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 1 1 2 391
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 1 1 7 58
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 1 2 4 113
Bootstrap inference in regressions with estimated factors and serial correlation 0 1 1 79 0 1 2 99
Bootstrap prediction intervals for factor models 0 0 0 81 0 0 2 118
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 1 2 320
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 1 1 1 1,246
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 304 1 2 4 1,169
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 1 2 2 426
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 5 150
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 0 3 72
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 0 2 53
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 0 223 0 0 2 703
Bootstrapping factor models with cross sectional dependence 0 0 1 17 1 1 6 31
Bootstrapping factor-augmented regression models 0 0 0 59 0 2 4 170
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 2 43
Bootstrapping high-frequency jump tests 0 0 0 71 2 2 3 51
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 1 35
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 2 2 4 58
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 2 58 0 0 4 165
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 3 50 1 1 6 144
Estimation Risk in Financial Risk Management 0 0 3 1,139 1 6 16 3,375
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 2 3 5 91
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 1 1 18 0 1 1 82
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 2 1,338
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 611 1 4 6 1,526
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 157 1 2 11 201
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 0 275
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 2 196
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 2 3 751
When Do State-Dependent Local Projections Work? 0 0 1 72 0 1 3 62
Total Working Papers 0 4 21 4,559 18 42 119 13,657

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 2 2 5 65 4 4 11 158
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 3 67 0 0 10 188
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 2 8 0 0 2 64
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 0 0 58
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 1 2 4 59
Bootstrap Standard Error Estimates for Linear Regression 0 1 5 211 0 1 10 566
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 1 12 133 2 7 32 357
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 1 1 16
Bootstrapping Realized Volatility 0 0 2 160 0 0 8 472
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 4 12 529 3 10 31 1,195
Bootstrapping factor models with cross sectional dependence 0 0 3 11 1 1 13 46
Bootstrapping factor-augmented regression models 1 2 9 160 2 4 15 369
Bootstrapping realized multivariate volatility measures 0 0 1 44 1 3 5 165
Bootstrapping the GMM overidentification test under first-order underidentification 0 1 2 18 0 2 7 74
Box-Cox transforms for realized volatility 0 0 4 64 0 1 10 268
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 0 1 224
Edgeworth Corrections for Realized Volatility 0 0 2 23 0 1 4 87
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 35 2 8 22 86
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 22 4 6 11 65
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 0 7 289 0 3 12 660
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 8 378 1 3 16 1,047
Recent developments in bootstrap methods for dependent data 1 1 4 39 1 1 11 103
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 2 3 34 0 3 5 110
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 1 3 65 2 6 15 201
Tests of equal accuracy for nested models with estimated factors 0 1 2 69 0 3 7 146
Total Journal Articles 5 19 98 2,516 24 70 263 6,784

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05