Concepedia

Gloria González‐Rivera

GG

24

Publications

1.8K

Citations

17

H-Index

1991

Active since

Affiliations

University of California, Riverside(Current)

Bentley University

Capital University of Economics and Business

Purdue University West Lafayette

Universidad Complutense de Madrid

Gloria González‐Rivera is an author at University of California, Riverside specializing in statistics, engineering, and business.

Top concepts

StatisticsBusinessEngineeringFinanceEconometricsStatistical InferenceForecastingEconomicsPredictive AnalyticsEconomic Analysis

Publications per year

1991–2020

24

Publications

24

Semiparametric ARCH Models

Robert F. Engle, Gloria González‐Rivera · Journal of Business and Economic Statistics · 1991 · 480 citations

Econometric Model, Volatility Modeling, Economics +14

Smooth-Transition GARCH Models

Gloria González‐Rivera · Studies in Nonlinear Dynamics and Econometrics · 1998 · 232 citations

Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

Gloria González‐Rivera, Tae‐Hwy Lee, Santosh Mishra · International Journal of Forecasting · 2004 · 232 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +11

Semiparametric ARCH Models

Robert F. Engle, Gloria González‐Rivera, Gloria González‐Rivera · Journal of Business and Economic Statistics · 1991 · 198 citations

Econometric Model, Semiparametric Arch Models, Mathematical Model +2

The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market

Gloria González‐Rivera, Steven M. Helfand · American Journal of Agricultural Economics · 2001 · 161 citations

International Economics, Applied Economics, Trade +22

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