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Gloria Gonzalez-Rivera

This is information that was supplied by Gloria Gonzalez-Rivera in registering through RePEc. If you are Gloria Gonzalez-Rivera , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Gloria
Middle Name:
Last Name:Gonzalez-Rivera
Suffix:
RePEc Short-ID:pgo486
http://www.faculty.ucr.edu/~ggonzale
Riverside, California (United States)
http://www.economics.ucr.edu/

: (951) 827-3266
(951) 827-5685
4128 Sproul Hall, Riverside, CA 92521-0427
RePEc:edi:deucrus (more details at EDIRC)
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  1. Veiga, Helena & Ruiz, Esther & González-Rivera, Gloria & Gonçalves Mazzeu, Joao Henrique, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
  3. Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, 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 & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
  6. Gloria Gonzalez-Rivera, 2014. "Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)," Working Papers 201430, University of California at Riverside, Department of Economics.
  7. 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.
  8. Gloria Gonzalez-Rivera & Chris Kieslich & David Shin & Aliana Lopez de Victoria & Dimitrios Morikis, 2013. "A Predictive Model for HIV-1 Co-receptor Selectivity," Working Papers 201435, University of California at Riverside, Department of Economics.
  9. Gloria Gonzalez-Rivera, 2013. "Forecasting for Economics and Business," Working Papers 201432, University of California at Riverside, Department of Economics.
  10. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate, 2011. "Forecasting with Interval and Histogram Data. Some Financial Applications," Working Papers 201438, University of California at Riverside, Department of Economics.
  11. 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.
  12. Gloria Gonzalez-Rivera & Emre Yoldas, 2010. "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," Working Papers 201436, University of California at Riverside, Department of Economics.
  13. Gloria Gonzalez-Rivera & Steven Helfand, 2007. "Economic Development and the Determinants of Spatial Integration in Agricultural Markets," Working Papers 201437, University of California at Riverside, Department of Economics.
  14. 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.
  15. 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.
  16. 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.
  17. Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
  18. 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.
  19. 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.
  1. Lin, Wei & González-Rivera, Gloria, 2016. "Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 694-711.
  2. González-Rivera, Gloria & Sun, Yingying, 2015. "Generalized autocontours: Evaluation of multivariate density models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 799-814.
  3. 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.
  4. 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.
  5. González-Rivera, Gloria & Yoldas, Emre, 2012. "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, vol. 28(2), pages 328-342.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Gloria Gonzalez-Rivera, 2005. "Outsourcing: three long run predictions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(2/3), pages 226-233.
  12. 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.
  13. 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.
  14. 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.
  15. Gloria González-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.
  16. 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.
  17. González-Rivera Gloria, 1998. "Smooth-Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(2), pages 1-20, July.
  18. 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.
  19. Gloria Gonzalez-Rivera, 1997. "A note on adaptation in garch models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 55-68.
  20. Gonzalez-Rivera, Gloria, 1997. "The Pricing of Time-Varying Beta," Empirical Economics, Springer, vol. 22(3), pages 345-63.
  21. 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.
  22. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2009-06-03 2014-11-17 2014-11-22 2014-11-22 2015-05-16 2016-08-14. Author is listed
  2. NEP-FOR: Forecasting (6) 2009-06-03 2014-11-12 2014-11-22 2015-05-16 2016-04-30 2016-08-14. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2009-06-03 2014-11-22 2015-05-16 2016-04-30. Author is listed
  4. NEP-BEC: Business Economics (1) 2014-11-12
  5. NEP-DCM: Discrete Choice Models (1) 2015-05-16
  6. NEP-FIN: Finance (1) 2004-12-02
  7. NEP-FMK: Financial Markets (1) 2009-06-03
  8. NEP-MST: Market Microstructure (1) 2016-06-14
  9. NEP-RMG: Risk Management (1) 2014-11-12
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