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 3 5 394
Bootstrap Inference Under Cross Sectional Dependence 0 0 1 31 3 3 7 61
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 0 3 113
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 0 5 6 104
Bootstrap prediction intervals for factor models 0 0 0 81 0 7 8 125
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 4 6 9 1,175
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 0 3 5 323
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 321 3 11 12 1,257
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 1 1 141 7 11 14 438
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 2 7 11 157
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 1 4 8 77
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 5 7 58
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 2 2 225 4 10 13 715
Bootstrapping factor models with cross sectional dependence 0 0 0 17 2 6 8 37
Bootstrapping factor-augmented regression models 0 0 0 59 2 3 6 174
Bootstrapping high-frequency jump tests 0 0 0 71 3 6 10 58
Bootstrapping high-frequency jump tests 0 0 0 71 2 5 8 49
Bootstrapping high-frequency jump tests 0 0 0 41 0 2 3 37
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 1 1 5 59
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 58 1 1 3 166
Bootstrapping realized multivariate volatility measures 0 0 0 6 3 3 4 66
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 2 50 0 2 7 146
Estimation Risk in Financial Risk Management 0 0 3 1,139 1 8 25 3,386
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 1 1 1 44 4 4 9 95
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 2 2 3 1,340
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 0 1 2 83
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 1 1 2 84
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 1 5 12 1,533
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 2 5 11 208
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 2 3 5 199
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 3 5 8 756
When Do State-Dependent Local Projections Work? 0 0 1 72 2 5 7 67
Total Working Papers 1 5 19 4,565 58 143 246 13,815

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 2 65 11 14 19 172
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 1 67 2 4 7 192
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 8 0 3 4 67
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 1 1 59
Bootstrap Prediction Intervals for Factor Models 1 2 2 10 3 12 16 71
Bootstrap Standard Error Estimates for Linear Regression 0 0 3 211 1 4 9 570
Bootstrap inference for linear dynamic panel data models with individual fixed effects 1 3 9 136 3 15 36 372
Bootstrapping High-Frequency Jump Tests 0 0 0 0 1 2 3 18
Bootstrapping Realized Volatility 1 3 4 163 5 9 14 481
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 2 3 12 532 7 16 42 1,214
Bootstrapping factor models with cross sectional dependence 0 0 1 11 1 2 9 48
Bootstrapping factor-augmented regression models 0 2 11 163 1 7 21 377
Bootstrapping realized multivariate volatility measures 0 0 1 44 1 3 9 169
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 1 4 11 79
Box-Cox transforms for realized volatility 0 0 5 65 0 1 8 270
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 3 5 6 229
Edgeworth Corrections for Realized Volatility 0 0 2 23 2 3 6 90
Impulse response analysis for structural dynamic models with nonlinear regressors 1 2 9 37 7 9 27 95
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 23 5 14 25 79
Maximum likelihood and the bootstrap for nonlinear dynamic models 0 1 5 290 0 2 11 663
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 1 4 379 3 9 18 1,057
Recent developments in bootstrap methods for dependent data 0 0 2 39 3 3 7 106
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 1 4 35 3 4 8 114
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 1 1 3 66 3 3 15 206
Tests of equal accuracy for nested models with estimated factors 0 0 3 70 3 4 12 152
Total Journal Articles 7 20 87 2,539 69 153 344 6,950

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Statistics updated 2026-01-09