Gloria Gonzalez-Rivera : Citation Profile

University of California-Riverside

11

H index

13

i10 index

719

Citations

RESEARCH PRODUCTION:

29

Articles

36

Papers

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 21
   Journals where Gloria Gonzalez-Rivera has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 26 (3.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo486
   Updated: 2025-12-13    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Rodriguez Caballero, Carlos (5)

Ruiz, Esther (4)

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)

Hong, Yongmiao (12)

Bollerslev, Tim (11)

Diebold, Francis (11)

O'Brien, Edward (11)

Hafner, Christian (10)

Ruiz, Esther (10)

Dovern, Jonas (9)

DIEBOLT, Claude (8)

Cites to:

Engle, Robert (27)

Diebold, Francis (25)

Yoldas, Emre (15)

Lee, Tae Hwy (15)

Bollerslev, Tim (15)

Bai, Jushan (12)

Hamilton, James (11)

Watson, Mark (10)

Drost, Feike C. (10)

Ruiz, Esther (10)

Tay, Anthony S (9)

Main data

Where Gloria Gonzalez-Rivera has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Econometric Reviews2
Journal of Econometrics2
Journal of Business & Economic Statistics2
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 Economics23
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5

Recent works citing Gloria Gonzalez-Rivera (2025 and 2024)

YearTitle of citing document
2024Market Integration of Small-Scale Farms: Exploring the Bambara Groundnut Markets in Nigeria. (2024). Uche, Udemba Klinsmann ; David, Ude Kingsley ; Benjamin, Okpukpara ; Nkechi, Agbo Josephine. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2024:p:11-19.

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2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2025Time-Series Foundation Model for Value-at-Risk Forecasting. (2025). Kanniainen, Juho ; Pasricha, Puneet ; Goel, Anubha. In: Papers. RePEc:arx:papers:2410.11773.

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2024A GARCH model with two volatility components and two driving factors. (2024). Ballestra, Luca Vincenzo ; Tezza, Christian ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2410.14585.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2025A 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.

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2024Spatial market integration during a pandemic: Evidence from food markets in Nigeria. (2024). Hatzenbuehler, Patrick ; Amare, Mulubrhan ; Abay, Kibrom A. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:86-103.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Huang, Yirong ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

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2024Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207.

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2024Asymmetric 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.

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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. (2024). Oberoi, Jaideep ; Mitrodima, Gelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120880.

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2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Panel Interval-Valued Data Nonlinear Regression Models and Applications. (2024). Zhang, Jin-Jin ; Li, Qing-Qing ; Ji, Ai-Bing. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10519-8.

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2025Bivariate Maximum Likelihood Method for Fixed Effects Panel Interval-Valued Data Models. (2025). Ji, Aibing ; Zhang, Jinjin ; Cao, YU. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10737-8.

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2024Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options. (2024). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Dinnocenzo, Enzo. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:375-406..

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2024GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202425.

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2025Deglobalization 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.

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2025Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. (2025). Dai, Xingyu ; Cerqueti, Roy ; Wang, Qunwei ; Xiao, Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05746-z.

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2024The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0.

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2024A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart. (2024). Wang, Huiwen ; Huang, Wenyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00622-6.

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2024A novel robust method for estimating the covariance matrix of financial returns with applications to risk management. (2024). Toscano, Pietro ; Leccadito, Arturo ; Staino, Alessandro. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00642-2.

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2024Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082.

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2025Local agricultural markets and external shocks – the case of Poland. (2025). Piotr, Cikowicz ; Jaroslaw, Janecki ; Jakub, Olipra ; Wiktor, Wojciechowski. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:61:y:2025:i:1:p:3-16:n:1006.

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2024Scenario 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.

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2025Exploiting News Analytics for Volatility Forecasting. (2025). Bodilsen, Simon Tranberg ; Lunde, Asger. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:18-36.

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2024Interval time series forecasting: A systematic literature review. (2024). Tao, Zhifu ; Gurmani, Shahid Hussain ; Wang, Piao ; Liu, Jinpei ; Chen, Huayou. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:249-285.

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2024Forecasting the high‐frequency volatility based on the LSTM‐HIT model. (2024). Wang, Min ; Zhuang, Ziyan ; Liu, Guangying. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1356-1373.

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2024Liquidity‐adjusted value‐at‐risk using extreme value theory and copula approach. (2024). Paul, Samit ; Kamal, Harish. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1747-1769.

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2024Forecasting tail risk of skewed financial returns having exponential‐polynomial tails. (2024). Adam, Anokye M ; Gyamfi, Emmanuel N ; Antwi, Albert. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2731-2748.

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2025A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network. (2025). Zhang, Jiajia ; Liu, XI ; Tao, Zhifu ; Chen, Huayou. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:93-111.

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2025A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices. (2025). Hong, Yongmiao ; Sun, Yuying ; Bao, Haowen ; Wang, Shouyang. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:5:p:1826-1848.

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2025Pricing 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.

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Works by Gloria Gonzalez-Rivera:

YearTitleTypeCited
2021Expecting the unexpected: economic growth under stress In: CREATES Research Papers.
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2021Expecting the unexpected: economic growth under stress.(2021) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 1		paper
2021Expecting the unexpected: economic growth under stress.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2019Impact of Agricultural Extension on Irrigated Agriculture Production and Water Use in California In: Journal of the ASFMRA.
[Full Text][Citation analysis]		article1
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article11
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 11		article
1991Semiparametric ARCH Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article253
1998Smooth-Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article6
2016A Bootstrap Approach for Generalized Autocontour Testing In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2018Growth in Stress In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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
2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2004Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper0
2016Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
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: 15		paper
2003Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
1999Efficiency comparisons of maximum-likelihood-based estimators in GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		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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1998Efficiency comparisons of maximum likelihood-based estimators in garch models.(1998) In: Other publications TiSEM.
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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: Other publications TiSEM.
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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.
[Full Text][Citation analysis]		article10
2007Optimality of the RiskMetrics VaR model In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2004Forecasting 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]		article123
2012Time 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]		article11
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2015Generalized autocontours: Evaluation of multivariate density models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2014Generalized Autocontours: Evaluation of Multivariate Density Models.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017Density forecast evaluation in unstable environments In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2014Density Forecast Evaluation in Unstable Environments.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2016Density Forecast Evaluation in Unstable Environments.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
1998Dynamic asset pricing and statistical properties of risk In: Journal of Economics and Business.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2013Rare Events: Limiting Their Damage Through Advances in Modeling In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]		article0
1995A Note on Adaptation in Garch Models. In: The A. Gary Anderson Graduate School of Management.
[Citation analysis]		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.
[Citation analysis]		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.
[Full Text][Citation analysis]		article0
2008Jumps in cross-sectional rank and expected returns: a mixture model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2
2001The 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]		article63
2024A Truncated Mixture Transition Model for Interval-Valued Time Series In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2020A Truncated Mixture Transition Model for Interval-valued Time Series.(2020) In: Working Papers.
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2023A Truncated Mixture Transition Model for Interval-valued Time Series.(2023) In: Working Papers.
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2020A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2013Constrained Regression for Interval-Valued Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article26
2008Nonlinear Time Series in Financial Forecasting In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Interval-valued Time Series: Model Estimation based on Order Statistics In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial) In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Forecasting for Economics and Business In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk In: Working Papers.
[Full Text][Citation analysis]		paper7
2006An Impact Analysis of Tribal Government Gaming in California In: Working Papers.
[Full Text][Citation analysis]		paper0
2013A Predictive Model for HIV-1 Co-receptor Selectivity In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Economic Development and the Determinants of Spatial Integration in Agricultural Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Forecasting with Interval and Histogram Data. Some Financial Applications In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Extreme Returns and Intensity of Trading In: Working Papers.
[Full Text][Citation analysis]		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
2023Expecting the unexpected: Stressed scenarios for economic growth In: Working Papers.
[Full Text][Citation analysis]		paper3

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