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Gloria Gonzalez-Rivera

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Personal Details

First Name:Gloria
Middle Name:
Last Name:Gonzalez-Rivera
Suffix:
RePEc Short-ID:pgo486
Email:
Homepage:http://www.faculty.ucr.edu/~ggonzale
Postal Address:
Phone:
Location: Riverside, California (United States)
Homepage: http://www.economics.ucr.edu/
Email:
Phone: (951) 827-3266
Fax: (951) 827-5685
Postal: 4128 Sproul Hall, Riverside, CA 92521-0427
Handle: RePEc:edi:deucrus (more details at EDIRC)
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  1. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
  2. Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
  3. Gloria Gonzalez-Rivera, 2014. "Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)," Working Papers 201430, University of California at Riverside, Department of Economics.
  4. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Generalized Autocontours: Evaluation of Multivariate Density Models," Working Papers 201431, University of California at Riverside, Department of Economics.
  5. Gloria Gonzalez-Rivera, 2013. "Forecasting for Economics and Business," Working Papers 201432, University of California at Riverside, Department of Economics.
  6. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate & A. Munoz San Roque, 2011. "Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk," Working Papers 201433, University of California at Riverside, Department of Economics.
  7. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
  8. Gloria Gonzalez-Rivera & Anil Deolalikar & Martin Johnson & Mindy Marks & Joel Martin, 2006. "An Impact Analysis of Tribal Government Gaming in California," Working Papers 201434, University of California at Riverside, Department of Economics.
  9. Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004. "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings 356, Econometric Society.
  10. Gonzalez-Rivera, G., 1996. "The Pricing of Time-Varing Beta," The A. Gary Anderson Graduate School of Management 96-1, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  11. Gonzalez-Rivera, G., 1995. "A Note on Adaptation in Garch Models," The A. Gary Anderson Graduate School of Management 95-1, The A. Gary Anderson Graduate School of Management. University of California Riverside.

    RePEc:dgr:kubcen:1998124 is not listed on IDEAS
  1. Gloria Gonz‡lez-Rivera, 2013. "Rare Events: Limiting Their Damage Through Advances in Modeling," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 29, pages 38-42, Spring.
  2. Gloria González-Rivera & Wei Lin, 2013. "Constrained Regression for Interval-Valued Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 473-490, October.
  3. González-Rivera, Gloria & Arroyo, Javier, 2012. "Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns," International Journal of Forecasting, Elsevier, vol. 28(1), pages 20-33.
  4. González-Rivera, Gloria & Yoldas, Emre, 2012. "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, vol. 28(2), pages 328-342.
  5. González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre, 2011. "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 186-200.
  6. Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra, 2008. "Jumps in cross-sectional rank and expected returns: a mixture model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 585-606.
  7. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.
  8. Gloria González-Rivera & David Nickerson, 2006. "Dynamic monitoring of financial intermediaries with subordinated debt," Journal of Risk Finance, Emerald Group Publishing, vol. 7(5), pages 463-487, November.
  9. Gloria Gonzalez-Rivera, 2005. "Outsourcing: three long run predictions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(2/3), pages 226-233.
  10. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004. "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, vol. 20(4), pages 629-645.
  11. Dahl Christian M. & Gonzalez-Rivera Gloria, 2003. "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-35, April.
  12. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003. "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, vol. 114(1), pages 141-164, May.
  13. Gloria Gonz�lez-Rivera & Steven M. Helfand, 2001. "The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 576-592.
  14. Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
  15. Gonzalez-Rivera, Gloria, 1998. "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, vol. 50(5), pages 461-470, September.
  16. González-Rivera Gloria, 1998. "Smooth-Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(2), pages 1-20, July.
  17. Gloria Gonzalez-Rivera, 1997. "A note on adaptation in garch models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 55-68.
  18. Gonzalez-Rivera, Gloria, 1997. "The Pricing of Time-Varying Beta," Empirical Economics, Springer, vol. 22(3), pages 345-63.
  19. Gonzalez-Rivera, Gloria, 1996. "Time-varying risk The case of the American computer industry," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 333-342, February.
  20. Engle, Robert F & Gonzalez-Rivera, Gloria, 1991. "Semiparametric ARCH Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 345-59, October.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2014-11-12
  2. NEP-ECM: Econometrics (4) 2009-06-03 2014-11-17 2014-11-22 2014-11-22. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2009-06-03 2014-11-22. Author is listed
  4. NEP-FIN: Finance (1) 2004-12-02
  5. NEP-FMK: Financial Markets (1) 2009-06-03
  6. NEP-FOR: Forecasting (3) 2009-06-03 2014-11-12 2014-11-22. Author is listed
  7. NEP-RMG: Risk Management (1) 2014-11-12

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