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 2 8 398
Bootstrap Inference Under Cross Sectional Dependence 0 1 2 33 0 3 19 76
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 1 6 11 123
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 0 1 12 111
Bootstrap prediction intervals for factor models 0 0 0 81 0 2 15 133
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 0 2 16 1,183
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 2 3 18 1,263
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 0 1 24 448
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 97 1 4 14 333
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 6 19 167
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 3 20 92
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 2 5 16 69
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 0 2 20 723
Bootstrapping factor models with cross sectional dependence 0 0 0 17 1 5 21 51
Bootstrapping factor-augmented regression models 0 0 1 60 0 2 13 182
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 7 42
Bootstrapping high-frequency jump tests 0 0 0 71 0 2 13 56
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 19 68
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 1 1 11 58
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 1 5 10 175
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 2 7 63
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 4 10 72
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 0 3 16 159
Estimation Risk in Financial Risk Management 0 0 1 1,140 1 4 38 3,409
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 0 6 20 108
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 2 5 88
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 1 18 0 1 7 88
Nonparametric Local Projections 0 1 2 35 0 4 36 60
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 1 4 21 21
Predictable dynamics in the S&P 500 index options implied volatility surface 0 1 1 612 1 7 30 1,553
Semiparametric Local Projections 0 0 0 0 0 0 0 0
State-Dependent Local Projections 0 1 2 90 0 6 34 74
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 2 159 2 3 11 211
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 5 17 292
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 2 8 204
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 7 758
When Do State-Dependent Local Projections Work? 0 0 0 72 1 12 22 84
Total Working Papers 1 6 44 4,752 17 121 605 14,343

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 1 3 66 1 6 45 199
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 1 9 20 208
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 8 0 8 23 87
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 7 13 71
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 0 3 23 80
Bootstrap Standard Error Estimates for Linear Regression 0 0 1 211 0 4 12 577
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 0 4 136 1 8 35 388
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 2 9 24
Bootstrapping Realized Volatility 0 0 3 163 0 0 20 492
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 6 534 0 7 54 1,245
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 3 9 54
Bootstrapping factor-augmented regression models 0 0 4 163 1 3 20 386
Bootstrapping realized multivariate volatility measures 0 0 0 44 0 3 14 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 0 4 16 88
Box-Cox transforms for realized volatility 0 0 1 65 1 5 10 278
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 4 16 240
Edgeworth Corrections for Realized Volatility 0 0 0 23 0 4 16 102
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 5 38 0 2 29 107
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 0 2 27 88
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 0 2 291 1 1 20 678
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 2 5 9 386 4 15 37 1,081
Recent developments in bootstrap methods for dependent data 0 0 1 39 0 6 14 116
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 3 36 1 3 18 127
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 2 3 5 70 6 14 37 235
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 0 4 17 160
Total Journal Articles 4 10 55 2,558 18 127 554 7,287

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Statistics updated 2026-07-10