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 2 2 4 393
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 0 0 6 58
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 0 4 113
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 2 5 6 104
Bootstrap prediction intervals for factor models 0 0 0 81 3 7 8 125
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 0 2 5 1,171
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 321 3 8 9 1,254
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 2 3 5 323
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 141 4 5 7 431
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 4 5 10 155
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 4 6 57
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 2 4 7 76
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 2 2 225 2 8 9 711
Bootstrapping factor models with cross sectional dependence 0 0 0 17 4 4 6 35
Bootstrapping factor-augmented regression models 0 0 0 59 0 2 4 172
Bootstrapping high-frequency jump tests 0 0 0 71 3 4 6 47
Bootstrapping high-frequency jump tests 0 0 0 41 1 2 3 37
Bootstrapping high-frequency jump tests 0 0 0 71 3 4 7 55
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 0 4 58
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 58 0 0 2 165
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 1 1 63
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 2 50 2 2 7 146
Estimation Risk in Financial Risk Management 0 0 3 1,139 7 10 24 3,385
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 5 91
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 1 1 2 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 1 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 1 1,338
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 3 6 11 1,532
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 3 158 1 5 10 206
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 1 3 197
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 0 275
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 1 2 5 753
When Do State-Dependent Local Projections Work? 0 0 1 72 1 3 5 65
Total Working Papers 3 5 19 4,564 53 100 193 13,757

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 2 65 3 3 9 161
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 2 67 0 2 6 190
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 8 3 3 4 67
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 1 1 59
Bootstrap Prediction Intervals for Factor Models 1 1 1 9 3 9 13 68
Bootstrap Standard Error Estimates for Linear Regression 0 0 3 211 1 3 8 569
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 2 11 135 4 12 37 369
Bootstrapping High-Frequency Jump Tests 0 0 0 0 1 1 2 17
Bootstrapping Realized Volatility 0 2 3 162 1 4 9 476
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 1 11 530 5 12 37 1,207
Bootstrapping factor models with cross sectional dependence 0 0 1 11 1 1 9 47
Bootstrapping factor-augmented regression models 2 3 11 163 3 7 20 376
Bootstrapping realized multivariate volatility measures 0 0 1 44 2 3 8 168
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 1 4 10 78
Box-Cox transforms for realized volatility 0 1 5 65 1 2 9 270
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 2 2 3 226
Edgeworth Corrections for Realized Volatility 0 0 2 23 1 1 5 88
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 8 36 1 2 21 88
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 23 4 9 20 74
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 5 290 1 3 11 663
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 4 379 4 7 16 1,054
Recent developments in bootstrap methods for dependent data 0 0 2 39 0 0 5 103
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 4 35 0 1 5 111
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 0 2 65 0 2 13 203
Tests of equal accuracy for nested models with estimated factors 0 1 3 70 0 3 9 149
Total Journal Articles 5 16 85 2,532 42 97 290 6,881

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Statistics updated 2025-12-06