Gloria Gonzalez-Rivera : Citation Profile


Are you Gloria Gonzalez-Rivera?

University of California-Riverside

10

H index

13

i10 index

664

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 22
   Journals where Gloria Gonzalez-Rivera has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 25 (3.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo486
   Updated: 2024-01-16    RAS profile: 2020-04-15    
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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:

Fiorentini, Gabriele (20)

Sentana, Enrique (19)

Bond, Derek (12)

Diebold, Francis (11)

O'Brien, Edward (11)

Bollerslev, Tim (11)

Hafner, Christian (10)

Dovern, Jonas (9)

Andersen, Torben (8)

Degiannakis, Stavros (8)

Ruiz, Esther (8)

Cites to:

Engle, Robert (27)

Diebold, Francis (26)

Yoldas, Emre (18)

Bollerslev, Tim (16)

Lee, Tae Hwy (15)

Hamilton, James (12)

Tay, Anthony S (12)

Ruiz, Esther (11)

Bai, Jushan (11)

Senyuz, Zeynep (11)

Watson, Mark (10)

Main data


Where Gloria Gonzalez-Rivera has published?


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

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 EstadĂ­stica3

Recent works citing Gloria Gonzalez-Rivera (2024 and 2023)


YearTitle of citing document
2023.

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2023Using 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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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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2023Conditional asymmetry in Power ARCH(?) models. (2023). Royer, Julien. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:178-204.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). TrucĂ­os, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023A stochastic time-series model for solar irradiation. (2023). Benth, Fred Espen ; Green, Rikard ; Larsson, Karl. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005503.

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2023Historical PV-output characteristic extraction based weather-type classification strategy and its forecasting method for the day-ahead prediction of PV output. (2023). Guo, Siqi ; Sun, Xinyu ; Zheng, Lingwei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004036.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Evaluating cereal market (dis)integration in less developed and fragile markets: The case of Sudan. (2023). Siddig, Khalid ; Breisinger, Clemens ; Abdelfattah, Lina ; Abay, Kibrom A. In: Food Policy. RePEc:eee:jfpoli:v:114:y:2023:i:c:s0306919222001683.

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2023.

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2023CO2 Emission Allowances Risk Prediction with GAS and GARCH Models. (2023). Tiwari, Aviral ; Trabelsi, Nader. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10231-5.

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2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

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2023The Effectiveness of Promotion through Brochure Advertising on Merchandise Sales: A Case Study of Multiple Retail Stores of Pakistan. (2023). Elahi, Ali Raza ; Ahmad, Naseer. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:732-740.

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2023New models for symbolic data analysis. (2023). Sisson, Scott ; Lin, Huan ; Beranger, Boris. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00520-8.

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2023DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0.

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2023Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8.

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2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

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2023A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315.

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2023A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007.

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Works by Gloria Gonzalez-Rivera:


YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article12
1991Semiparametric ARCH Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article246
1998Smooth-Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
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article53
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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paper2
2019Growth in stress.(2019) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 2
article
2018Growth in Stress.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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 nother 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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article10
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 nother version. Agregated cites: 10
paper
2003Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics.
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article48
1999Efficiency comparisons of maximum-likelihood-based estimators in GARCH models In: Journal of Econometrics.
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article26
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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This paper has nother version. Agregated cites: 26
paper
1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Discussion Paper.
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This paper has nother version. Agregated cites: 26
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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article101
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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article10
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
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article11
2015Generalized autocontours: Evaluation of multivariate density models In: International Journal of Forecasting.
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article9
2014Generalized Autocontours: Evaluation of Multivariate Density Models.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 9
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 nother version. Agregated cites: 3
paper
2016Density Forecast Evaluation in Unstable Environments.(2016) In: Working Papers.
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This paper has nother 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 nother 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 nother 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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article58
2013Constrained Regression for Interval-Valued Data In: Journal of Business & Economic Statistics.
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article18
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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paper7
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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paper4
2017Extreme Returns and Intensity of Trading.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2019Extreme returns and intensity of trading.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 4
article
2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities In: Working Papers.
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paper2
2020A Truncated Mixture Transition Model for Interval-valued Time Series In: Working Papers.
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paper0

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