins, Genaro Sucarrat

J. Stat. Softw., 2024

2021

garchx: Flexible and Robust GARCH-X Modeling.

Genaro Sucarrat

R J., 2021

2020

User-Specified General-to-Specific and Indicator Saturation Methods.

Genaro Sucarrat

R J., 2020

2017

An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns.

Christian Francq, Genaro Sucarrat

J. Multivar. Anal., 2017

2016

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown.

Genaro Sucarrat, Steffen Grønneberg, Alvaro Escribano

Comput. Stat. Data Anal., 2016

2014

EGARCH models with fat tails, skewness and leverage.

Andrew Harvey, Genaro Sucarrat

Comput. Stat. Data Anal., 2014

2013

betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models.

Genaro Sucarrat

R J., 2013