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 6 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 0 2 15 96
A Note on Adaptation in Garch Models 0 0 0 0 0 1 13 93
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 2 1 2 19 32
A Truncated Mixture Transition Model for Interval-valued Time Series 0 0 0 32 1 2 21 86
An Impact Analysis of Tribal Government Gaming in California 0 0 0 21 0 17 25 142
Density Forecast Evaluation in Unstable Environments 0 0 0 27 2 2 13 51
Density Forecast Evaluation in Unstable Environments 0 0 0 33 0 0 9 101
Economic Development and the Determinants of Spatial Integration in Agricultural Markets 0 0 2 18 0 0 4 58
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 0 4 8
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 0 7 12
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 1 8 42
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 0 8 33
Expecting the unexpected: Stressed scenarios for economic growth 0 1 3 20 0 3 22 60
Expecting the unexpected: economic growth under stress 0 0 0 27 1 5 34 99
Expecting the unexpected: economic growth under stress 0 1 1 28 0 1 15 121
Expecting the unexpected: economic growth under stress 0 0 0 30 0 1 19 79
Extreme Returns and Intensity of Trading 0 0 0 33 0 1 15 71
Extreme Returns and Intensity of Trading 0 0 0 23 0 0 8 112
Forecasting for Economics and Business 0 0 9 1,151 2 2 37 1,979
Forecasting with Interval and Histogram Data. Some Financial Applications 0 0 0 30 0 0 8 105
Generalized Autocontours: Evaluation of Multivariate Density Models 0 0 0 16 0 0 20 60
Growth in Stress 0 0 0 14 0 0 8 77
Growth in Stress 0 0 0 20 0 1 20 96
Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data 0 0 1 68 1 2 29 135
Interval-valued Time Series: Model Estimation based on Order Statistics 0 0 0 46 0 0 6 67
Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk 0 0 1 67 0 0 12 375
Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula 0 0 0 3 0 0 17 24
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 0 0 12 42
Nonlinear Time Series in Financial Forecasting 0 0 0 227 0 0 14 423
Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) 0 0 1 28 0 0 8 56
Prediction Regions for Interval-valued Time Series 0 0 1 12 0 1 28 61
Prediction Regions for Interval-valued Time Series 0 0 0 52 0 0 9 76
Prediction regions for interval-valued time series 0 0 0 22 0 1 6 39
Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk 0 0 0 6 0 0 6 48
The Pricing of Time-Varing Beta 0 0 0 0 0 0 7 145
Total Working Papers 0 2 19 2,176 8 45 516 5,206

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 0 7 12
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 1 1 10 20
A note on adaptation in garch models 0 0 0 18 0 0 10 83
An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension 0 0 0 12 0 0 12 83
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 1 1 7 211
Autocontours: Dynamic Specification Testing 0 0 0 0 0 0 4 50
Autocontours: Dynamic Specification Testing 0 0 0 17 0 3 9 101
Constrained Regression for Interval-Valued Data 0 0 0 20 0 0 9 85
Density forecast evaluation in unstable environments 0 0 0 3 0 0 11 42
Dynamic asset pricing and statistical properties of risk 0 0 0 13 1 3 7 88
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 0 16 147
Extreme returns and intensity of trading 0 0 0 3 1 3 16 44
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood 0 0 0 203 1 3 23 558
Generalized autocontours: Evaluation of multivariate density models 0 0 0 7 0 1 9 54
Growth in stress 0 0 0 21 0 1 14 93
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle 0 0 0 47 0 0 12 502
Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California 0 1 1 2 0 2 12 14
Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 0 0 0 5 2 3 22 57
Jumps in cross-sectional rank and expected returns: a mixture model 0 0 0 29 0 3 15 189
Optimality of the RiskMetrics VaR model 0 0 1 123 0 0 11 362
Outsourcing: three long run predictions 0 0 0 1 0 1 2 22
Rare Events: Limiting Their Damage Through Advances in Modeling 0 0 0 10 0 0 6 45
Semiparametric ARCH Models 0 0 0 0 0 0 15 1,141
Smooth-Transition GARCH Models 0 1 5 344 0 1 21 750
Testing for neglected nonlinearity in regression models based on the theory of random fields 0 0 0 53 0 0 10 272
The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market 0 0 1 93 0 2 15 287
The Pricing of Time-Varying Beta 0 0 0 0 0 1 8 336
Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns 0 0 0 20 0 1 10 87
Time-varying risk The case of the American computer industry 0 0 0 49 0 0 6 159
Total Journal Articles 0 2 10 1,154 7 30 329 5,894

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Statistics updated 2026-10-11