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~accessRights:"restricted"
~subject:"Multivariate Analyse"
~subject:"Theorie"
~subject:"Theory"
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Search: "González-Rivera, Gloria"
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Multivariate Analyse
Theorie
Theory
Forecasting model
5
Prognoseverfahren
5
Statistical distribution
3
Statistische Verteilung
3
Autoregressive processes
2
BBQ algorithm
2
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2
Flexible regression
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GARCH
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Neglected Nonlinearity
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Nichtlineare Regression
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Nonlinear regression
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Signal processing
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leverage effect
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news-impact curve
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smooth transition
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threshold
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González-Rivera, Gloria
4
Sun, Yingying
2
Mazzeu, João Henrique Gonçalves
1
Ruiz, Esther
1
Veiga, Helena
1
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International journal of forecasting
2
Econometric reviews
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
2
Density forecast evaluation in unstable environments
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
Saved in:
3
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
4
Smooth-transition GARCH models
González-Rivera, Gloria
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10001769701
Saved in:
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