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 1 3 7 123 1 3 12 291
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 2 11 81 4 7 33 197
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 2 3 6 108 5 7 25 291
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 2 3 12 234 4 8 51 989
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 3 17 46 3 11 62 205
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 1 18 178 6 10 51 470
Estimation Risk in Financial Risk Management 3 10 91 970 12 35 278 2,743
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 1 3 14 245 2 9 41 661
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 8 127 2 5 26 381
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 3 6 17 285 11 19 65 1,149
Predictable dynamics in the S&P 500 index options implied volatility surface 4 9 71 465 4 11 133 1,168
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 2 38 0 2 18 224
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 11 151
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 1 4 137 1 4 31 674
Total Working Papers 18 44 278 3,037 55 132 837 9,594


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap Standard Error Estimates for Linear Regression 3 7 42 106 12 22 98 303
Bootstrapping Realized Volatility 4 12 50 50 10 26 102 102
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 3 18 76 4 8 38 172
Consistency of the stationary bootstrap under weak moment conditions 0 3 9 48 0 3 15 137
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 1 16 80 1 1 24 188
Total Journal Articles 9 26 135 360 27 60 277 902


Statistics updated 2009-11-04