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 0 0 389
Bootstrap Inference Under Cross Sectional Dependence 0 1 1 30 1 4 6 56
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 2 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 1 4 118
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 1 3 319
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 1 3 1,167
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 0 0 0 424
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 3 1,245
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 1 2 146
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 2 3 3 72
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 2 2 53
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 223 1 1 4 703
Bootstrapping factor models with cross sectional dependence 0 0 1 17 0 0 4 29
Bootstrapping factor-augmented regression models 0 0 0 59 0 0 4 168
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 0 48
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 0 41
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 1 34
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 1 2 2 56
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 57 0 1 6 164
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 1 2 49 0 2 4 141
Estimation Risk in Financial Risk Management 1 2 6 1,138 1 3 12 3,364
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 1 2 5 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 1 1 4 1,338
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 1 2 83
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 0 5 1,521
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 4 155 1 2 9 198
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 1 1 195
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 0 0 1 748
When Do State-Dependent Local Projections Work? 0 0 2 71 0 0 6 60
Total Working Papers 1 4 21 4,549 12 31 102 13,595

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 1 9 153
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 2 7 67 0 3 14 187
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 2 58
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 0 1 1 56
Bootstrap Standard Error Estimates for Linear Regression 0 1 6 209 2 3 15 564
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 4 11 128 2 10 29 342
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 0 0 15
Bootstrapping Realized Volatility 1 1 3 160 3 3 9 470
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 2 16 521 2 6 35 1,176
Bootstrapping factor models with cross sectional dependence 1 1 3 11 3 5 15 43
Bootstrapping factor-augmented regression models 1 3 9 155 1 4 15 360
Bootstrapping realized multivariate volatility measures 0 0 2 43 0 0 3 160
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 17 1 3 4 71
Box-Cox transforms for realized volatility 0 1 2 61 0 2 8 263
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 1 4 224
Edgeworth Corrections for Realized Volatility 0 0 0 21 0 1 2 84
Impulse response analysis for structural dynamic models with nonlinear regressors 3 3 13 31 4 7 31 74
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 21 0 2 6 56
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 7 286 1 2 12 654
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 2 12 377 2 4 22 1,042
Recent developments in bootstrap methods for dependent data 0 0 3 37 0 2 10 100
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 1 32 0 1 5 107
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 0 2 63 0 3 11 193
Tests of equal accuracy for nested models with estimated factors 0 1 7 68 1 2 11 142
Total Journal Articles 8 23 114 2,470 22 66 274 6,657

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Statistics updated 2025-03-03