Access Statistics for Silvia Goncalves

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity 0 0 0 155 0 1 1 390
Bootstrap Inference Under Cross Sectional Dependence 0 1 2 31 0 2 6 57
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 0 4 111
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 78 0 0 2 98
Bootstrap prediction intervals for factor models 0 0 0 81 0 0 4 118
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 3 319
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 0 3 1,167
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 1 1,245
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 0 0 0 424
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 1 2 147
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 1 2 53
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 2 3 72
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 223 0 1 4 703
Bootstrapping factor models with cross sectional dependence 0 0 1 17 0 1 5 30
Bootstrapping factor-augmented regression models 0 0 0 59 0 0 4 168
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 2 35
Bootstrapping high-frequency jump tests 0 0 0 71 1 1 1 49
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 1 42
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 1 2 56
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 1 2 58 0 1 7 165
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 1 3 50 0 1 4 142
Estimation Risk in Financial Risk Management 0 2 5 1,139 2 5 12 3,368
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 1 4 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 2 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 1 4 1,338
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 17 0 0 0 81
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 2 611 0 1 6 1,522
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 156 0 2 10 199
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 0 275
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 1 195
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 0 748
When Do State-Dependent Local Projections Work? 1 1 2 72 1 1 4 61
Total Working Papers 1 7 24 4,555 4 28 104 13,611

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity 0 0 6 63 0 0 9 153
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 5 67 0 0 12 187
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 7 0 0 1 63
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 0 1 58
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 1 1 2 57
Bootstrap Standard Error Estimates for Linear Regression 0 0 5 209 0 2 14 564
Bootstrap inference for linear dynamic panel data models with individual fixed effects 2 4 11 131 4 8 29 348
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 0 0 15
Bootstrapping Realized Volatility 0 1 2 160 2 5 8 472
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 2 4 17 525 3 9 36 1,183
Bootstrapping factor models with cross sectional dependence 0 1 3 11 1 5 16 45
Bootstrapping factor-augmented regression models 1 3 9 157 2 5 16 364
Bootstrapping realized multivariate volatility measures 0 1 2 44 0 1 3 161
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 17 0 1 4 71
Box-Cox transforms for realized volatility 0 2 3 63 0 2 7 265
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 0 3 224
Edgeworth Corrections for Realized Volatility 1 2 2 23 1 2 3 86
Impulse response analysis for structural dynamic models with nonlinear regressors 1 5 9 33 1 7 22 77
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 21 0 0 5 56
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 2 7 288 1 3 11 656
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 11 377 0 2 19 1,042
Recent developments in bootstrap methods for dependent data 0 0 2 37 0 1 10 101
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 1 32 0 0 4 107
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 1 1 3 64 1 1 11 194
Tests of equal accuracy for nested models with estimated factors 0 0 7 68 1 2 12 143
Total Journal Articles 9 27 109 2,489 18 57 258 6,692

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Statistics updated 2025-05-12