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Search: "González-Rivera, Gloria"
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12
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8
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González-Rivera, Gloria
21
Arroyo, Javier
3
Lee, Tae-hwy
3
Dahl, Christian M.
2
Drost, Feike C.
2
Mishra, Santosh
2
Sun, Yingying
2
Engle, Robert F.
1
Maté, Carlos
1
Mazzeu, João Henrique Gonçalves
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Nicolau, João
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International journal of forecasting
6
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2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
2
Density forecast evaluation in unstable environments
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
Saved in:
3
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
4
Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria
(
contributor
)
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
Saved in:
5
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:
6
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:
7
Forecasting with interval and histogram data : some financial applications
Arroyo, Javier
;
González-Rivera, Gloria
;
Maté, Carlos
- In:
Handbook of empirical economics and finance
,
(pp. 247-279)
.
2011
Persistent link: https://www.econbiz.de/10009130129
Saved in:
8
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:
9
Optimality of the RiskMetrics VaR model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Yoldas, Emre
- In:
Finance research letters
4
(
2007
)
3
,
pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
Saved in:
10
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:
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