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González-Rivera, Gloria
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Journal of economics and business
The journal of fixed income
International journal of forecasting
13
Working Papers / Department of Economics, University of California-Riverside
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Studies in Nonlinear Dynamics & Econometrics
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Journal of Business & Economic Statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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Value in stress : a coherent approach to stress-testing
González-Rivera, Gloria
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001803140
Saved in:
2
VALUE IN STRESS: A COHERENT APPROACH TO STRESS-TESTING - Stress-testing as a risk management tool lacks scientific foundation, and, as the current practice goes, is completely subj...
González-Rivera, Gloria
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007157721
Saved in:
3
Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises
González-Rivera, Gloria
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10001595321
Saved in:
4
LINKAGES BETWEEN SECONDARY AND PRIMARY MARKETS FOR MORTGAGES - The author analyzes the role of the retained portfolio investments of the government-sponsored enterprises, FNMA and...
González-Rivera, Gloria
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10007172437
Saved in:
5
Dynamic Asset Pricing and Statistical Properties of Risk
Gonzalez-Rivera, Gloria
- In:
Journal of economics and business
50
(
1998
)
5
,
pp. 461-470
Persistent link: https://www.econbiz.de/10005973960
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