Value in stress : a coherent approach to stress-testing

von González-Rivera, Gloria
Veröffentlicht in The journal of fixed income (2003)

Forecasting for economics and business

von González-Rivera, Gloria
Veröffentlicht 2016

A note on adaptation in GARCH models

von González-Rivera, Gloria
Veröffentlicht in Econometric reviews (1997)

Predicting rare events evaluating systemic and idiosyncratic risk

Veröffentlicht in International journal of forecasting (2014)

Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises

von González-Rivera, Gloria
Veröffentlicht in The journal of fixed income (2001)

Outsourcing: three long run predictions

von González-Rivera, Gloria
Veröffentlicht in Global business & economics review (2005)

Forecasting for economics and business

von González-Rivera, Gloria
Veröffentlicht 2013

Special section 2: Predicting rare events

Veröffentlicht in International journal of forecasting (2014)

Dynamic asset pricing and statistical properties of risk

von González-Rivera, Gloria
Veröffentlicht in Journal of economics & business (1998)

Time-varying risk : the case of the American computer industry

von González-Rivera, Gloria
Veröffentlicht in Journal of empirical finance (1996)

The pricing of time-varying beta

von González-Rivera, Gloria
Veröffentlicht in Empirical economics (1997)

Density forecast evaluation in unstable environments

von González-Rivera, Gloria
Veröffentlicht in International journal of forecasting (-2017)

Autocontour-based evaluation of multivariate predictive densities

von González-Rivera, Gloria
Veröffentlicht in International journal of forecasting (2012)

Generalized autocontours : evaluation of multivariate density models

von González-Rivera, Gloria
Veröffentlicht in International journal of forecasting (-2015)

Constrained regression for interval-valued data

von González-Rivera, Gloria
Veröffentlicht in Journal of business & economic statistics (2013)

Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns

von González-Rivera, Gloria
Veröffentlicht in International journal of forecasting (2012)

Economic development and the determinants of spatial integration in agricultural markets

von González-Rivera, Gloria
Veröffentlicht in Economics, politics, and social issues in Latin America (2007)

Testing for neglected nonlinearity in regression models based on the theory of random fields

von Dahl, Christian M.
Veröffentlicht in Journal of econometrics (2003)

Efficiency comparisons of maximum likelihood-based estimators in GARCH models

von González-Rivera, Gloria
Veröffentlicht 1998

Semiparametric ARCH models

von Engle, Robert F.
Veröffentlicht in Journal of business & economic statistics (1991)