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Ruiz, Esther
17
González-Rivera, Gloria
10
Pérez, Ana
3
Broto, Carmen
2
Espasa, Antoni
2
González-Rivera, G.
2
Lee, Tae-Hwy
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Mishra, Santosh
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Pascual, Lorenzo
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Pellegrini, Santiago
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2
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International journal of forecasting
7
Economics letters
4
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic surveys
2
The journal of fixed income
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of banking & finance
1
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1
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OLC EcoSci
ECONIS (ZBW)
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Smooth-transition GARCH models
González-Rivera, Gloria
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009949726
Saved in:
2
A Note on Adaptation in Garch Models
González-Rivera, G.
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10006926135
Saved in:
3
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, G.
;
Drost, F.C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10006784387
Saved in:
4
The Pricing of Time-Varying Beta
González-Rivera, Gloria
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 345-364
Persistent link: https://www.econbiz.de/10006312119
Saved in:
5
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/10008092823
Saved in:
6
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 subjective. Nevertheless, it is a mandatory practice to monitor capital adequacy of the government-sponsored enterprises, Fannie Mae and Freddie Mac. A rational approach to stress-testing argues for a conceptual shift in the ...
González-Rivera, Gloria
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007157721
Saved in:
7
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 FHLMC. The retained portfolio is shown to be a powerful instrument to influence yield spreads in the secondary and primary markets for mortgages. The long-run investment function links mortgage yields to the volume of ...
González-Rivera, Gloria
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10007172437
Saved in:
8
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. 20-34
Persistent link: https://www.econbiz.de/10009818668
Saved in:
9
Autocontour-based evaluation of multivariate predictive densities
González-Rivera, Gloria
;
Yoldas, Emre
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 328-343
Persistent link: https://www.econbiz.de/10009830611
Saved in:
10
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 186-186
Persistent link: https://www.econbiz.de/10008817705
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