Semiparametric ARCH models RF Engle, G Gonzalez-Rivera Journal of Business & Economic Statistics 9 (4), 345-359, 1991 | 838 | 1991 |
Smooth-transition GARCH models G González-Rivera Studies in Nonlinear Dynamics & Econometrics 3 (2), 1998 | 310 | 1998 |
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 | 292 | 2004 |
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 | 246 | 2001 |
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 | 96 | 2010 |
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 | 81 | 2003 |
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 | 78 | 2012 |
Constrained regression for interval-valued data G González-Rivera, W Lin Journal of Business & Economic Statistics 31 (4), 473-490, 2013 | 69 | 2013 |
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models G González-Rivera, FC Drost Journal of Econometrics 93 (1), 93-111, 1999 | 64 | 1999 |
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 | 63 | 2011 |
Time-varying risk The case of the American computer industry G González-Rivera Journal of Empirical Finance 2 (4), 333-342, 1996 | 58 | 1996 |
The pricing of time-varying beta G Gonzalez-Rivera Empirical Economics 22, 345-363, 1997 | 43 | 1997 |
Forecasting for economics and business G González-Rivera Routledge, 2016 | 39 | 2016 |
Economic development and the determinants of spatial integration in agricultural markets G González-Rivera, SM Helfand | 39 | 2001 |
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 | 38 | 2016 |
Optimality of the RiskMetrics VaR model G González-Rivera, TH Lee, E Yoldas Finance Research Letters 4 (3), 137-145, 2007 | 36 | 2007 |
A note on adaptation in GARCH models G González-Rivera Econometric Reviews 16 (1), 55-68, 1997 | 29 | 1997 |
Linkages between secondary and primary markets for mortgages G Gonzalez-Rivera The Journal of Fixed Income 11 (1), 29-36, 2001 | 25 | 2001 |
Generalized autocontours: Evaluation of multivariate density models G González-Rivera, Y Sun International Journal of Forecasting 31 (3), 799-814, 2015 | 21 | 2015 |
Autocontours: dynamic specification testing G González-Rivera, Z Senyuz, E Yoldas Journal of Business & Economic Statistics 29 (1), 186-200, 2011 | 19 | 2011 |