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Details about Gloria Gonzalez-Rivera

E-mail:
Homepage:http://www.faculty.ucr.edu/~ggonzale
Workplace:Department of Economics, University of California-Riverside, (more information at EDIRC)

Access statistics for papers by Gloria Gonzalez-Rivera.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pgo486


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Working Papers

2023

  1. A Truncated Mixture Transition Model for Interval-valued Time Series
    Working Papers, University of California at Riverside, Department of Economics Downloads
    Also in Working Papers, University of California at Riverside, Department of Economics (2020) Downloads
  2. Expecting the unexpected: Stressed scenarios for economic growth
    Working Papers, University of California at Riverside, Department of Economics Downloads
  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 Downloads

2021

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

2019

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

2018

  1. Growth in Stress
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
    Also in Working Papers, University of California at Riverside, Department of Economics (2018) Downloads

    See also Journal Article Growth in stress, International Journal of Forecasting, Elsevier (2019) Downloads View citations (1) (2019)

2017

  1. A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities
    Working Papers, University of California at Riverside, Department of Economics Downloads 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) Downloads View citations (1) (2020)
  2. Extreme Returns and Intensity of Trading
    Working Papers, University of California at Riverside, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of California at Riverside, Department of Economics (2016) Downloads

    See also Journal Article Extreme returns and intensity of trading, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (3) (2019)

2016

  1. A Bootstrap Approach for Generalized Autocontour Testing
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
  2. Density Forecast Evaluation in Unstable Environments
    Working Papers, University of California at Riverside, Department of Economics Downloads
    Also in Working Papers, University of California at Riverside, Department of Economics (2014) Downloads

    See also Journal Article Density forecast evaluation in unstable environments, International Journal of Forecasting, Elsevier (2017) Downloads View citations (3) (2017)

2015

  1. 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 Downloads 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) Downloads View citations (14) (2016)

2014

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

2013

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

2011

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

2010

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

2008

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

2007

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

2006

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

2004

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

1998

  1. Efficiency comparisons of maximum likelihood-based estimators in garch models
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1998) Downloads

    See also Journal Article Efficiency comparisons of maximum-likelihood-based estimators in GARCH models, Journal of Econometrics, Elsevier (1999) Downloads View citations (25) (1999)

1996

  1. 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

  1. 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) Downloads 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 Downloads View citations (1)
    See also Working Paper A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities, Working Papers (2017) Downloads View citations (1) (2017)

2019

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

2018

  1. 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 Downloads

2017

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

2016

  1. 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 Downloads View citations (14)
    See also Working Paper Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data, Working Papers (2015) Downloads View citations (1) (2015)

2015

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

2013

  1. Constrained Regression for Interval-Valued Data
    Journal of Business & Economic Statistics, 2013, 31, (4), 473-490 Downloads View citations (28)
  2. Rare Events: Limiting Their Damage Through Advances in Modeling
    Foresight: The International Journal of Applied Forecasting, 2013, (29), 38-42 Downloads

2012

  1. Autocontour-based evaluation of multivariate predictive densities
    International Journal of Forecasting, 2012, 28, (2), 328-342 Downloads View citations (19)
  2. 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 Downloads View citations (10)

2011

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

2008

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

2007

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

2005

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

2004

  1. 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 Downloads View citations (108)

2003

  1. 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), 1-35 Downloads View citations (7)
  2. Testing for neglected nonlinearity in regression models based on the theory of random fields
    Journal of Econometrics, 2003, 114, (1), 141-164 Downloads View citations (50)

2001

  1. 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 Downloads View citations (60)

1999

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

1998

  1. Dynamic asset pricing and statistical properties of risk
    Journal of Economics and Business, 1998, 50, (5), 461-470 Downloads
  2. Smooth-Transition GARCH Models
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (2), 1-20 Downloads View citations (54)

1997

  1. A note on adaptation in garch models
    Econometric Reviews, 1997, 16, (1), 55-68 Downloads 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)
  2. 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

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

1991

  1. Semiparametric ARCH Models
    Journal of Business & Economic Statistics, 1991, 9, (4), 345-59 View citations (250)
 
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