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 1 4 15 94
A Note on Adaptation in Garch Models 0 0 0 0 0 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 32 0 5 20 84
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 2 1 5 19 30
An Impact Analysis of Tribal Government Gaming in California 0 0 0 21 0 1 8 125
Density Forecast Evaluation in Unstable Environments 0 0 0 33 0 2 9 101
Density Forecast Evaluation in Unstable Environments 0 0 0 27 0 3 11 48
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 1 2 18 0 2 4 58
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 1 8 33
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 1 1 4 8
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 1 1 7 11
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 1 7 40
Expecting the unexpected: Stressed scenarios for economic growth 1 1 2 19 1 6 22 57
Expecting the unexpected: economic growth under stress 0 0 0 30 0 7 18 78
Expecting the unexpected: economic growth under stress 0 0 0 27 0 6 29 93
Expecting the unexpected: economic growth under stress 0 0 0 27 3 5 14 119
Extreme Returns and Intensity of Trading 0 0 0 33 1 2 13 69
Extreme Returns and Intensity of Trading 0 0 0 23 0 1 8 112
Forecasting for Economics and Business 2 4 13 1,150 5 12 41 1,974
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 1 30 0 3 9 105
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 0 2 20 59
Growth in Stress 0 0 0 14 0 2 8 77
Growth in Stress 0 0 0 20 2 4 20 95
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 1 1 68 1 9 29 132
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 0 1 6 67
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 1 67 0 3 13 375
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 0 0 1 3 0 8 19 24
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 0 1 12 40
Nonlinear Time Series in Financial Forecasting 0 0 0 227 1 4 15 422
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 1 1 28 0 2 8 56
Prediction Regions for Interval-valued Time Series 0 0 2 12 1 2 28 60
Prediction Regions for Interval-valued Time Series 0 0 0 52 1 3 10 76
Prediction regions for interval-valued time series 0 0 0 22 2 2 5 38
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 6 0 4 7 48
The Pricing of Time-Varing Beta 0 0 0 0 2 4 7 145
Total Working Papers 3 8 24 2,173 24 124 496 5,147

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 0 2 9 12
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 0 1 10 18
A note on adaptation in garch models 0 0 0 18 1 3 13 83
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 12 2 4 12 83
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 1 1 7 210
Autocontours: Dynamic Specification Testing 0 0 0 17 0 1 6 98
Autocontours: Dynamic Specification Testing 0 0 0 0 0 2 4 50
Constrained Regression for Interval-Valued Data 0 0 0 20 2 3 11 85
Density forecast evaluation in unstable environments 0 0 0 3 2 6 12 42
Dynamic asset pricing and statistical properties of risk 0 0 0 13 0 2 4 85
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 5 16 146
Extreme returns and intensity of trading 0 0 0 3 1 3 15 41
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 0 203 1 6 24 555
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 0 1 8 53
Growth in stress 0 0 0 21 1 5 12 91
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle 0 0 0 47 0 1 12 502
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 0 0 1 1 2 11 12
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 5 2 8 21 54
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 0 29 0 3 12 186
Optimality of the RiskMetrics VaR model 0 1 1 123 0 8 11 362
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 0 2 6 45
Semiparametric ARCH Models 0 0 0 0 0 7 17 1,141
Smooth-Transition GARCH Models 0 1 4 343 0 2 21 749
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 0 53 0 4 9 270
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 0 0 92 1 4 12 283
The Pricing of Time-Varying Beta 0 0 0 0 0 0 8 334
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 2 20 0 2 11 86
Time-varying risk The case of the American computer industry 0 0 0 49 0 4 6 159
Total Journal Articles 0 2 9 1,151 15 93 323 5,856

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Statistics updated 2026-06-04