//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
~subject:"Theory"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "González-Rivera, Gloria"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theory
United States
Volatility
Volatilität
Theorie
18
Forecasting model
12
Prognoseverfahren
12
Estimation theory
11
Schätztheorie
11
Time series analysis
8
Zeitreihenanalyse
8
USA
6
Capital income
5
Kapitaleinkommen
5
Multivariate Analyse
5
Multivariate analysis
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Börsenkurs
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
Autoregressive processes
2
BBQ algorithm
2
Brasilien
2
Brazil
2
Business cycle
2
Financial market
2
Finanzmarkt
2
Flexible regression
2
GARCH
2
Konjunktur
2
Market integration
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
22
Author
All
González-Rivera, Gloria
22
Arroyo, Javier
3
Lee, Tae-hwy
3
Dahl, Christian M.
2
Drost, Feike C.
2
Mishra, Santosh
2
Sun, Yingying
2
Engle, Robert F.
1
Maté, Carlos
1
Mazzeu, João Henrique Gonçalves
1
Nicolau, João
1
Ruiz, Esther
1
Veiga, Helena
1
Yoldas, Emre
1
more ...
less ...
Published in...
All
International journal of forecasting
6
Econometric reviews
2
Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of fixed income
2
Discussion paper / Center for Economic Research, Tilburg University
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Handbook of empirical economics and finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
Forecasting with interval and histogram data : some financial applications
Arroyo, Javier
;
González-Rivera, Gloria
;
Maté, Carlos
- In:
Handbook of empirical economics and finance
,
(pp. 247-279)
.
2011
Persistent link: https://www.econbiz.de/10009130129
Saved in:
8
Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
Saved in:
9
Optimality of the RiskMetrics VaR model
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Yoldas, Emre
- In:
Finance research letters
4
(
2007
)
3
,
pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
Saved in:
10
Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->