Narrow search
Showing 1 - 10 of 10
Cover Image
Smooth-transition GARCH models
González-Rivera, Gloria - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 2, pp. 61-78
Persistent link: https://www.econbiz.de/10009949726
Cover Image
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria; Senyuz, Zeynep; Yoldas, Emre - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 186-186
Persistent link: https://www.econbiz.de/10008817705
Cover Image
The Pricing of Time-Varying Beta
González-Rivera, Gloria - In: Empirical economics : a journal of the Institute for … 22 (1997) 3, pp. 345-364
Persistent link: https://www.econbiz.de/10006312119
Cover Image
VALUE IN STRESS: A COHERENT APPROACH TO STRESS-TESTING - Stress-testing as a risk management tool lacks scientific foundation, and, as the current practice goes, is completely subj...
González-Rivera, Gloria - In: The journal of fixed income 13 (2003) 2, pp. 7-18
Persistent link: https://www.econbiz.de/10007157721
Cover Image
LINKAGES BETWEEN SECONDARY AND PRIMARY MARKETS FOR MORTGAGES - The author analyzes the role of the retained portfolio investments of the government-sponsored enterprises, FNMA and...
González-Rivera, Gloria - In: The journal of fixed income 11 (2001) 1, pp. 29-36
Persistent link: https://www.econbiz.de/10007172437
Cover Image
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. 629-646
Persistent link: https://www.econbiz.de/10006961488
Cover Image
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/10008092823
Cover Image
Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10006763312
Cover Image
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. 20-34
Persistent link: https://www.econbiz.de/10009818668
Cover Image
Autocontour-based evaluation of multivariate predictive densities
González-Rivera, Gloria; Yoldas, Emre - In: International journal of forecasting 28 (2012) 2, pp. 328-343
Persistent link: https://www.econbiz.de/10009830611