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 4 7 69
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 1 4 6 85
A Note on Adaptation in Garch Models 0 0 0 0 3 5 6 85
A Predictive Model for HIV-1 Co-receptor Selectivity 0 0 0 4 0 1 2 28
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 32 2 2 3 67
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 1 2 1 3 7 16
An Impact Analysis of Tribal Government Gaming in California 0 0 1 21 0 3 14 120
Density Forecast Evaluation in Unstable Environments 0 0 0 27 3 3 6 41
Density Forecast Evaluation in Unstable Environments 0 0 0 33 1 2 3 94
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 1 1 17 1 2 3 56
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 2 3 4 7
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 2 2 4 36
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 3 3 3 28
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 2 3 7 8
Expecting the unexpected: Stressed scenarios for economic growth 0 0 0 17 2 4 10 42
Expecting the unexpected: economic growth under stress 0 0 1 27 0 7 12 72
Expecting the unexpected: economic growth under stress 0 0 0 30 2 8 9 68
Expecting the unexpected: economic growth under stress 0 0 0 27 1 3 9 109
Extreme Returns and Intensity of Trading 0 0 0 23 4 4 5 108
Extreme Returns and Intensity of Trading 0 0 0 33 3 6 7 62
Forecasting for Economics and Business 1 2 24 1,144 3 6 44 1,948
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 1 30 0 1 3 98
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 3 8 10 48
Growth in Stress 0 0 0 20 2 3 6 79
Growth in Stress 0 0 0 14 1 1 2 70
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 0 0 67 4 10 14 116
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 1 4 4 65
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 1 1 1 67 3 5 6 368
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 0 0 2 3 1 4 8 11
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 1 2 4 32
Nonlinear Time Series in Financial Forecasting 0 0 0 227 2 4 9 413
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 0 0 27 1 3 5 51
Prediction Regions for Interval-valued Time Series 0 1 2 12 18 22 23 55
Prediction Regions for Interval-valued Time Series 0 0 0 52 0 1 3 68
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 1 4 43
The Pricing of Time-Varing Beta 0 0 0 0 1 1 2 139
Total Working Papers 2 5 34 2,162 74 148 275 4,838

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 1 1 1 1 2 3 5 8
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 1 1 3 11
A note on adaptation in garch models 0 0 0 18 2 3 8 76
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 12 0 6 8 77
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 0 3 5 207
Autocontours: Dynamic Specification Testing 0 0 0 17 1 2 2 94
Autocontours: Dynamic Specification Testing 0 0 0 0 0 0 2 46
Constrained Regression for Interval-Valued Data 0 0 0 20 2 2 4 78
Density forecast evaluation in unstable environments 0 0 0 3 2 2 4 33
Dynamic asset pricing and statistical properties of risk 0 0 0 13 1 1 1 82
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 1 1 48 1 5 7 136
Extreme returns and intensity of trading 0 0 0 3 4 7 9 35
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 2 203 2 4 17 539
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 1 2 3 47
Growth in stress 0 0 3 21 2 2 9 81
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 3 491
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 0 0 1 2 3 4 5
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 5 2 6 11 41
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 1 29 1 2 3 176
Optimality of the RiskMetrics VaR model 0 0 1 122 0 0 2 351
Outsourcing: three long run predictions 0 0 0 1 0 0 3 20
Rare Events: Limiting Their Damage Through Advances in Modeling 0 0 0 10 1 1 2 40
Semiparametric ARCH Models 0 0 0 0 1 3 9 1,129
Smooth-Transition GARCH Models 3 3 3 342 6 11 16 740
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 1 53 1 1 4 263
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 0 1 92 2 6 11 278
The Pricing of Time-Varying Beta 0 0 0 0 2 4 8 332
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 2 20 1 2 7 79
Time-varying risk The case of the American computer industry 0 0 0 49 1 2 4 155
Total Journal Articles 4 5 16 1,149 41 85 174 5,650

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Statistics updated 2026-01-09