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 7 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 1 6 11 90
A Note on Adaptation in Garch Models 0 0 0 0 0 5 7 87
A Predictive Model for HIV-1 Co-receptor Selectivity 0 0 0 4 0 3 4 31
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 1 2 5 10 16 25
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 32 8 14 15 79
An Impact Analysis of Tribal Government Gaming in California 0 0 0 21 0 4 7 124
Density Forecast Evaluation in Unstable Environments 0 0 0 33 1 6 7 99
Density Forecast Evaluation in Unstable Environments 0 0 0 27 0 7 8 45
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 0 1 17 0 1 3 56
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 1 4 7 10
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 2 3 7
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 7 7 32
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 5 6 39
Expecting the unexpected: Stressed scenarios for economic growth 1 1 1 18 6 11 17 51
Expecting the unexpected: economic growth under stress 0 0 0 30 0 5 11 71
Expecting the unexpected: economic growth under stress 0 0 0 27 2 6 13 114
Expecting the unexpected: economic growth under stress 0 0 0 27 5 15 24 87
Extreme Returns and Intensity of Trading 0 0 0 23 1 7 7 111
Extreme Returns and Intensity of Trading 0 0 0 33 2 8 11 67
Forecasting for Economics and Business 1 3 12 1,146 6 17 37 1,962
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 1 30 0 4 6 102
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 2 12 18 57
Growth in Stress 0 0 0 20 2 14 16 91
Growth in Stress 0 0 0 14 1 6 6 75
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 0 0 67 3 11 20 123
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 0 2 5 66
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 1 1 67 0 7 10 372
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 0 0 2 3 2 6 12 16
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 1 8 11 39
Nonlinear Time Series in Financial Forecasting 0 0 0 227 5 7 12 418
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 0 0 27 0 4 6 54
Prediction Regions for Interval-valued Time Series 0 0 2 12 1 21 26 58
Prediction Regions for Interval-valued Time Series 0 0 0 52 1 5 7 73
Prediction regions for interval-valued time series 0 0 0 22 1 3 3 36
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 6 0 1 4 44
The Pricing of Time-Varing Beta 0 0 0 0 0 3 3 141
Total Working Papers 2 5 21 2,165 57 259 393 5,023

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 1 1 1 0 4 7 10
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 0 7 9 17
A note on adaptation in garch models 0 0 0 18 0 6 10 80
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 8 79
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 0 2 6 209
Autocontours: Dynamic Specification Testing 0 0 0 0 0 2 2 48
Autocontours: Dynamic Specification Testing 0 0 0 17 0 4 5 97
Constrained Regression for Interval-Valued Data 0 0 0 20 2 6 8 82
Density forecast evaluation in unstable environments 0 0 0 3 1 5 6 36
Dynamic asset pricing and statistical properties of risk 0 0 0 13 0 2 2 83
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 6 11 141
Extreme returns and intensity of trading 0 0 0 3 1 7 12 38
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 1 203 3 12 22 549
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 0 6 7 52
Growth in stress 0 0 1 21 1 7 9 86
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle 0 0 0 47 1 10 12 501
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 0 0 1 1 7 9 10
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 5 1 7 15 46
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 1 29 1 8 10 183
Optimality of the RiskMetrics VaR model 0 0 1 122 0 3 5 354
Outsourcing: three long run predictions 0 0 0 1 0 0 2 20
Rare Events: Limiting Their Damage Through Advances in Modeling 0 0 0 10 1 4 4 43
Semiparametric ARCH Models 0 0 0 0 1 6 13 1,134
Smooth-Transition GARCH Models 0 3 3 342 4 13 20 747
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 1 53 1 4 6 266
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 0 1 92 0 3 10 279
The Pricing of Time-Varying Beta 0 0 0 0 2 4 9 334
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 2 20 1 6 10 84
Time-varying risk The case of the American computer industry 0 0 0 49 0 1 2 155
Total Journal Articles 0 4 13 1,149 22 154 251 5,763

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Statistics updated 2026-03-04