Access Statistics for Gloria Gonzalez-Rivera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Approach for Generalized Autocontour Testing 0 0 0 49 0 0 7 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 2 4 14 93
A Note on Adaptation in Garch Models 0 0 0 0 4 5 12 92
A Predictive Model for HIV-1 Co-receptor Selectivity 0 0 0 4 0 0 4 31
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 2 3 9 18 29
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 32 3 13 20 84
An Impact Analysis of Tribal Government Gaming in California 0 0 0 21 1 1 8 125
Density Forecast Evaluation in Unstable Environments 0 0 0 27 2 3 11 48
Density Forecast Evaluation in Unstable Environments 0 0 0 33 2 3 9 101
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 1 2 18 1 2 4 58
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 1 1 7 40
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 1 1 8 33
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 0 3 7
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 1 7 10
Expecting the unexpected: Stressed scenarios for economic growth 0 1 1 18 0 11 21 56
Expecting the unexpected: economic growth under stress 0 0 0 27 2 11 30 93
Expecting the unexpected: economic growth under stress 0 0 0 27 1 4 12 116
Expecting the unexpected: economic growth under stress 0 0 0 30 5 7 18 78
Extreme Returns and Intensity of Trading 0 0 0 23 1 2 8 112
Extreme Returns and Intensity of Trading 0 0 0 33 1 3 12 68
Forecasting for Economics and Business 1 3 13 1,148 1 13 38 1,969
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 1 30 3 3 9 105
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 2 4 20 59
Growth in Stress 0 0 0 20 0 4 18 93
Growth in Stress 0 0 0 14 2 3 8 77
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 1 1 68 4 11 28 131
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 1 1 6 67
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 1 67 3 3 13 375
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 0 0 1 3 7 10 19 24
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 0 2 12 40
Nonlinear Time Series in Financial Forecasting 0 0 0 227 3 8 15 421
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 1 1 28 1 2 8 56
Prediction Regions for Interval-valued Time Series 0 0 0 52 2 3 9 75
Prediction Regions for Interval-valued Time Series 0 0 2 12 0 2 27 59
Prediction regions for interval-valued time series 0 0 0 22 0 1 3 36
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 6 4 4 8 48
The Pricing of Time-Varing Beta 0 0 0 0 1 2 5 143
Total Working Papers 1 7 23 2,170 64 157 479 5,123

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Truncated Mixture Transition Model for Interval-Valued Time Series 0 0 1 1 1 2 9 12
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 1 1 10 18
A note on adaptation in garch models 0 0 0 18 2 2 12 82
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 12 2 2 10 81
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 0 0 6 209
Autocontours: Dynamic Specification Testing 0 0 0 0 2 2 4 50
Autocontours: Dynamic Specification Testing 0 0 0 17 1 1 6 98
Constrained Regression for Interval-Valued Data 0 0 0 20 1 3 9 83
Density forecast evaluation in unstable environments 0 0 0 3 4 5 10 40
Dynamic asset pricing and statistical properties of risk 0 0 0 13 2 2 4 85
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 1 5 16 146
Extreme returns and intensity of trading 0 0 0 3 1 3 14 40
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 0 203 2 8 24 554
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 1 1 8 53
Growth in stress 0 0 0 21 2 5 11 90
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle 0 0 0 47 1 2 12 502
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 0 0 1 1 2 10 11
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 5 4 7 20 52
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 0 29 3 4 12 186
Optimality of the RiskMetrics VaR model 1 1 2 123 5 8 13 362
Outsourcing: three long run predictions 0 0 0 1 0 1 3 21
Rare Events: Limiting Their Damage Through Advances in Modeling 0 0 0 10 1 3 6 45
Semiparametric ARCH Models 0 0 0 0 2 8 20 1,141
Smooth-Transition GARCH Models 1 1 4 343 1 6 21 749
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 0 53 3 5 9 270
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 0 0 92 2 3 11 282
The Pricing of Time-Varying Beta 0 0 0 0 0 2 8 334
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 2 20 2 3 12 86
Time-varying risk The case of the American computer industry 0 0 0 49 4 4 6 159
Total Journal Articles 2 2 10 1,151 52 100 316 5,841

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06