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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” |
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Areas of
expertise: Econometrics and Time Series Analysis Financial Econometrics. Volatility modeling Risk
Management Stress
Testing. Value-at-Risk Econometrics
of Development Economics |
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Gloria González-Rivera is Professor of Economics
at the University of California Riverside. She has been Chair of the
Economics Department (2003-2008) and she currently serves in the Graduate
Council of UC-Riverside. 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 is currently
writing a forecasting textbook, “Forecasting
for Economics and Business. A hands-on approach”, to be released in 2012
by Pearson/Prentice Hall Publishers. 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,
and she has been elected to the Board of Directors of the International Institute of Forecasters.
Her research has been funded by the National
Science Foundation, the California
Native Indian Gaming Association, and the International Institute of Forecasters/SAS. 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, and Australia
and she is also a frequent presenter in the North-America and European
meetings of the Econometric Society, the Joint Meetings of the American
Statistical Association, and the NBER/NSF Time Series Conferences. 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. |
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Forthcoming January 2012 Pearson/Prentice Hall
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