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Gloria Gonzlez-Rivera
Information about the author Gloria Gonzlez-Rivera will soon be added to the site.
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2 papers
in total
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Autocontour‐based evaluation of multivariate predictive densities
2012
We contribute to the rather sparse literature on multivariate density forecasting by...
Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
2004
We analyze the predictive performance of various volatility models for stock returns....
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