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 2 2 64
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 0 0 1 79
A Note on Adaptation in Garch Models 0 0 0 0 0 0 1 80
A Predictive Model for HIV-1 Co-receptor Selectivity 0 0 0 4 0 0 1 27
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 32 0 0 0 64
A Truncated Mixture Transition Model for Interval-valued Time Series 0 1 1 2 0 2 5 11
An Impact Analysis of Tribal Government Gaming in California 0 1 3 21 0 1 15 117
Density Forecast Evaluation in Unstable Environments 0 0 0 33 0 0 1 92
Density Forecast Evaluation in Unstable Environments 0 0 0 27 0 1 3 37
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 0 0 16 0 1 1 54
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 0 1 33
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 1 3 3
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 0 1 25
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 1 2 4
Expecting the unexpected: Stressed scenarios for economic growth 0 0 6 17 0 2 18 35
Expecting the unexpected: economic growth under stress 0 0 1 30 0 1 4 60
Expecting the unexpected: economic growth under stress 0 0 3 27 0 1 8 63
Expecting the unexpected: economic growth under stress 0 0 1 27 0 4 9 104
Extreme Returns and Intensity of Trading 0 0 0 33 0 0 4 56
Extreme Returns and Intensity of Trading 0 0 1 23 0 0 2 104
Forecasting for Economics and Business 1 5 49 1,135 4 14 79 1,931
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 1 29 0 0 6 96
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 0 0 1 39
Growth in Stress 0 0 0 20 0 1 2 75
Growth in Stress 0 0 0 14 0 1 1 69
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 0 1 67 0 0 2 103
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 0 0 0 61
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 0 66 0 0 1 362
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 1 1 1 2 1 1 2 5
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 0 0 0 28
Nonlinear Time Series in Financial Forecasting 0 0 0 227 0 0 2 406
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 0 0 27 0 1 2 48
Prediction Regions for Interval-valued Time Series 0 0 0 10 0 0 0 32
Prediction Regions for Interval-valued Time Series 0 0 0 52 0 1 1 66
Prediction regions for interval-valued time series 0 0 0 22 0 0 1 33
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 6 0 0 1 40
The Pricing of Time-Varing Beta 0 0 0 0 0 0 3 138
Total Working Papers 2 8 68 2,147 5 36 186 4,644

Journal Article 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 Implications for VIX forecast densities 0 0 0 2 0 0 1 8
A note on adaptation in garch models 0 0 0 18 0 1 2 70
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 12 0 2 6 71
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 0 0 27 203
Autocontours: Dynamic Specification Testing 0 0 0 17 0 0 0 92
Autocontours: Dynamic Specification Testing 0 0 0 0 0 0 4 46
Constrained Regression for Interval-Valued Data 0 0 1 20 0 0 3 74
Density forecast evaluation in unstable environments 0 0 0 3 0 0 1 30
Dynamic asset pricing and statistical properties of risk 0 0 0 13 0 0 0 81
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 0 47 0 0 1 130
Extreme returns and intensity of trading 0 0 0 3 0 0 1 26
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 1 2 7 203 2 5 17 530
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 0 1 1 45
Growth in stress 1 2 4 21 1 5 8 79
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle 0 0 0 47 1 1 2 490
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 0 0 1 0 0 0 1
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 1 5 0 2 4 32
Jumps in cross-sectional rank and expected returns: a mixture model 1 1 1 29 1 1 2 174
Optimality of the RiskMetrics VaR model 0 0 0 121 0 0 1 349
Outsourcing: three long run predictions 0 0 0 1 0 0 1 18
Rare Events: Limiting Their Damage Through Advances in Modeling 0 0 0 10 0 0 1 39
Semiparametric ARCH Models 0 0 0 0 0 1 4 1,121
Smooth-Transition GARCH Models 0 0 1 339 0 4 8 728
Testing for neglected nonlinearity in regression models based on the theory of random fields 1 1 1 53 1 1 3 261
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 1 1 92 1 3 5 271
The Pricing of Time-Varying Beta 0 0 0 0 1 2 4 326
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 0 18 0 1 5 74
Time-varying risk The case of the American computer industry 0 0 0 49 0 0 2 153
Total Journal Articles 4 7 17 1,141 8 30 114 5,522

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Statistics updated 2025-05-12