Silvia Goncalves

Names

Contact

Affiliations

• McGill University → Department of Economics
  • website
  • location: Montréal, Canada

Research profile

author of:

• The Bootstrap of the Mean for Dependent Heterogeneous Arrays
  by Silvia Gonçalves & Halbert White
• Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
  by Silvia Gonçalves & Halbert White
• Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
  by Silvia Gonçalves & Lutz Kilian
• Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity
  by Silvia Gonçalves & Lutz Kilian
• The Bootstrap of Mean for Dependent Heterogeneous Arrays.
  by GONÇALVES, Silvia & WHITE, Halbert
• Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
  by GONÇALVES, Silvia & KILIAN, Lutz
• The Bootstrap of Mean for Dependent Heterogeneous Arrays.
  by Goncalves, S. & White, H.
• Maximum likelihood and the bootstrap for nonlinear dynamic models
  by Goncalves, Silvia & White, Halbert
• Consistency of the stationary bootstrap under weak moment conditions
  by Goncalves, Silvia & de Jong, Robert
• Predictable dynamics in the S&P 500 index options implied volatility surface
  by Silvia Goncalves & Massimo Guidolin
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
  by Goncalves, Silvia & Kilian, Lutz
• Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
  by Kilian, Lutz & Gonçalves, Sílvia
• Bootstrap Standard Error Estimates for Linear Regression
  by Goncalves, Silvia & White, Halbert
• Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
  by Gonçalves, Sílvia & KILIAN, Lutz
• Estimation Risk in Financial Risk Management
  by Peter Christoffersen & Silvia Gonçalves
• Bootstrapping Realized Volatility
  by Sílvia Gonçalves & Nour Meddahi
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
  by Silvia Goncalves & Lutz Kilian
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
  by Gonçalves, Sílvia & Vogelsang, Timothy J.
• Edgeworth Corrections for Realized Volatility
  by Silvia Goncalves & Nour Meddahi
• Box-Cox transforms for realized volatility
  by Gonçalves, Sílvia & Meddahi, Nour
• Bootstrapping realized multivariate volatility measures
  by Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour
• Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
  by Goncalves, Silvia & White, Halbert
• Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
  by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
  by Gonçalves, Sílvia
• Bootstrapping realized multivariate volatility measures
  by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour
• Bootstrapping factor-augmented regression models
  by Silvia Gonçalves & Benoit Perron
• Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
  by Goncalves, Silvia & White, Halbert
• Bootstrapping pre-averaged realized volatility under market microstructure noise
  by Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi
• Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns
  by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi
• Bootstrapping the GMM overidentification test Under first-order underidentification
  by Prosper Dovonon & Silvia Gonçalves
• Bootstrap inference in regressions with estimated factors and serial correlation
  by Antoine Djogbenou & Silvia Gonçalves & Benoit Perron
• Bootstrapping factor-augmented regression models
  by Gonçalves, Sílvia & Perron, Benoit
• Bootstrap inference for linear dynamic panel data models with individual fixed effects
  by Gonçalves, Sílvia & Kaffo, Maximilien
• Tests of Equal Accuracy for Nested Models with Estimated Factors
  by Silvia Goncalves & Michael W. McCracken & Benoit Perron
• Recent developments in bootstrap methods for dependent data
  by Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
  by Gonçalves, Sílvia & White, Halbert
• Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
  by Sílvia Gonçalves & Massimo Guidolin
• Bootstrap prediction intervals for factor models
  by Silvia Gonçalves & Benoit Perron & Antoine Djogbenou
• Tests of equal accuracy for nested models with estimated factors
  by Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit
• Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise
  by Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
• Bootstrapping high-frequency jump tests
  by Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi
• BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
  by Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour
• Bootstrapping pre-averaged realized volatility under market microstructure noise
  by Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi
• Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise
  by Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
• Bootstrapping high-frequency jump tests
  by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
• Bootstrapping high-frequency jump tests
  by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour
• Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors
  by Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento