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González-Rivera, Gloria
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Arroyo, Javier
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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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:
2
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:
3
Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria
(
contributor
)
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
Saved in:
4
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
Saved in:
5
Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria
;
Arroyo, Javier
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10009580813
Saved in:
6
Autocontour-based evaluation of multivariate predictive densities
González-Rivera, Gloria
;
Yoldas, Emre
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 328-342
Persistent link: https://www.econbiz.de/10009581928
Saved in:
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