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 2 391
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 0 1 7 58
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 1 4 113
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 3 3 5 102
Bootstrap prediction intervals for factor models 0 0 0 81 4 4 6 122
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 2 3 5 1,171
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 5 6 6 1,251
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 1 3 321
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 0 2 3 427
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 6 151
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 3 3 5 56
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 1 2 5 74
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 1 1 224 4 6 7 709
Bootstrapping factor models with cross sectional dependence 0 0 0 17 0 1 3 31
Bootstrapping factor-augmented regression models 0 0 0 59 1 2 5 172
Bootstrapping high-frequency jump tests 0 0 0 41 1 1 2 36
Bootstrapping high-frequency jump tests 0 0 0 71 0 3 4 52
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 3 44
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 2 4 58
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 58 0 0 2 165
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 1 1 63
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 2 50 0 1 5 144
Estimation Risk in Financial Risk Management 0 0 3 1,139 0 4 19 3,378
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 2 5 91
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 1 1,338
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 1 4 8 1,529
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 4 158 2 5 10 205
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 0 2 196
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 1 1 4 752
When Do State-Dependent Local Projections Work? 0 0 1 72 2 2 4 64
Total Working Papers 1 2 16 4,534 32 65 146 13,539
2 registered items for which data could not be found

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 2 2 65 0 4 8 158
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 2 67 2 2 9 190
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 8 0 0 1 64
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 1 1 1 59
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 6 7 10 65
Bootstrap Standard Error Estimates for Linear Regression 0 0 4 211 2 2 8 568
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 1 11 134 8 10 34 365
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 0 1 16
Bootstrapping Realized Volatility 2 2 3 162 3 3 8 475
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 1 10 529 4 10 32 1,202
Bootstrapping factor models with cross sectional dependence 0 0 2 11 0 1 9 46
Bootstrapping factor-augmented regression models 0 2 9 161 3 6 17 373
Bootstrapping realized multivariate volatility measures 0 0 1 44 0 2 6 166
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 2 3 9 77
Box-Cox transforms for realized volatility 0 1 5 65 0 1 8 269
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 0 4 87
Impulse response analysis for structural dynamic models with nonlinear regressors 1 1 8 36 1 3 21 87
Inference with Dependent Data in Accounting and Finance Applications 1 1 2 23 5 9 16 70
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 1 6 290 1 2 11 662
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 1 5 379 2 4 13 1,050
Recent developments in bootstrap methods for dependent data 0 1 2 39 0 1 5 103
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 1 1 4 35 1 1 5 111
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 0 2 65 0 4 14 203
Tests of equal accuracy for nested models with estimated factors 0 1 3 70 1 3 10 149
Total Journal Articles 8 16 85 2,527 42 79 261 6,839

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Statistics updated 2025-11-08