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 2 2 8 398
Bootstrap Inference Under Cross Sectional Dependence 0 1 1 32 1 6 17 74
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 5 6 11 122
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 1 3 13 111
Bootstrap prediction intervals for factor models 0 0 0 81 1 3 14 132
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 1 7 24 448
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 1 2 16 1,261
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 1 3 15 1,182
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 97 3 6 13 332
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 3 4 17 164
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 1 6 18 90
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 2 4 13 66
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 2 3 20 723
Bootstrapping factor models with cross sectional dependence 0 0 0 17 3 9 19 49
Bootstrapping factor-augmented regression models 0 1 1 60 2 3 14 182
Bootstrapping high-frequency jump tests 0 0 0 71 0 3 19 68
Bootstrapping high-frequency jump tests 0 0 0 71 2 5 14 56
Bootstrapping high-frequency jump tests 0 0 0 41 1 4 7 42
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 1 1 6 62
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 4 4 9 174
Bootstrapping realized multivariate volatility measures 0 0 0 6 3 4 9 71
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 1 7 15 157
Estimation Risk in Financial Risk Management 0 1 1 1,140 1 9 38 3,406
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 5 8 19 107
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 0 2 6 87
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 2 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 1 1 1 612 4 12 28 1,550
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 1 1 10 209
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 1 3 8 203
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 5 9 17 292
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 10 758
When Do State-Dependent Local Projections Work? 0 0 0 72 8 9 19 80
Total Working Papers 2 5 15 4,570 68 151 481 14,092

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 1 1 3 66 3 3 43 196
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 8 11 20 207
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 8 2 9 18 81
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 6 7 12 70
Bootstrap Prediction Intervals for Factor Models 0 2 4 12 2 6 22 79
Bootstrap Standard Error Estimates for Linear Regression 0 0 2 211 4 5 13 577
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 0 5 136 5 9 37 385
Bootstrapping High-Frequency Jump Tests 0 0 0 0 2 3 9 24
Bootstrapping Realized Volatility 0 0 3 163 0 5 20 492
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 1 9 534 5 13 60 1,243
Bootstrapping factor models with cross sectional dependence 0 0 0 11 2 3 8 53
Bootstrapping factor-augmented regression models 0 0 6 163 2 5 21 385
Bootstrapping realized multivariate volatility measures 0 0 0 44 1 1 13 174
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 2 2 15 86
Box-Cox transforms for realized volatility 0 0 2 65 3 5 11 276
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 3 3 15 239
Edgeworth Corrections for Realized Volatility 0 0 0 23 4 10 16 102
Impulse response analysis for structural dynamic models with nonlinear regressors 0 0 4 37 1 3 29 106
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 23 2 5 32 88
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 3 291 0 9 21 677
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 3 5 382 7 12 31 1,073
Recent developments in bootstrap methods for dependent data 0 0 2 39 6 7 15 116
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 4 36 2 7 19 126
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 0 3 67 5 13 32 226
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 3 5 16 159
Total Journal Articles 2 9 61 2,550 80 161 548 7,240

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Statistics updated 2026-05-06