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Disambiguation of "González-Rivera, Gloria"

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

, , and . International Journal of Forecasting, 20 (4): 629--645 (00 2004)

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Margarita González

José González

Lillian González

Olegario González

Andrés González

 

Other publications of authors with the same name

A note on adaptation in garch models. Econometric Reviews, 16 (1): 55--68 (1997)Rao's score test with nonparametric density estimators, and . Journal of Statistical Planning and Inference, 97 (1): 85--100 (Aug 1, 2001)Financial Forecasting, Non-linear Time Series in., and . Encyclopedia of Complexity and Systems Science, Springer, (2009)Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood, , and . International Journal of Forecasting, 20 (4): 629--645 (00 2004)Time-varying risk The case of the American computer industry. Journal of Empirical Finance, 2 (4): 333--342 (February 1996)Efficiency comparisons of maximum-likelihood-based estimators in GARCH models, and . Journal of Econometrics, 93 (1): 93--111 (November 1999)Testing for neglected nonlinearity in regression models based on the theory of random fields, and . Journal of Econometrics, 114 (1): 141--164 (May 2003)