Details about Gloria Gonzalez-Rivera

Access statistics for papers by Gloria Gonzalez-Rivera.

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Short-id: pgo486

Working Papers

2023

1. A Truncated Mixture Transition Model for Interval-valued Time Series
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2020)
2. Expecting the unexpected: Stressed scenarios for economic growth
   Working Papers, University of California at Riverside, Department of Economics
3. Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

2021

4. Expecting the unexpected: economic growth under stress
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
   Also in Working Papers, University of California at Riverside, Department of Economics (2021) View citations (1)
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (1)

2019

5. Prediction Regions for Interval-valued Time Series
   Working Papers, University of California at Riverside, Department of Economics
   Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2019)
   Working Papers, University of California at Riverside, Department of Economics (2018)

2018

6. Growth in Stress
   Working Papers, University of California at Riverside, Department of Economics
   Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2018) View citations (1)
   See also Journal Article Growth in stress, International Journal of Forecasting, Elsevier (2019) View citations (1) (2019)

2017

7. A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities
   Working Papers, University of California at Riverside, Department of Economics View citations (1)
   See also Journal Article A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities, Econometric Reviews, Taylor & Francis Journals (2020) View citations (1) (2020)
8. Extreme Returns and Intensity of Trading
   Working Papers, University of California at Riverside, Department of Economics View citations (1)
   Also in Working Papers, University of California at Riverside, Department of Economics (2016)
   See also Journal Article Extreme returns and intensity of trading, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (4) (2019)

2016

9. A Bootstrap Approach for Generalized Autocontour Testing
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
10. Density Forecast Evaluation in Unstable Environments
    Working Papers, University of California at Riverside, Department of Economics
    Also in Working Papers, University of California at Riverside, Department of Economics (2014) View citations (1)
    See also Journal Article Density forecast evaluation in unstable environments, International Journal of Forecasting, Elsevier (2017) View citations (3) (2017)

2015

11. Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data
    Working Papers, University of California at Riverside, Department of Economics View citations (1)
    See also Journal Article Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data, Computational Statistics & Data Analysis, Elsevier (2016) View citations (17) (2016)

2014

12. Generalized Autocontours: Evaluation of Multivariate Density Models
    Working Papers, University of California at Riverside, Department of Economics
    See also Journal Article Generalized autocontours: Evaluation of multivariate density models, International Journal of Forecasting, Elsevier (2015) View citations (14) (2015)
13. Interval-valued Time Series: Model Estimation based on Order Statistics
    Working Papers, University of California at Riverside, Department of Economics
14. Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)
    Working Papers, University of California at Riverside, Department of Economics

2013

15. A Predictive Model for HIV-1 Co-receptor Selectivity
    Working Papers, University of California at Riverside, Department of Economics
16. Forecasting for Economics and Business
    Working Papers, University of California at Riverside, Department of Economics View citations (2)

2011

17. Forecasting with Interval and Histogram Data. Some Financial Applications
    Working Papers, University of California at Riverside, Department of Economics View citations (1)
18. Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk
    Working Papers, University of California at Riverside, Department of Economics View citations (7)

2010

19. Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
    Working Papers, University of California at Riverside, Department of Economics View citations (1)

2008

20. Nonlinear Time Series in Financial Forecasting
    Working Papers, University of California at Riverside, Department of Economics View citations (1)

2007

21. Economic Development and the Determinants of Spatial Integration in Agricultural Markets
    Working Papers, University of California at Riverside, Department of Economics View citations (1)

2006

22. An Impact Analysis of Tribal Government Gaming in California
    Working Papers, University of California at Riverside, Department of Economics

2004

23. Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk
    Econometric Society 2004 North American Winter Meetings, Econometric Society

1998

24. Efficiency comparisons of maximum likelihood-based estimators in garch models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1998)
    Discussion Paper, Tilburg University, Center for Economic Research (1998)
    See also Journal Article Efficiency comparisons of maximum-likelihood-based estimators in GARCH models, Journal of Econometrics, Elsevier (1999) View citations (25) (1999)

1996

25. The Pricing of Time-Varing Beta
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside
    See also Journal Article The Pricing of Time-Varying Beta, Empirical Economics, Springer (1997) View citations (12) (1997)

1995

26. A Note on Adaptation in Garch Models
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside View citations (4)
    See also Journal Article A note on adaptation in garch models, Econometric Reviews, Taylor & Francis Journals (1997) View citations (5) (1997)

Journal Articles

2020

1. A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities
   Econometric Reviews, 2020, 39, (10), 971-990 View citations (1)
   See also Working Paper A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities, Working Papers (2017) View citations (1) (2017)

2019

2. Extreme returns and intensity of trading
   Journal of Applied Econometrics, 2019, 34, (7), 1121-1140 View citations (4)
   See also Working Paper Extreme Returns and Intensity of Trading, Working Papers (2017) View citations (1) (2017)
3. Growth in stress
   International Journal of Forecasting, 2019, 35, (3), 948-966 View citations (1)
   See also Working Paper Growth in Stress, Working Papers (2018) (2018)
4. Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California
   Journal of the ASFMRA, 2019, 2019 View citations (1)

2018

5. An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension
   Technological Forecasting and Social Change, 2018, 134, (C), 290-297

2017

6. Density forecast evaluation in unstable environments
   International Journal of Forecasting, 2017, 33, (2), 416-432 View citations (3)
   See also Working Paper Density Forecast Evaluation in Unstable Environments, Working Papers (2016) (2016)

2016

7. Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data
   Computational Statistics & Data Analysis, 2016, 100, (C), 694-711 View citations (17)
   See also Working Paper Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data, Working Papers (2015) View citations (1) (2015)

2015

8. Generalized autocontours: Evaluation of multivariate density models
   International Journal of Forecasting, 2015, 31, (3), 799-814 View citations (14)
   See also Working Paper Generalized Autocontours: Evaluation of Multivariate Density Models, Working Papers (2014) (2014)

2013

9. Constrained Regression for Interval-Valued Data
   Journal of Business & Economic Statistics, 2013, 31, (4), 473-490 View citations (32)
10. Rare Events: Limiting Their Damage Through Advances in Modeling
    Foresight: The International Journal of Applied Forecasting, 2013, (29), 38-42

2012

11. Autocontour-based evaluation of multivariate predictive densities
    International Journal of Forecasting, 2012, 28, (2), 328-342 View citations (19)
12. Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns
    International Journal of Forecasting, 2012, 28, (1), 20-33 View citations (10)

2011

13. Autocontours: Dynamic Specification Testing
    Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 View citations (21)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 (2011) View citations (16)

2008

14. Jumps in cross-sectional rank and expected returns: a mixture model
    Journal of Applied Econometrics, 2008, 23, (5), 585-606 View citations (4)

2007

15. Optimality of the RiskMetrics VaR model
    Finance Research Letters, 2007, 4, (3), 137-145 View citations (4)

2005

16. Outsourcing: three long run predictions
    Global Business and Economics Review, 2005, 7, (2/3), 226-233

2004

17. Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
    International Journal of Forecasting, 2004, 20, (4), 629-645 View citations (121)

2003

18. Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (1), 35 View citations (7)
19. Testing for neglected nonlinearity in regression models based on the theory of random fields
    Journal of Econometrics, 2003, 114, (1), 141-164 View citations (50)

2001

20. The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market
    American Journal of Agricultural Economics, 2001, 83, (3), 576-592 View citations (62)

1999

21. Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
    Journal of Econometrics, 1999, 93, (1), 93-111 View citations (25)
    See also Working Paper Efficiency comparisons of maximum likelihood-based estimators in garch models, Other publications TiSEM (1998) (1998)

1998

22. Dynamic asset pricing and statistical properties of risk
    Journal of Economics and Business, 1998, 50, (5), 461-470
23. Smooth-Transition GARCH Models
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (2), 20 View citations (54)

1997

24. A note on adaptation in garch models
    Econometric Reviews, 1997, 16, (1), 55-68 View citations (5)
    See also Working Paper A Note on Adaptation in Garch Models, The A. Gary Anderson Graduate School of Management (1995) View citations (4) (1995)
25. The Pricing of Time-Varying Beta
    Empirical Economics, 1997, 22, (3), 345-63 View citations (12)
    See also Working Paper The Pricing of Time-Varing Beta, The A. Gary Anderson Graduate School of Management (1996) (1996)

1996

26. Time-varying risk The case of the American computer industry
    Journal of Empirical Finance, 1996, 2, (4), 333-342 View citations (11)

1991

27. Semiparametric ARCH Models
    Journal of Business & Economic Statistics, 1991, 9, (4), 345-59 View citations (253)