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 1 1 390
Bootstrap Inference Under Cross Sectional Dependence 0 1 2 31 0 1 6 57
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 0 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 0 4 118
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 0 1,245
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 0 2 319
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 303 0 0 3 1,167
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 3 148
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 0 2 53
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 0 3 72
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 223 0 0 4 703
Bootstrapping factor models with cross sectional dependence 0 0 1 17 0 1 5 30
Bootstrapping factor-augmented regression models 0 0 0 59 0 0 4 168
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 2 35
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 1 42
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 1 49
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 0 2 56
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 1 2 58 0 1 6 165
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 1 3 50 1 2 5 143
Estimation Risk in Financial Risk Management 0 1 5 1,139 1 5 13 3,369
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 3 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 17 0 0 0 81
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 2 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 4 1,338
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 2 611 0 1 5 1,522
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 156 0 1 10 199
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 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 1 1 1 749
When Do State-Dependent Local Projections Work? 0 1 2 72 0 1 4 61
Total Working Papers 0 6 24 4,555 4 20 103 13,615

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 5 63 1 1 9 154
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 5 67 1 1 13 188
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 1 1 2 8 1 1 2 64
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 0 1 58
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 0 1 2 57
Bootstrap Standard Error Estimates for Linear Regression 1 1 5 210 1 1 13 565
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 4 12 132 2 8 29 350
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 0 0 15
Bootstrapping Realized Volatility 0 0 2 160 0 2 8 472
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 4 14 525 2 9 34 1,185
Bootstrapping factor models with cross sectional dependence 0 0 3 11 0 2 16 45
Bootstrapping factor-augmented regression models 1 3 9 158 1 5 16 365
Bootstrapping realized multivariate volatility measures 0 1 1 44 1 2 3 162
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 17 1 1 5 72
Box-Cox transforms for realized volatility 1 3 4 64 2 4 9 267
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 0 1 224
Edgeworth Corrections for Realized Volatility 0 2 2 23 0 2 3 86
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 33 1 4 19 78
Inference with Dependent Data in Accounting and Finance Applications 1 1 2 22 3 3 7 59
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 3 8 289 1 3 12 657
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 0 9 377 2 2 19 1,044
Recent developments in bootstrap methods for dependent data 1 1 3 38 1 2 10 102
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 1 32 0 0 3 107
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 1 3 64 1 2 12 195
Tests of equal accuracy for nested models with estimated factors 0 0 6 68 0 1 11 143
Total Journal Articles 8 27 105 2,497 22 57 257 6,714

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Statistics updated 2025-06-06