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Gloria Gonzalez-Rivera

Global rank #7549 91%

Institution: University of California-Riverside

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.faculty.ucr.edu/~ggonzale

First Publication: 1999

Most Recent: 2019

RePEc ID: pgo486 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 2.68 0.00 2.68
All Time 0.00 3.69 6.37 0.00 13.74

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 10.10

Publications (11)

Year Article Journal Tier Authors
2019 Growth in stress International Journal of Forecasting B 3
2019 Extreme returns and intensity of trading Journal of Applied Econometrics B 2
2017 Density forecast evaluation in unstable environments International Journal of Forecasting B 2
2015 Generalized autocontours: Evaluation of multivariate density models International Journal of Forecasting B 2
2013 Constrained Regression for Interval-Valued Data Journal of Business & Economic Statistics A 2
2012 Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns International Journal of Forecasting B 2
2012 Autocontour-based evaluation of multivariate predictive densities International Journal of Forecasting B 2
2011 Autocontours: Dynamic Specification Testing Journal of Business & Economic Statistics A 3
2004 Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood International Journal of Forecasting B 3
2003 Testing for neglected nonlinearity in regression models based on the theory of random fields Journal of Econometrics A 2
1999 Efficiency comparisons of maximum-likelihood-based estimators in GARCH models Journal of Econometrics A 2