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 48 0 0 1 56
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 1 2 53 2 4 19 58
A Note on Adaptation in Garch Models 0 0 0 0 1 1 7 73
A Predictive Model for HIV-1 Co-receptor Selectivity 0 0 1 3 0 1 9 20
A Truncated Mixture Transition Model for Interval-valued Time Series 1 2 20 20 6 10 21 21
An Impact Analysis of Tribal Government Gaming in California 0 0 2 9 1 1 5 26
Density Forecast Evaluation in Unstable Environments 0 0 0 31 0 3 6 75
Density Forecast Evaluation in Unstable Environments 0 0 0 27 0 0 8 28
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 0 1 14 1 2 8 43
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 0 7 28
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 0 6 22
Extreme Returns and Intensity of Trading 0 1 2 32 0 3 18 38
Extreme Returns and Intensity of Trading 0 0 7 18 1 3 33 63
Forecasting for Economics and Business 0 7 99 752 3 14 178 1,285
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 2 18 0 1 10 56
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 0 1 5 27
Growth in Stress 0 0 0 5 1 3 22 42
Growth in Stress 0 0 1 15 1 2 28 54
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 1 5 62 0 1 13 81
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 43 1 1 5 52
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 1 66 0 0 8 356
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 1 1 4 26
Nonlinear Time Series in Financial Forecasting 0 0 3 224 0 3 16 390
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 1 1 26 0 1 4 44
Prediction Regions for Interval-valued Time Series 0 0 9 9 0 0 6 6
Prediction Regions for Interval-valued Time Series 0 1 3 49 2 7 20 46
Prediction regions for interval-valued time series 0 0 20 20 2 4 19 19
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 4 1 2 4 31
The Pricing of Time-Varing Beta 0 0 0 0 1 1 11 110
Total Working Papers 1 14 179 1,575 25 70 501 3,176


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on adaptation in garch models 0 0 1 18 0 1 6 64
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 0 0 0 11 24
Autocontour-based evaluation of multivariate predictive densities 0 0 0 9 2 10 14 103
Autocontours: Dynamic Specification Testing 0 0 0 17 0 0 4 87
Constrained Regression for Interval-Valued Data 0 0 1 13 0 1 5 50
Density forecast evaluation in unstable environments 0 0 0 3 0 0 7 21
Dynamic asset pricing and statistical properties of risk 0 0 0 13 1 1 10 79
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 2 47 0 0 7 125
Extreme returns and intensity of trading 0 1 1 1 2 5 11 11
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 3 18 156 0 6 34 406
Generalized autocontours: Evaluation of multivariate density models 0 0 0 6 0 1 6 28
Growth in stress 1 1 6 7 2 4 32 38
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 3 485
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 1 0 0 2 16
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 0 26 0 0 5 146
Optimality of the RiskMetrics VaR model 0 0 5 118 0 1 10 342
Outsourcing: three long run predictions 0 0 0 1 0 0 4 16
Rare Events: Limiting Their Damage Through Advances in Modeling 0 1 1 9 0 1 2 32
Semiparametric ARCH Models 0 0 0 0 0 6 28 1,069
Smooth-Transition GARCH Models 0 0 2 324 1 1 7 680
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 0 52 0 0 3 250
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 1 3 87 0 1 15 251
The Pricing of Time-Varying Beta 0 0 0 0 0 0 1 314
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 1 2 2 8 2 3 10 44
Time-varying risk The case of the American computer industry 0 0 0 48 0 0 0 146
Total Journal Articles 2 9 42 1,011 11 43 237 4,827


Statistics updated 2020-09-04