Gloria González-Rivera
Statistics and Probability · 2001–2013
A researcher in the Science corpus: 4 papers; trusts 10 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 13 citations into it
- Economics and Econometrics — 12 citations into it; #14,548 of 23,481 by trust here, #19,308 by citations
- Finance — 11 citations into it; #6,255 of 10,518 by trust here, #6,419 by citations
Whom Gloria González-Rivera trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Dimitris Nicolas Politis
- Robert F. Engle
- Tim Bollerslev
- Halbert White
- John C. Hull
- Robert Buff
- Andrew J. Patton
- B. Awartani
- James D. Hamilton
- Ken West
Who trusts Gloria González-Rivera overall
Papers from Gloria González-Rivera's perspective
Ordered by how strongly the researchers Gloria González-Rivera trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- The stationary bootstrap
- Asymptotic Inference about Predictive Ability
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Pricing of Options and Corporate Liabilities
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Automatic Block-Length Selection for the Dependent Bootstrap
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Their papers
- The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market (2001) — 185 citations
- Constrained Regression for Interval-Valued Data (2013) — 79 citations
- Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood (2004) — 222 citations
- Testing for neglected nonlinearity in regression models based on the theory of random fields (2003) — 71 citations