Picture 8

ucr_monogram                           Department of Economics

University of California, Riverside


Telephone: (951) 827-1590

Fax: (951) 827-5685


Gloria (dot) Gonzalez (at) ucr (dot) edu



Gloria González-Rivera

Ph.D. Economics, University of California,

San Diego, 1991


Thesis advisor:

 R. F. Engle (2003 Nobel Prize winner in Economics)

Dissertation title:

 “The relevance of distributional assumptions in GARCH models and applications to the evaluation of financial risk”



Areas of expertise:


Econometrics and Time Series Analysis

Financial Econometrics. Volatility modeling

Risk Management

Stress Testing. Value-at-Risk

Econometrics of Development Economics




Research publications


González-Rivera CV - January 2014



Gloria González-Rivera is Professor of Economics at the University of California Riverside. She has been the Chair of the Economics Department (2003-2008) of UC-Riverside and she is an elected director of the board of the International Institute of Forecasters. Professor González-Rivera received her Ph.D. from the University of California San Diego where she wrote her dissertation under the supervision of 2003 Nobel Laureate Professor Robert F. Engle. Her research focuses on the development of econometric and forecasting methodology with applications in financial markets, volatility forecasting, risk management, and agricultural markets. Her research has been published in top venues such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, International Journal of Forecasting, and the Handbook of Empirical Economics and Finance, among others. She has also written a textbook in forecasting, Forecasting for Economics and Business, published by Pearson/Addison-Wesley, which has received great reviews. Professor González-Rivera is a Fulbright Scholar, and she was awarded the UC-Riverside University Scholar distinction (2007-2011) for her research and teaching contributions as well as several teaching awards at UC-San Diego. She is Associate Editor for the International Journal of Forecasting. Her research has been funded by the National Science Foundation, the California Native Indian Gaming Association, and the International Institute of Forecasters/SAS. She is also a member of the Scientific, Technical, and Modelling Peer Review Advisory Group to the South Coast Air Quality Management District in Southern. California. She has been a consultant for the hedge fund industry, and the Government-sponsored Enterprise (Freddie Mac) in topics such as mortgage securitization, subordinated debt, and risk management. Professor González-Rivera is invited to present her research at many universities in USA, Europe, Australia, and professional venues as the meetings of the Econometric Society, the Joint Meetings of the American Statistical Association, NBER/NSF Time Series Conferences, and the International Symposia in Forecasting. She has been the organizer or co-organizer of several national and international conferences, and she is an active referee and reviewer for many economic, business, and statistics journals.




Table of Contents




COMPANION WEBSITE: data sets, power point slides, and solutions manual






June 21-24, 2015 in Riverside, CA