Gloria Gonzalez-Rivera : Citation Profile

Are you Gloria Gonzalez-Rivera?

University of California-Riverside

11

H index

13

i10 index

694

Citations

RESEARCH PRODUCTION:

28

Articles

36

Papers

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 21
   Journals where Gloria Gonzalez-Rivera has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 26 (3.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo486
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Ruiz, Esther (5)

Rodriguez Caballero, Carlos (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)

O'Brien, Edward (11)

Bollerslev, Tim (11)

Diebold, Francis (11)

Hafner, Christian (10)

Ruiz, Esther (10)

Dovern, Jonas (9)

Chikhi, Mohamed (8)

Andersen, Torben (8)

Cites to:

Engle, Robert (27)

Diebold, Francis (25)

Lee, Tae Hwy (15)

Yoldas, Emre (15)

Bollerslev, Tim (15)

Bai, Jushan (12)

Hamilton, James (12)

Ruiz, Esther (10)

Drost, Feike C. (10)

Watson, Mark (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 Business & Economic Statistics2
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 Economics23
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5

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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2024Spatial 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.

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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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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). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2023Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models. (2023). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002719.

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2024Conditional 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). Trucíos, 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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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2024Assessing 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.

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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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2023The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach. (2023). Naimoli, Antonio. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000719.

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2024Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [. (2003). Lebaron, Blake. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:4:p:751-752.

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2024Financial 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.

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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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2024Prediction 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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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
2021Expecting the unexpected: economic growth under stress In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
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]		article250
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]		article13
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: 13		paper
2003Testing for neglected nonlinearity in regression models based on the theory of random fields In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
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.
[Full Text][Citation analysis]
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
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.
[Full Text][Citation analysis]
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]		article116
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]		article10
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]		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.
[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]		article61
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]		article21
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]		paper1
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
2020A Truncated Mixture Transition Model for Interval-valued Time Series In: Working Papers.
[Full Text][Citation analysis]		paper0
2023A Truncated Mixture Transition Model for Interval-valued Time Series.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2023Expecting the unexpected: Stressed scenarios for economic growth In: Working Papers.
[Full Text][Citation analysis]		paper2

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