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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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1
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:
2
Forecasting for economics and business
González-Rivera, Gloria
-
2013
Persistent link: https://www.econbiz.de/10009707015
Saved in:
3
Outsourcing: three long run predictions
González-Rivera, Gloria
- In:
Global business & economics review
7
(
2005
)
2/3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10003232255
Saved in:
4
Time-varying risk : the case of the American computer industry
González-Rivera, Gloria
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
Saved in:
5
Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises
González-Rivera, Gloria
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10001595321
Saved in:
6
Value in stress : a coherent approach to stress-testing
González-Rivera, Gloria
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001803140
Saved in:
7
A note on adaptation in GARCH models
González-Rivera, Gloria
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001217211
Saved in:
8
The pricing of time-varying beta
González-Rivera, Gloria
- In:
Empirical economics : a journal of the Institute for …
22
(
1997
)
3
,
pp. 345-363
Persistent link: https://www.econbiz.de/10001227195
Saved in:
9
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:
10
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
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