11
H index
13
i10 index
702
Citations
Gloria Gonzalez-Rivera : Citation Profile
University of California-Riverside | RESEARCH PRODUCTION: 28 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1991 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gloria Gonzalez-Rivera. | Is cited by:
| Cites to:
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Main data
Where Gloria Gonzalez-Rivera has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 6 |
| Journal of Business & Economic Statistics | 2 |
| Journal of Econometrics | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Journal of Business & Economic Statistics | 2 |
| Econometric Reviews | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of California at Riverside, Department of Economics | 23 |
| DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 5 |
Recent works citing Gloria Gonzalez-Rivera (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | A multi-factor model for improved commodity pricing: Calibration and an application to the oil market. (2025). Ballestra, Luca Vincenzo ; Tezza, Christian. In: Papers. RePEc:arx:papers:2501.15596. Full description at Econpapers || Download paper |
| 2024 | Spatial market integration during a pandemic: Evidence from food markets in Nigeria. (2024). Hatzenbuehler, Patrick ; Abay, Kibrom A ; Amare, Mulubrhan. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:86-103. Full description at Econpapers || Download paper |
| 2024 | Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731. Full description at Econpapers || Download paper |
| 2024 | Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598. Full description at Econpapers || Download paper |
| 2024 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. Full description at Econpapers || Download paper |
| 2024 | Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568. Full description at Econpapers || Download paper |
| 2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper |
| 2025 | Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures. (2025). GUPTA, RANGAN ; Demirer, Riza ; Schulte-Tillmann, Bjorn ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202506. Full description at Econpapers || Download paper |
| 2024 | Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082. Full description at Econpapers || Download paper |
| 2024 | Scenario based merger & acquisition forecasting. (2024). Kainat, Khowaja ; Danial, Saef ; Sergej, Sizov ; Karl, Hrdle Wolfgang. In: Management & Marketing. RePEc:vrs:manmar:v:19:y:2024:i:4:p:579-600:n:1001. Full description at Econpapers || Download paper |
| 2025 | A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network. (2025). Liu, Jinpei ; Tao, Zhifu ; Chen, Huayou ; Zhang, Jiajia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:93-111. Full description at Econpapers || Download paper |
| 2025 | Pricing Vulnerable Options With Variance Gamma Systematic and Idiosyncratic Factors by Laplace Transform Inversion. (2025). Guo, Fenglong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:47-76. Full description at Econpapers || Download paper |
Works by Gloria Gonzalez-Rivera:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Expecting the unexpected: economic growth under stress In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Expecting the unexpected: economic growth under stress.(2021) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Expecting the unexpected: economic growth under stress.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California In: Journal of the ASFMRA. [Full Text][Citation analysis] | article | 1 |
| 2011 | Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 11 |
| 2011 | Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 1991 | Semiparametric ARCH Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 251 |
| 1998 | Smooth-Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2003 | Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2016 | A Bootstrap Approach for Generalized Autocontour Testing In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Growth in Stress In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Growth in stress.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Growth in Stress.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Prediction regions for interval-valued time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Prediction Regions for Interval-valued Time Series.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
| 2015 | Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2003 | Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
| 1999 | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 1998 | Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1998 | Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1998 | Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1998 | Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1996 | Time-varying risk The case of the American computer industry In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 2007 | Optimality of the RiskMetrics VaR model In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2004 | Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 119 |
| 2012 | Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2012 | Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2015 | Generalized autocontours: Evaluation of multivariate density models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2014 | Generalized Autocontours: Evaluation of Multivariate Density Models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | Density forecast evaluation in unstable environments In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2014 | Density Forecast Evaluation in Unstable Environments.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Density Forecast Evaluation in Unstable Environments.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1998 | Dynamic asset pricing and statistical properties of risk In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2018 | An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 0 |
| 2013 | Rare Events: Limiting Their Damage Through Advances in Modeling In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1995 | A Note on Adaptation in Garch Models. In: The A. Gary Anderson Graduate School of Management. [Citation analysis] | paper | 7 |
| 1997 | A note on adaptation in garch models.(1997) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1996 | The Pricing of Time-Varing Beta. In: The A. Gary Anderson Graduate School of Management. [Citation analysis] | paper | 12 |
| 1997 | The Pricing of Time-Varying Beta..(1997) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2005 | Outsourcing: three long run predictions In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Jumps in cross-sectional rank and expected returns: a mixture model In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2001 | The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 62 |
| 2020 | A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2017 | A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Constrained Regression for Interval-Valued Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 22 |
| 2008 | Nonlinear Time Series in Financial Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Interval-valued Time Series: Model Estimation based on Order Statistics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Forecasting for Economics and Business In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | An Impact Analysis of Tribal Government Gaming in California In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Predictive Model for HIV-1 Co-receptor Selectivity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Economic Development and the Determinants of Spatial Integration in Agricultural Markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Forecasting with Interval and Histogram Data. Some Financial Applications In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Extreme Returns and Intensity of Trading In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Extreme Returns and Intensity of Trading.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Extreme returns and intensity of trading.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | A Truncated Mixture Transition Model for Interval-valued Time Series In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | A Truncated Mixture Transition Model for Interval-valued Time Series.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Expecting the unexpected: Stressed scenarios for economic growth In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team