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 0 1 390
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 0 0 6 57
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 1 4 112
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 4 118
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 320 0 0 0 1,245
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 140 1 1 1 425
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 1 1 2 320
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 1 304 1 1 3 1,168
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 4 149
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 0 0 2 53
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 0 3 72
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 1 223 0 0 3 703
Bootstrapping factor models with cross sectional dependence 0 0 1 17 0 0 5 30
Bootstrapping factor-augmented regression models 0 0 0 59 1 2 4 170
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 1 35
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 2 43
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 1 49
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 0 2 56
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 0 1 5 143
Estimation Risk in Financial Risk Management 0 0 3 1,139 3 6 15 3,374
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 1 1 3 89
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 1 1 1 18 1 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 4 1,338
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 611 2 3 6 1,525
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 157 0 1 10 200
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 2 196
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 0 275
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 3 3 751
When Do State-Dependent Local Projections Work? 0 0 1 72 0 1 3 62
Total Working Papers 2 4 22 4,559 12 28 108 13,639

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 3 63 0 1 7 154
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 3 67 0 1 10 188
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 1 2 8 0 1 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 1 3 58
Bootstrap Standard Error Estimates for Linear Regression 1 2 6 211 1 2 12 566
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 2 12 133 2 7 31 355
Bootstrapping High-Frequency Jump Tests 0 0 0 0 1 1 1 16
Bootstrapping Realized Volatility 0 0 2 160 0 0 8 472
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 3 14 528 1 9 31 1,192
Bootstrapping factor models with cross sectional dependence 0 0 3 11 0 0 12 45
Bootstrapping factor-augmented regression models 0 2 8 159 1 3 13 367
Bootstrapping realized multivariate volatility measures 0 0 1 44 2 3 4 164
Bootstrapping the GMM overidentification test under first-order underidentification 1 1 2 18 2 3 7 74
Box-Cox transforms for realized volatility 0 1 4 64 0 3 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 1 1 4 87
Impulse response analysis for structural dynamic models with nonlinear regressors 2 2 8 35 6 7 20 84
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 22 0 5 9 61
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 7 289 2 4 13 660
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 1 8 378 2 4 18 1,046
Recent developments in bootstrap methods for dependent data 0 1 3 38 0 1 10 102
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 1 2 3 34 1 3 5 110
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 1 3 65 1 5 13 199
Tests of equal accuracy for nested models with estimated factors 1 1 4 69 3 3 9 146
Total Journal Articles 8 22 100 2,511 27 68 253 6,760

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Statistics updated 2025-08-05