Silvia Goncalves
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Silvia |
| last: |
Goncalves |
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Contact
Affiliations
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McGill University
/ Department of Economics
Research profile
author of:
- Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns (RePEc:aah:create:2013-07)
by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Bootstrapping pre-averaged realized volatility under market microstructure noise (RePEc:aah:create:2013-28)
by Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi - Bootstrap Standard Error Estimates for Linear Regression (RePEc:bes:jnlasa:v:100:y:2005:p:970-979)
by Goncalves, Silvia & White, Halbert - Inference with Dependent Data in Accounting and Finance Applications (RePEc:bla:joares:v:56:y:2018:i:4:p:1139-1203)
by Timothy Conley & Silvia Gonçalves & Christian Hansen - Recent developments in bootstrap methods for dependent data (RePEc:bla:jtsera:v:36:y:2015:i:3:p:481-502)
by Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cdl:ucsdec:qt1bj657ff)
by Goncalves, Silvia & White, Halbert - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cdl:ucsdec:qt8hx21540)
by Goncalves, Silvia & White, Halbert - The Bootstrap of the Mean for Dependent Heterogeneous Arrays (RePEc:cir:cirwor:2001s-19)
by Silvia Gonçalves & Halbert White - Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (RePEc:cir:cirwor:2002s-41)
by Silvia Gonçalves & Halbert White - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:cir:cirwor:2003s-17)
by Silvia Gonçalves & Lutz Kilian - Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity (RePEc:cir:cirwor:2003s-28)
by Silvia Gonçalves & Lutz Kilian - Estimation Risk in Financial Risk Management (RePEc:cir:cirwor:2004s-15)
by Peter Christoffersen & Silvia Gonçalves - Bootstrapping factor-augmented regression models (RePEc:cir:cirwor:2012s-12)
by Silvia Gonçalves & Benoit Perron - Bootstrapping the GMM overidentification test Under first-order underidentification (RePEc:cir:cirwor:2014s-25)
by Prosper Dovonon & Silvia Gonçalves - Bootstrap inference in regressions with estimated factors and serial correlation (RePEc:cir:cirwor:2015s-20)
by Antoine Djogbenou & Silvia Gonçalves & Benoit Perron - Bootstrap prediction intervals for factor models (RePEc:cir:cirwor:2016s-19)
by Silvia Gonçalves & Benoit Perron & Antoine Djogbenou - Bootstrapping high-frequency jump tests (RePEc:cir:cirwor:2016s-24)
by Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Bootstrapping pre-averaged realized volatility under market microstructure noise (RePEc:cir:cirwor:2016s-25)
by Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi - The Bootstrap Of The Mean For Dependent Heterogeneous Arrays (RePEc:cup:etheor:v:18:y:2002:i:06:p:1367-1384_18)
by Gonçalves, Sílvia & White, Halbert - Block Bootstrap Hac Robust Tests: The Sophistication Of The Naive Bootstrap (RePEc:cup:etheor:v:27:y:2011:i:04:p:745-791_00)
by Gonçalves, Sílvia & Vogelsang, Timothy J. - The Moving Blocks Bootstrap For Panel Linear Regression Models With Individual Fixed Effects (RePEc:cup:etheor:v:27:y:2011:i:05:p:1048-1082_00)
by Gonçalves, Sílvia - Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise (RePEc:cup:etheor:v:33:y:2017:i:04:p:791-838_00)
by Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour - Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (RePEc:ecb:ecbwps:2002196)
by Gonçalves, Sílvia & Kilian, Lutz - Bootstrapping Realized Volatility (RePEc:ecm:emetrp:v:77:y:2009:i:1:p:283-306)
by Sílvia Gonçalves & Nour Meddahi - Consistency of the stationary bootstrap under weak moment conditions (RePEc:eee:ecolet:v:81:y:2003:i:2:p:273-278)
by Goncalves, Silvia & de Jong, Robert - Maximum likelihood and the bootstrap for nonlinear dynamic models (RePEc:eee:econom:v:119:y:2004:i:1:p:199-219)
by Goncalves, Silvia & White, Halbert - Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (RePEc:eee:econom:v:123:y:2004:i:1:p:89-120)
by Goncalves, Silvia & Kilian, Lutz - Box-Cox transforms for realized volatility (RePEc:eee:econom:v:160:y:2011:i:1:p:129-144)
by Gonçalves, Sílvia & Meddahi, Nour - Bootstrapping realized multivariate volatility measures (RePEc:eee:econom:v:172:y:2013:i:1:p:49-65)
by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour - Bootstrapping factor-augmented regression models (RePEc:eee:econom:v:182:y:2014:i:1:p:156-173)
by Gonçalves, Sílvia & Perron, Benoit - Bootstrap inference for linear dynamic panel data models with individual fixed effects (RePEc:eee:econom:v:186:y:2015:i:2:p:407-426)
by Gonçalves, Sílvia & Kaffo, Maximilien - Tests of equal accuracy for nested models with estimated factors (RePEc:eee:econom:v:198:y:2017:i:2:p:231-252)
by Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit - Bootstrapping the GMM overidentification test under first-order underidentification (RePEc:eee:econom:v:201:y:2017:i:1:p:43-71)
by Dovonon, Prosper & Gonçalves, Sílvia - Bootstrapping factor models with cross sectional dependence (RePEc:eee:econom:v:218:y:2020:i:2:p:476-495)
by Gonçalves, Sílvia & Perron, Benoit - Impulse response analysis for structural dynamic models with nonlinear regressors (RePEc:eee:econom:v:225:y:2021:i:1:p:107-130)
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena - Semiparametric Local Projections (RePEc:fip:feddwp:103495)
by Sílvia Gonçalves & Ana María Herrera & Iones Kelanemer Holban & Lutz Kilian & Elena Pesavento - Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors (RePEc:fip:feddwp:88270)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - When Do State-Dependent Local Projections Work? (RePEc:fip:feddwp:94175)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - State-Dependent Local Projections (RePEc:fip:feddwp:96045)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Nonparametric Local Projections (RePEc:fip:feddwp:99177)
by Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento - Out-of-Sample Inference with Annual Benchmark Revisions (RePEc:fip:fedlwp:101742)
by Sílvia Gonçalves & Michael W. McCracken & Yongxu Yao - Predictable dynamics in the S&P 500 index options implied volatility surface (RePEc:fip:fedlwp:2005-010)
by Sílvia Gonçalves & Massimo Guidolin - Tests of Equal Accuracy for Nested Models with Estimated Factors (RePEc:fip:fedlwp:2015-025)
by Sílvia Gonçalves & Michael W. McCracken & Benoit Perron - Bootstrapping out-of-sample predictability tests with real-time data (RePEc:fip:fedlwp:97409)
by Sílvia Gonçalves & Michael W. McCracken & Yongxu Yao - Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise (RePEc:ide:wpaper:31734)
by Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - Bootstrapping high-frequency jump tests (RePEc:ide:wpaper:31735)
by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - The Bootstrap of Mean for Dependent Heterogeneous Arrays (RePEc:mtl:montde:2001-19)
by GONÇALVES, Silvia & WHITE, Halbert - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:mtl:montde:2003-01)
by GONÇALVES, Silvia & KILIAN, Lutz - Bootstrapping factor models with cross sectional dependence (RePEc:mtl:montde:2018-07)
by GONÇALVES, Sílvia & PERRON, Benoit - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:mtl:montec:01-2003)
by Gonçalves, Sílvia & KILIAN, Lutz - Bootstrapping Factor Models With Cross Sectional Dependence (RePEc:mtl:montec:10-2018)
by Sílvia GONÇALVES & Benoit PERRON - The Bootstrap of Mean for Dependent Heterogeneous Arrays (RePEc:mtl:montec:2001-19)
by Goncalves, S. & White, H. - Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns (RePEc:oup:jfinec:v:12:y:2014:i:4:p:679-707.)
by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Bootstrapping realized multivariate volatility measures (RePEc:pra:mprapa:40123)
by Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour - Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (RePEc:taf:emetrv:v:26:y:2007:i:6:p:609-641)
by Silvia Goncalves & Lutz Kilian - Edgeworth Corrections for Realized Volatility (RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:139-162)
by Silvia Goncalves & Nour Meddahi - Bootstrapping High-Frequency Jump Tests (RePEc:taf:jnlasa:v:114:y:2019:i:526:p:793-803)
by Prosper Dovonon & Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi - Bootstrap Prediction Intervals for Factor Models (RePEc:taf:jnlbes:v:35:y:2017:i:1:p:53-69)
by Sílvia Gonçalves & Benoit Perron & Antoine Djogbenou - Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise (RePEc:tse:wpaper:31733)
by Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - Bootstrapping high-frequency jump tests (RePEc:tse:wpaper:31740)
by Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour - Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface (RePEc:ucp:jnlbus:v:79:y:2006:i:3:p:1591-1636)
by Sílvia Gonçalves & Massimo Guidolin - Bootstrap Inference Under Cross Sectional Dependence (RePEc:uct:uconnp:2022-14)
by Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron - Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (RePEc:zbw:bubdp1:4191)
by Kilian, Lutz & Gonçalves, Sílvia