Gloria Gonzalez-Rivera : Citation Profile


Are you Gloria Gonzalez-Rivera?

University of California-Riverside

9

H index

9

i10 index

531

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 18
   Journals where Gloria Gonzalez-Rivera has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 22 (3.98 %)

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   Permalink: http://citec.repec.org/pgo486
   Updated: 2021-02-20    RAS profile: 2020-04-15    
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Relations with other researchers


Works with:

Ruiz, Esther (5)

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)

O'Brien, Edward (11)

Bollerslev, Tim (11)

Diebold, Francis (11)

Hafner, Christian (10)

Dovern, Jonas (9)

Andersen, Torben (8)

Ruiz, Esther (8)

Golan, Amos (8)

Cites to:

Diebold, Francis (24)

Engle, Robert (23)

Yoldas, Emre (17)

Bollerslev, Tim (14)

Lee, Tae Hwy (14)

Granger, Clive (13)

Tay, Anthony S (12)

Hamilton, James (12)

Ruiz, Esther (11)

Bai, Jushan (11)

Senyuz, Zeynep (10)

Main data


Where Gloria Gonzalez-Rivera has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / University of California at Riverside, Department of Economics20
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3

Recent works citing Gloria Gonzalez-Rivera (2021 and 2020)


YearTitle of citing document
2020Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119.

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2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

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2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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2020An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:800-813.

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2020Pricing individual stock options using both stock and market index information. (2020). Stentoft, Lars ; Violante, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619303000.

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2020Environmental complexity, slack, and firm performance. (2020). Tellez-Falla, Diego F ; Ruiz-Pava, Guillermo A ; Godoy-Bejarano, Jesus M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:112:y:2020:i:c:s0148619519303261.

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2020Health Impacts of the Green Revolution: Evidence from 600,000 births across the Developing World. (2020). McCord, Gordon ; Dar, Aaditya ; Barnwal, Prabhat ; Mueller, Nathaniel D ; Fishman, Ram ; von der Goltz, Jan. In: Journal of Health Economics. RePEc:eee:jhecon:v:74:y:2020:i:c:s0167629619311282.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility. (2020). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Papadakis, Theodoulos Eleftherios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307639.

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2020Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240.

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2020The accuracy of asymmetric GARCH model estimation. (2020). Charles, Amelie ; Darne, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01943883.

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2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

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2020A Coronavirus Asset Pricing Model: The Role of Skewness. (2020). Savva, Christos ; Delis, Manthos ; Theodossiou, Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:100877.

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2020.

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2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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2020A marked point process model for intraday financial returns: modeling extreme risk. (2020). Herrera, Rodrigo ; Clements, Adam. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1600-y.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2020On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting. (2020). ADENOMON, MONDAY ; Nweze, Nwaze Obini ; Emenogu, Ngozi G. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00178-1.

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2020Markov switching asymmetric GARCH model: stability and forecasting. (2020). Alemohammad, N ; Alizadeh, S H ; Rezakhah, S. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:3:d:10.1007_s00362-018-0992-2.

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2020Identifying a robust policy rule for the Feds response to financial stress. (2020). Ahmad, Saad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:565-578.

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2020Prediction regions for interval‐valued time series. (2020). Gonzalezrivera, Gloria ; Ruiz, Esther ; Luo, Yun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:373-390.

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2020Order‐invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456.

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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]
article214
1998Smooth-Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
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article33
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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article6
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
2019Growth in stress.(2019) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 0
article
2018Growth in Stress.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Prediction regions for interval-valued time series In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2018Prediction Regions for Interval-valued Time Series.(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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article6
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: 6
paper
2003Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics.
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article46
1999Efficiency comparisons of maximum-likelihood-based estimators in GARCH models In: Journal of Econometrics.
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article23
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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This paper has another version. Agregated cites: 23
paper
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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This paper has another version. Agregated cites: 23
paper
1996Time-varying risk The case of the American computer industry In: Journal of Empirical Finance.
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article10
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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article65
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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article3
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
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article9
2015Generalized autocontours: Evaluation of multivariate density models In: International Journal of Forecasting.
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article7
2014Generalized Autocontours: Evaluation of Multivariate Density Models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2017Density forecast evaluation in unstable environments In: International Journal of Forecasting.
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article3
2014Density Forecast Evaluation in Unstable Environments.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016Density Forecast Evaluation in Unstable Environments.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
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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paper12
1997The Pricing of Time-Varying Beta..(1997) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 12
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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article2
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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article52
2013Constrained Regression for Interval-Valued Data In: Journal of Business & Economic Statistics.
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article9
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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paper4
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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paper2
2017Extreme Returns and Intensity of Trading.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2019Extreme returns and intensity of trading.(2019) In: Journal of Applied Econometrics.
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article
2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities In: Working Papers.
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paper0
2020A Truncated Mixture Transition Model for Interval-valued Time Series In: Working Papers.
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paper0

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