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 8 398
Bootstrap Inference Under Cross Sectional Dependence 0 1 2 33 0 2 19 76
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 1 11 123
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 0 0 12 111
Bootstrap prediction intervals for factor models 1 1 1 82 1 2 16 134
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 321 0 2 18 1,263
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 1 141 0 0 23 448
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 1 1 2 98 2 3 15 335
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 0 0 0 304 0 1 15 1,183
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 3 18 167
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 38 1 4 17 70
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise 0 0 0 10 0 2 20 92
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 2 225 0 0 20 723
Bootstrapping factor models with cross sectional dependence 1 1 1 18 1 3 22 52
Bootstrapping factor-augmented regression models 0 0 1 60 0 0 12 182
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 19 68
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 7 42
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 13 56
Bootstrapping out-of-sample predictability tests with real-time data 0 0 2 32 0 1 10 58
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 36 0 1 7 63
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 58 0 1 10 175
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 2 11 73
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 0 50 0 2 16 159
Estimation Risk in Financial Risk Management 0 0 1 1,140 0 3 35 3,409
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 1 44 1 2 20 109
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 18 0 1 6 88
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 329 0 0 10 1,348
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 0 0 0 9 0 0 5 88
Nonparametric Local Projections 0 1 2 35 1 2 35 61
Out-of-Sample Inference with Annual Benchmark Revisions 0 0 23 23 0 1 21 21
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 612 2 5 30 1,555
Semiparametric Local Projections 3 3 3 3 2 2 2 2
State-Dependent Local Projections 0 1 2 90 1 3 34 75
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 2 159 0 2 11 211
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 0 0 1 8 204
The Bootstrap of Mean for Dependent Heterogeneous Arrays 0 0 0 43 0 0 17 292
The Bootstrap of the Mean for Dependent Heterogeneous Arrays 0 0 0 152 0 0 7 758
When Do State-Dependent Local Projections Work? 0 0 0 72 1 5 23 85
Total Working Papers 6 10 48 4,758 14 57 603 14,357

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 66 0 3 45 199
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 0 67 0 1 20 208
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 0 0 0 8 0 6 23 87
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 1 2 14 72
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 0 1 22 80
Bootstrap Standard Error Estimates for Linear Regression 0 0 0 211 0 0 11 577
Bootstrap inference for linear dynamic panel data models with individual fixed effects 0 0 3 136 0 3 33 388
Bootstrapping High-Frequency Jump Tests 0 0 0 0 1 1 9 25
Bootstrapping Realized Volatility 0 0 3 163 1 1 21 493
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 0 0 6 534 3 5 56 1,248
Bootstrapping factor models with cross sectional dependence 0 0 0 11 0 1 9 54
Bootstrapping factor-augmented regression models 0 0 4 163 1 2 20 387
Bootstrapping realized multivariate volatility measures 0 0 0 44 0 2 12 176
Bootstrapping the GMM overidentification test under first-order underidentification 0 0 0 18 1 3 15 89
Box-Cox transforms for realized volatility 1 1 2 66 1 3 11 279
Consistency of the stationary bootstrap under weak moment conditions 0 0 0 76 0 1 16 240
Edgeworth Corrections for Realized Volatility 1 1 1 24 2 2 17 104
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 3 38 1 2 24 108
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 0 0 27 88
Maximum likelihood and the bootstrap for nonlinear dynamic models 1 1 3 292 1 2 19 679
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 5 9 387 13 21 48 1,094
Recent developments in bootstrap methods for dependent data 0 0 1 39 0 0 14 116
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS 0 0 2 36 0 1 17 127
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS 3 6 8 73 5 14 41 240
Tests of equal accuracy for nested models with estimated factors 0 0 1 70 0 1 14 160
Total Journal Articles 7 15 54 2,565 31 78 558 7,318

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 2026-08-07