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 3 7 396
Bootstrap Inference Under Cross Sectional Dependence 1 1 2 32 3 13 15 71
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 1 4 6 117
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 1 5 11 109
Bootstrap prediction intervals for factor models 0 0 0 81 2 6 13 131
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 1 6 15 1,260
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 304 1 9 13 1,180
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 5 15 22 446
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 96 2 5 9 328
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 5 14 160
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 4 12 16 88
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 2 7 11 64
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 1 10 18 721
Bootstrapping factor models with cross sectional dependence 0 0 0 17 5 10 16 45
Bootstrapping factor-augmented regression models 1 1 1 60 1 8 12 180
Bootstrapping high-frequency jump tests 0 0 0 71 1 11 18 66
Bootstrapping high-frequency jump tests 0 0 0 41 3 4 7 41
Bootstrapping high-frequency jump tests 0 0 0 71 1 5 11 52
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 3 5 61
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 58 0 5 6 170
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 5 6 68
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 1 50 6 10 15 156
Estimation Risk in Financial Risk Management 0 0 1 1,139 5 17 38 3,402
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 1 1 44 2 10 13 101
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 9 9 1,347
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 3 3 86
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 1 18 1 3 5 86
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 0 611 5 11 22 1,543
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 0 2 10 208
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 2 5 7 202
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 1 9 9 284
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 5 10 758
When Do State-Dependent Local Projections Work? 0 0 1 72 1 7 12 72
Total Working Papers 2 3 18 4,567 58 242 404 13,999

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 0 32 40 193
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 2 8 11 198
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 1 8 2 7 11 74
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 1 5 6 64
Bootstrap Prediction Intervals for Factor Models 1 2 3 11 3 8 20 76
Bootstrap Standard Error Estimates for Linear Regression 0 0 2 211 1 4 9 573
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 1 8 136 1 8 35 377
Bootstrapping High-Frequency Jump Tests 0 0 0 0 0 4 6 21
Bootstrapping Realized Volatility 0 1 3 163 3 14 20 490
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1 4 13 534 4 27 58 1,234
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 4 8 51
Bootstrapping factor-augmented regression models 0 0 8 163 2 6 22 382
Bootstrapping realized multivariate volatility measures 0 0 1 44 0 5 13 173
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 1 18 0 6 13 84
Box-Cox transforms for realized volatility 0 0 4 65 1 2 9 272
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 10 12 236
Edgeworth Corrections for Realized Volatility 0 0 2 23 3 7 11 95
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 6 37 1 16 30 104
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 23 1 10 28 84
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 1 5 291 6 11 20 674
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 0 0 2 379 0 7 19 1,061
Recent developments in bootstrap methods for dependent data 0 0 2 39 0 6 9 109
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 1 1 4 36 4 12 16 123
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 0 2 4 67 4 14 24 217
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 0 5 12 154
Total Journal Articles 4 13 75 2,545 40 238 462 7,119

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04