| EGARCH models with fat tails, skewness and leverage A Harvey, G Sucarrat Computational Statistics & Data Analysis 76, 320-338, 2014 | 197 | 2014 |
| Automated general-to-specific (GETS) regression modeling and indicator saturation for outliers and structural breaks F Pretis, JJ Reade, G Sucarrat Foundation for Open Access Statistics, 2018 | 87 | 2018 |
| Exchange rate volatility and the mixture of distribution hypothesis L Bauwens, D Rime, G Sucarrat High Frequency Financial Econometrics: Recent Developments, 7-29, 2008 | 78 | 2008 |
| Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown G Sucarrat, S Grønneberg, A Escribano Computational statistics & data analysis 100, 582-594, 2016 | 54 | 2016 |
| Automated Model Selection in Finance: General‐to‐Specific Modelling of the Mean and Volatility Specifications G Sucarrat, A Escribano Oxford Bulletin of Economics and Statistics 74 (5), 716-735, 2012 | 39 | 2012 |
| An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns C Francq, G Sucarrat Journal of Multivariate Analysis 153, 16-32, 2017 | 35 | 2017 |
| General-to-specific modelling of exchange rate volatility: A forecast evaluation L Bauwens, G Sucarrat International Journal of Forecasting 26 (4), 885-907, 2010 | 33 | 2010 |
| betategarch: simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models G Sucarrat R Foundation for Statistical Computing, 2013 | 22 | 2013 |
| Estimation of log-GARCH models in the presence of zero returns G Sucarrat, A Escribano The European Journal of Finance 24 (10), 809-827, 2018 | 19 | 2018 |
| The power log-GARCH model G Sucarrat, A Escribano | 18 | 2010 |
| Equation-by-equation estimation of multivariate periodic electricity price volatility A Escribano, G Sucarrat Energy Economics 74, 287-298, 2018 | 17 | 2018 |
| An exponential chi-squared QMLE for log-GARCH models via the ARMA representation C Francq, G Sucarrat Journal of Financial Econometrics 16 (1), 129-154, 2018 | 17* | 2018 |
| Risk estimation with a time-varying probability of zero returns G Sucarrat, S Grønneberg Journal of Financial Econometrics 20 (2), 278-309, 2022 | 15 | 2022 |
| Forecast evaluation of explanatory models of financial variability G Sucarrat Economics 3 (1), 20090008, 2009 | 14 | 2009 |
| General-to-specific (GETS) modelling and indicator saturation with the R package gets F Pretis, J Reade, G Sucarrat University of Oxford, 2016 | 13 | 2016 |
| lgarch: Simulation and estimation of log-GARCH models G Sucarrat R package version 0.2, 2014 | 12 | 2014 |
| Volatility estimation when the zero-process is nonstationary C Francq, G Sucarrat Journal of Business & Economic Statistics 41 (1), 53-66, 2022 | 10 | 2022 |
| gets: GEneral-to-specific (GETS) modelling and indicator saturation methods F Pretis, J Reade, G Sucarrat R package version 0.12, 2017 | 10 | 2017 |
| Econometric reduction theory and philosophy G Sucarrat Journal of Economic Methodology 17 (1), 53-75, 2010 | 10 | 2010 |
| Modelling the skewed exponential power distribution in finance J Miguel Marín, G Sucarrat Mathematical and statistical methods for actuarial sciences and finance, 279-286, 2012 | 9 | 2012 |
ALVARO ESCRIBANOProfessor of Economics, Universidad Carlos III de MadridVerified email at eco.uc3m.es
