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 1 155 1 1 8 384
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 1 50 0 0 5 99
Bootstrap inference in regressions with estimated factors and serial correlation 1 1 2 74 2 3 5 85
Bootstrap prediction intervals for factor models 0 0 2 78 1 6 19 94
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 4 300 2 9 27 1,122
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 3 306 1 3 17 1,193
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 3 15 301
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 138 0 1 10 405
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 1 10 0 1 12 41
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 3 15 26
Bootstrapping factor-augmented regression models 0 1 3 58 0 3 14 148
Bootstrapping high-frequency jump tests 0 0 1 70 0 1 10 31
Bootstrapping high-frequency jump tests 0 0 2 71 1 1 10 47
Bootstrapping high-frequency jump tests 0 0 1 41 0 1 7 24
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 53 2 4 22 137
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 35 1 2 12 42
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 5 52
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 41 0 0 10 111
Estimation Risk in Financial Risk Management 0 1 2 1,108 3 7 22 3,305
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 2 30 30 0 7 33 33
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 7 0 0 7 65
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 15 0 0 4 76
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 328 1 1 9 1,326
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 601 0 0 7 1,488
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 4 135 0 0 16 146
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 42 0 0 4 269
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 0 3 188
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 148 0 0 7 733
Total Working Papers 1 7 60 4,034 17 57 335 11,971


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 53 0 0 3 122
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 1 5 45 0 2 19 126
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 5 0 3 12 27
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 4 0 1 12 41
Bootstrap Standard Error Estimates for Linear Regression 0 0 6 181 2 2 16 483
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 4 18 73 8 16 47 203
Bootstrapping Realized Volatility 1 1 3 148 4 8 15 421
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 3 10 45 382 7 24 105 846
Bootstrapping factor-augmented regression models 0 2 13 96 2 15 41 226
Bootstrapping realized multivariate volatility measures 0 1 1 40 0 1 4 149
Box-Cox transforms for realized volatility 1 1 4 52 2 6 18 208
Consistency of the stationary bootstrap under weak moment conditions 0 0 1 68 0 0 7 201
Edgeworth Corrections for Realized Volatility 0 0 0 21 0 2 4 77
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 2 8 252 0 3 18 576
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 2 9 335 4 8 29 935
Recent developments in bootstrap methods for dependent data 0 1 1 20 0 2 8 59
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 19 0 3 11 77
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 1 3 44 2 6 17 130
Tests of equal accuracy for nested models with estimated factors 0 0 7 35 3 4 20 83
Total Journal Articles 6 26 127 1,873 34 106 406 4,990


Statistics updated 2021-01-03