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Gloria Gonzalez-Rivera
Gloria Gonzalez-Rivera
Professor of Economics
Verified email at ucr.edu - Homepage
Title
Cited by
Cited by
Year
Semiparametric ARCH models
RF Engle, G Gonzalez-Rivera
Journal of Business & Economic Statistics 9 (4), 345-359, 1991
8381991
Smooth-transition GARCH models
G González-Rivera
Studies in Nonlinear Dynamics & Econometrics 3 (2), 1998
3101998
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
G González-Rivera, TH Lee, S Mishra
International Journal of forecasting 20 (4), 629-645, 2004
2922004
The extent, pattern, and degree of market integration: A multivariate approach for the Brazilian rice market
G González‐Rivera, SM Helfand
American Journal of Agricultural Economics 83 (3), 576-592, 2001
2462001
Forecasting with interval and histogram data. Some financial applications
J Arroyo, G González-Rivera, C Maté
Handbook of empirical economics and finance, 247-280, 2010
962010
Testing for neglected nonlinearity in regression models based on the theory of random fields
CM Dahl, G González-Rivera
Journal of Econometrics 114 (1), 141-164, 2003
812003
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns
G Gonzalez-Rivera, J Arroyo
International Journal of Forecasting 28 (1), 20-33, 2012
782012
Constrained regression for interval-valued data
G González-Rivera, W Lin
Journal of Business & Economic Statistics 31 (4), 473-490, 2013
692013
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
G González-Rivera, FC Drost
Journal of Econometrics 93 (1), 93-111, 1999
641999
Smoothing methods for histogram‐valued time series: an application to value‐at‐risk
J Arroyo, G González‐Rivera, C Maté, AM San Roque
Statistical Analysis and Data Mining: The ASA Data Science Journal 4 (2 …, 2011
632011
Time-varying risk The case of the American computer industry
G González-Rivera
Journal of Empirical Finance 2 (4), 333-342, 1996
581996
The pricing of time-varying beta
G Gonzalez-Rivera
Empirical Economics 22, 345-363, 1997
431997
Forecasting for economics and business
G González-Rivera
Routledge, 2016
392016
Economic development and the determinants of spatial integration in agricultural markets
G González-Rivera, SM Helfand
392001
Interval-valued time series models: Estimation based on order statistics exploring the agriculture marketing service data
W Lin, G González-Rivera
Computational Statistics & Data Analysis 100, 694-711, 2016
382016
Optimality of the RiskMetrics VaR model
G González-Rivera, TH Lee, E Yoldas
Finance Research Letters 4 (3), 137-145, 2007
362007
A note on adaptation in GARCH models
G González-Rivera
Econometric Reviews 16 (1), 55-68, 1997
291997
Linkages between secondary and primary markets for mortgages
G Gonzalez-Rivera
The Journal of Fixed Income 11 (1), 29-36, 2001
252001
Generalized autocontours: Evaluation of multivariate density models
G González-Rivera, Y Sun
International Journal of Forecasting 31 (3), 799-814, 2015
212015
Autocontours: dynamic specification testing
G González-Rivera, Z Senyuz, E Yoldas
Journal of Business & Economic Statistics 29 (1), 186-200, 2011
192011
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