Gloria Gonzalez-Rivera : Citation Profile


Are you Gloria Gonzalez-Rivera?

University of California-Riverside

8

H index

8

i10 index

464

Citations

RESEARCH PRODUCTION:

24

Articles

26

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 17
   Journals where Gloria Gonzalez-Rivera has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 19 (3.93 %)

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   Permalink: http://citec.repec.org/pgo486
   Updated: 2019-09-14    RAS profile: 2019-08-03    
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Relations with other researchers


Works with:

Ruiz, Esther (4)

Veiga, Helena (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gloria Gonzalez-Rivera.

Is cited by:

Fiorentini, Gabriele (18)

Sentana, Enrique (17)

Bond, Derek (12)

Bollerslev, Tim (11)

Diebold, Francis (11)

O'Brien, Edward (11)

Hafner, Christian (9)

Andersen, Torben (8)

Dovern, Jonas (8)

Meitz, Mika (7)

Rockinger, Michael (7)

Cites to:

Engle, Robert (23)

Diebold, Francis (21)

Yoldas, Emre (16)

Bollerslev, Tim (14)

Lee, Tae Hwy (13)

Granger, Clive (12)

Ruiz, Esther (11)

Hamilton, James (11)

Tay, Anthony S (11)

Bai, Jushan (11)

White, Halbert (10)

Main data


Where Gloria Gonzalez-Rivera has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Journal of Econometrics2
Journal of Business & Economic Statistics2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of California at Riverside, Department of Economics19
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadĂ­stica2

Recent works citing Gloria Gonzalez-Rivera (2019 and 2018)


YearTitle of citing document
2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, T. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2019:id:724.

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2018Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126.

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2017Dynamic Quantile Function Models. (2017). Ye, Wilson ; Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1707.02587.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587.

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2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2017Segmentation of consumer markets in the US: What do intercity price differences tell us?. (2017). Choi, Chi-Young ; Wu, Jyh-Lin ; Murphy, Anthony . In: Canadian Journal of Economics. RePEc:cje:issued:v:50:y:2017:i:3:p:738-777.

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2018Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804.

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2018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934.

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2017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach. (2017). Segnon, Mawuli ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:6617.

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2018Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns. (2018). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:1-29.

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2017Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Iguez, Trino-Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69.

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2017R-estimation in semiparametric dynamic location-scale models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:233-247.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2017Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates. (2017). Fries, Christian P ; Seeger, Norman ; Nigbur, Tobias . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:175-198.

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2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling. (2019). Hong, Yongmiao ; Zhang, Xun ; Sun, Yuying ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:165-173.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Point process models for extreme returns: Harnessing implied volatility. (2018). Herrera, Rodrigo ; Clements, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:161-175.

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2018Cross-commodity news transmission and volatility spillovers in the German energy markets. (2018). Green, Rikard ; Nilsson, Birger ; Lunina, Veronika ; Larsson, Karl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:231-243.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2018Estimating downside risk in stock returns under structural breaks. (2018). Hood, Matthew ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:102-112.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2018Shipping equity risk behavior and portfolio management. (2018). VISVIKIS, ILIAS ; Kyriakou, Ioannis ; Papapostolou, Nikos C ; Pouliasis, Panos K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:116:y:2018:i:c:p:178-200.

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2018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_05.

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2019New testing approaches for mean-variance predictability. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_01.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2018Pricing Dynamics between Single Stock Futures and the Underlying Spot Security. (2018). Giannikos, Christos ; Boney, Vaneesha ; Guirguis, Author-Name Hany. In: International Journal of Business and Economics. RePEc:ijb:journl:v:17:y:2018:i:2:p:179-191.

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2018Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2018). MORANA, CLAUDIO ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:382.

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2017Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.. (2017). Bibi, Abdelouahab ; Ghezal, Ahmed . In: MPRA Paper. RePEc:pra:mprapa:81126.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark. In: MPRA Paper. RePEc:pra:mprapa:82000.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, Timofey. In: MPRA Paper. RePEc:pra:mprapa:93544.

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2017Semiparametric Estimation of Multivariate GARCH Models. (2017). MORANA, CLAUDIO. In: Working Paper series. RePEc:rim:rimwps:17-02.

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2018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper series. RePEc:rim:rimwps:18-22.

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2019New testing approaches for mean-variance predictability. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper series. RePEc:rim:rimwps:19-01.

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2018An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation. (2018). Booser, Richard W. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:1:f:8_1_3.

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2017Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum. (2017). Darby, Julia ; Roy, Graeme. In: Working Papers. RePEc:str:wpaper:1706.

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2017A robust statistical approach to select adequate error distributions for financial returns. (2017). Hambuckers, J ; Heuchenne, C. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:1:p:137-161.

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2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Charfeddine, Lanouar ; Klein, Tony ; Walther, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

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2017GOODNESS-OF-FIT TEST FOR NONLINEAR TIME SERIES MODELS. (2017). Han, Ngai Sze ; Ling, Shiqing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500063.

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Gloria Gonzalez-Rivera has edited the books:


YearTitleTypeCited

Works by Gloria Gonzalez-Rivera:


YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article11
1991Semiparametric ARCH Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article200
1998Smooth-Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
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article32
2003Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2016A Bootstrap Approach for Generalized Autocontour Testing In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2018Growth in Stress In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2018Growth in Stress.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2004Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk In: Econometric Society 2004 North American Winter Meetings.
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paper0
2016Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data In: Computational Statistics & Data Analysis.
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article1
2015Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2003Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics.
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article42
1999Efficiency comparisons of maximum-likelihood-based estimators in GARCH models In: Journal of Econometrics.
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article20
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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paper
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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paper
1996Time-varying risk The case of the American computer industry In: Journal of Empirical Finance.
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article8
2007Optimality of the RiskMetrics VaR model In: Finance Research Letters.
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article3
2004Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood In: International Journal of Forecasting.
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article47
2012Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns In: International Journal of Forecasting.
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article1
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
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article8
2015Generalized autocontours: Evaluation of multivariate density models In: International Journal of Forecasting.
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article4
2014Generalized Autocontours: Evaluation of Multivariate Density Models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2017Density forecast evaluation in unstable environments In: International Journal of Forecasting.
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article1
2014Density Forecast Evaluation in Unstable Environments.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2016Density Forecast Evaluation in Unstable Environments.(2016) In: Working Papers.
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2019Growth in stress In: International Journal of Forecasting.
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article0
1998Dynamic asset pricing and statistical properties of risk In: Journal of Economics and Business.
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article0
2018An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension In: Technological Forecasting and Social Change.
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article0
2013Rare Events: Limiting Their Damage Through Advances in Modeling In: Foresight: The International Journal of Applied Forecasting.
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article0
1995A Note on Adaptation in Garch Models. In: The A. Gary Anderson Graduate School of Management.
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paper7
1997A note on adaptation in garch models.(1997) In: Econometric Reviews.
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This paper has another version. Agregated cites: 7
article
1996The Pricing of Time-Varing Beta. In: The A. Gary Anderson Graduate School of Management.
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paper11
1997The Pricing of Time-Varying Beta..(1997) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 11
article
2005Outsourcing: three long run predictions In: Global Business and Economics Review.
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article0
2008Jumps in cross-sectional rank and expected returns: a mixture model In: Journal of Applied Econometrics.
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article1
2001The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market In: American Journal of Agricultural Economics.
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article51
2013Constrained Regression for Interval-Valued Data In: Journal of Business & Economic Statistics.
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article4
2008Nonlinear Time Series in Financial Forecasting In: Working Papers.
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paper1
2014Interval-valued Time Series: Model Estimation based on Order Statistics In: Working Papers.
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paper0
2014Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) In: Working Papers.
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paper0
2013Forecasting for Economics and Business In: Working Papers.
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paper2
2011Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk In: Working Papers.
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paper2
2006An Impact Analysis of Tribal Government Gaming in California In: Working Papers.
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paper0
2013A Predictive Model for HIV-1 Co-receptor Selectivity In: Working Papers.
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paper0
2010Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers.
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paper0
2007Economic Development and the Determinants of Spatial Integration in Agricultural Markets In: Working Papers.
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paper1
2011Forecasting with Interval and Histogram Data. Some Financial Applications In: Working Papers.
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paper0
2016Extreme Returns and Intensity of Trading In: Working Papers.
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paper1
2017Extreme Returns and Intensity of Trading.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities In: Working Papers.
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paper0
2018Prediction Regions for Interval-valued Time Series In: Working Papers.
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paper0

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