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 1 1 2 33 2 5 19 76
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 5 11 122
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 0 2 13 111
Bootstrap prediction intervals for factor models 0 0 0 81 1 2 15 133
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 97 0 4 13 332
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 0 2 24 448
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 1 3 16 1,183
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 0 1 16 1,261
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 2 6 18 166
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 3 14 67
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 2 4 20 92
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 20 50
Bootstrapping factor-augmented regression models 0 0 1 60 0 2 14 182
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 7 42
Bootstrapping high-frequency jump tests 0 0 0 71 0 4 14 56
Bootstrapping high-frequency jump tests 0 0 0 71 0 2 19 68
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 1 2 7 63
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 0 4 9 174
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 3 9 71
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 2 3 16 159
Estimation Risk in Financial Risk Management 0 1 1 1,140 2 6 39 3,408
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 1 7 20 108
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 1 2 7 88
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 1 10 1,348
Predictable dynamics in the S&P 500 index options implied volatility surface 0 1 1 612 2 9 30 1,552
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 0 1 10 209
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 8 17 292
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 2 9 204
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 9 758
When Do State-Dependent Local Projections Work? 0 0 0 72 3 11 22 83
Total Working Papers 1 4 16 4,571 23 116 500 14,115

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 2 5 44 198
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 0 9 19 207
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 8 6 13 23 87
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 1 7 13 71
Bootstrap Prediction Intervals for Factor Models 0 1 4 12 1 4 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 2 10 37 387
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 3 9 24
Bootstrapping Realized Volatility 0 0 3 163 0 2 20 492
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 9 534 2 11 60 1,245
Bootstrapping factor models with cross sectional dependence 0 0 0 11 0 2 8 53
Bootstrapping factor-augmented regression models 0 0 5 163 0 3 20 385
Bootstrapping realized multivariate volatility measures 0 0 0 44 2 3 14 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 2 4 16 88
Box-Cox transforms for realized volatility 0 0 1 65 1 5 10 277
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 1 4 16 240
Edgeworth Corrections for Realized Volatility 0 0 0 23 0 7 16 102
Impulse response analysis for structural dynamic models with nonlinear regressors 1 1 5 38 1 3 29 107
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 0 4 29 88
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 0 2 291 0 3 20 677
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 2 5 7 384 4 16 33 1,077
Recent developments in bootstrap methods for dependent data 0 0 1 39 0 7 14 116
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 4 36 0 3 19 126
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 1 1 4 68 3 12 34 229
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 1 6 17 160
Total Journal Articles 4 9 57 2,554 29 150 555 7,269

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Statistics updated 2026-06-04