Genaro Sucarrat

Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

34 Voie du Roman Pays

B-1348 Louvain-la-Neuve, b-1348

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

314

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (3)

Exchange Rate Volatility and the Mixture of Distribution Hypothesis

Number of pages: 31 Posted: 14 Apr 2005
Luc Bauwens, Dagfinn Rime and Genaro Sucarrat
Université catholique de Louvain, BI Norwegian Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Downloads 142 (259,615)
Citation 4

Abstract:

Loading...

Exchange rate volatility, log-linear analysis, mixture of distribution hypothesis

Exchange Rate Volatility and the Mixture of Distribution Hypothesis

Empirical Economics, Vol. 30, No. 4, pp. 889-911, 2005
Posted: 22 Feb 2006
Luc Bauwens, Dagfinn Rime and Genaro Sucarrat
Université catholique de Louvain, BI Norwegian Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)

Abstract:

Loading...

Exchange rate volatility, log-linear analysis, mixture of distribution hypothesis

2.

General to Specific Modelling of Exchange Rate Volatility: A Forecast Evaluation

CORE Discussion Paper No. 2006/21
Number of pages: 37 Posted: 03 Aug 2006
Luc Bauwens and Genaro Sucarrat
Université catholique de Louvain and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Downloads 129 (278,663)
Citation 4

Abstract:

Loading...

Exchange Rate Volatility, General to Specific, Forecasting

3.

The First Stage in Hendry's Reduction Theory Revisited

CORE Discussion Paper No. 2006/82
Number of pages: 24 Posted: 05 Dec 2006
Genaro Sucarrat
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Downloads 43 (515,311)

Abstract:

Loading...

Theory of reduction, DGP, possible worlds, measurement error, probabilistic causality