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Essays in honor of Aman Ullah

González-Rivera, Gloria (ed.); Hill, Rufus Carter (ed.); … - 2016 - First edition

Persistent link: https://www.econbiz.de/10011514592

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

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

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

Essays in honor of Aman Ullah

Hill, R. Carter (ed.); Lee, Tae-hwy (ed.) - 2016

Volume 36 of Advances in econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics...

Persistent link: https://www.econbiz.de/10012050349

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

Forecasting for economics and business

González-Rivera, Gloria - 2013

Persistent link: https://www.econbiz.de/10009707015

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

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

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

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