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 1 2 9 400
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 33 0 2 20 78
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 1 1 11 124
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 1 2 14 113
Bootstrap prediction intervals for factor models 0 1 1 82 0 1 16 134
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 304 1 1 15 1,184
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 2 322 1 3 20 1,266
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 2 98 0 4 17 337
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 0 1 22 449
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 0 17 167
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 1 20 93
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 1 17 70
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 0 0 18 723
Bootstrapping factor models with cross sectional dependence 0 1 1 18 0 1 21 52
Bootstrapping factor-augmented regression models 0 0 1 60 0 1 12 183
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 16 68
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 12 56
Bootstrapping high-frequency jump tests 0 0 0 41 1 1 8 43
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 1 2 11 60
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 0 2 12 177
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 1 1 6 64
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 2 11 74
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 0 0 15 159
Estimation Risk in Financial Risk Management 0 0 1 1,140 0 0 31 3,409
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 0 2 19 110
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 10 1,348
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 1 6 89
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 18 1 2 8 90
Nonparametric Local Projections 0 0 2 35 1 4 37 64
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 3 23 1 1 14 22
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 612 0 3 28 1,556
Semiparametric Local Projections 1 4 4 4 4 11 11 11
State-Dependent Local Projections 1 1 3 91 1 3 34 77
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 1 159 0 1 9 212
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 1 1 18 293
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 1 9 205
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 3 10 761
When Do State-Dependent Local Projections Work? 0 0 0 72 0 1 23 85
Total Working Papers 2 9 30 4,761 18 63 607 14,406

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 1 66 0 0 41 199
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 1 1 21 209
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 8 0 1 24 88
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 1 14 72
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 2 2 23 82
Bootstrap Standard Error Estimates for Linear Regression 0 1 1 212 1 2 13 579
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 1 4 137 3 3 34 391
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 4 12 28
Bootstrapping Realized Volatility 0 0 3 163 1 2 22 494
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 1 6 535 4 9 56 1,254
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 1 9 55
Bootstrapping factor-augmented regression models 0 1 3 164 1 4 20 390
Bootstrapping realized multivariate volatility measures 0 0 0 44 0 0 10 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 0 18 0 1 14 89
Box-Cox transforms for realized volatility 0 1 1 66 0 2 11 280
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 0 16 240
Edgeworth Corrections for Realized Volatility 0 1 1 24 0 2 17 104
Impulse response analysis for structural dynamic models with nonlinear regressors 1 3 6 41 2 7 28 114
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 1 3 26 91
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 2 4 293 0 2 19 680
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 2 10 388 5 22 55 1,103
Recent developments in bootstrap methods for dependent data 0 0 0 39 1 1 14 117
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 36 0 0 17 127
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 1 4 9 74 3 12 44 247
Tests of equal accuracy for nested models with estimated factors 0 0 0 70 0 0 12 160
Total Journal Articles 3 17 56 2,575 26 82 572 7,369

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Statistics updated 2026-10-11