Follow
Silvia Goncalves
Silvia Goncalves
Verified email at mcgill.ca - Homepage
Title
Cited by
Cited by
Year
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
S Gonçalves, L Kilian
Journal of econometrics 123 (1), 89-120, 2004
6232004
Estimation risk in financial risk management
P Christoffersen, S Gonçalves
CIRANO, 2004
2152004
Bootstrapping realized volatility
S Gonçalves, N Meddahi
Econometrica 77 (1), 283-306, 2009
2022009
Maximum likelihood and the bootstrap for nonlinear dynamic models
S Gonçalves, H White
Journal of Econometrics 119 (1), 199-219, 2004
1742004
Predictable dynamics in the S&P 500 index options implied volatility surface
S Goncalves, M Guidolin
The Journal of Business 79 (3), 1591-1635, 2006
1642006
Bootstrap standard error estimates for linear regression
S Gonçalves, H White
Journal of the American Statistical Association 100 (471), 970-979, 2005
1392005
Bootstrapping factor-augmented regression models
S Gonçalves, B Perron
Journal of Econometrics 182 (1), 156-173, 2014
972014
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
S Gonçalves, L Kilian
Econometric Reviews 26 (6), 609-641, 2007
952007
The bootstrap of the mean for dependent heterogeneous arrays
S Gonçalves, H White
Econometric Theory 18 (6), 1367-1384, 2002
862002
The moving blocks bootstrap for panel linear regression models with individual fixed effects
S Gonçalves
Econometric Theory 27 (5), 1048-1082, 2011
812011
Box–Cox transforms for realized volatility
S Gonçalves, N Meddahi
Journal of Econometrics 160 (1), 129-144, 2011
812011
Block bootstrap HAC robust tests: The sophistication of the naive bootstrap
S Gonçalves, TJ Vogelsang
Econometric Theory 27 (4), 745-791, 2011
732011
Bootstrapping realized multivariate volatility measures
P Dovonon, S Goncalves, N Meddahi
Journal of Econometrics 172 (1), 49-65, 2013
722013
Inference with dependent data in accounting and finance applications
T Conley, S Gonçalves, C Hansen
Journal of Accounting Research 56 (4), 1139-1203, 2018
632018
Consistency of the stationary bootstrap under weak moment conditions
S Gonçalves, R de Jong
Economics Letters 81 (2), 273-278, 2003
412003
Bootstrap inference for linear dynamic panel data models with individual fixed effects
S Gonçalves, M Kaffo
Journal of Econometrics 186 (2), 407-426, 2015
342015
Insight into aquaculture's potential of marine annelid worms and ecological concerns: a review
A Pombo, T Baptista, L Granada, SMF Ferreira, SC Gonçalves, C Anjos, ...
Reviews in Aquaculture 12 (1), 107-121, 2020
312020
Tests of equal accuracy for nested models with estimated factors
S Gonçalves, MW McCracken, B Perron
Journal of Econometrics 198 (2), 231-252, 2017
312017
Bootstrapping high-frequency jump tests
P Dovonon, S Gonçalves, U Hounyo, N Meddahi
Journal of the American Statistical Association 114 (526), 793-803, 2019
302019
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
302017
The system can't perform the operation now. Try again later.
Articles 1–20