//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "González-Rivera, Gloria"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
18
Theory
18
Forecasting model
12
Prognoseverfahren
12
Estimation theory
11
Schätztheorie
11
Time series analysis
8
Zeitreihenanalyse
8
USA
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
Multivariate Analyse
5
Multivariate analysis
5
Statistical distribution
5
Statistische Verteilung
5
United States
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Börsenkurs
3
CAPM
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
BBQ algorithm
2
Brasilien
2
Brazil
2
Business cycle
2
Financial market
2
Finanzmarkt
2
Flexible regression
2
Konjunktur
2
Market integration
2
Marktintegration
2
Modellierung
2
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
González-Rivera, Gloria
6
Arroyo, Javier
2
Lee, Tae-hwy
2
Mishra, Santosh
2
Nicolau, João
1
Published in...
All
International journal of forecasting
3
Journal of applied econometrics
1
Journal of economics & business
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
Saved in:
2
Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria
;
Arroyo, Javier
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10009580813
Saved in:
3
Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
Saved in:
4
Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
Saved in:
5
Dynamic asset pricing and statistical properties of risk
González-Rivera, Gloria
- In:
Journal of economics & business
50
(
1998
)
5
,
pp. 461-470
Persistent link: https://www.econbiz.de/10001252971
Saved in:
6
Time-varying risk : the case of the American computer industry
González-Rivera, Gloria
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->