Autor

Nome:
Silvia Goncalves
Habilitações:
Doutoramento: UCSD, Economics, 2000
Licenciatura: U Nova, Economics, 1993
e-mail:
silvia.goncalves@umontreal.ca
URL:
http://www.sceco.umontreal.ca/liste_personnel/goncalves.htm
Ideas:
http://www.mapageweb.umontreal.ca/goncals/
Artigos 16:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Tests of Equal Accuracy for Nested Models with Estimated Factors 18.67
Silvia Goncalves, Michael W. McCracken, Benoit Perron
Journal of Econometrics, vol. 198, 2017, p. 231-252.

Bootstrap Inference for Pre-averaged Realized Volatility Based on Nonoverlapping Returns 6.32
Silvia Goncalves, Ulrich Hounyo, Nour Meddahi
Journal Of Financial Econometrics, vol. 12, 2014, p. 679-707.

Bootstrapping Factor-Augmented Regression Models 28.01
Silvia Goncalves, Benoit Perron
Journal of Econometrics, vol. 182, 2014, p. 156-173.

Bootstrapping Realized Multivariate Volatility Measures 18.67
Silvia Goncalves, Nour Meddahi, Prosper Dovonon
Journal of Econometrics, vol. 172, 2013, p. 49-65.

Block Bootstrap HAC Robust Tests: The Sophistication of the Naive Bootstrap 20.71
Silvia Goncalves, Timothy J. Vogelsang
Econometric Theory, vol. 27, 2011, p. 745-791.

Box-Cox Transforms for Realized Volatility 28.01
Silvia Goncalves, Nour Meddahi
Journal of Econometrics, vol. 160, 2011, p. 129-144.

The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed Effects 42.5
Silvia Goncalves
Economic Theory, vol. 27, 2011, p. 1048-1082.

Bootstrapping Realized Volatility 45.7
Silvia Goncalves, Nour Meddahi
Econometrica, vol. 77, 2009, p. 283-306.

Edgeworth Corrections for Realized Volatility 15.03
Silvia Goncalves, Nour Meddahi
Econometric Reviews, vol. 27, 2008, p. 139-162.

Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity 15.03
Silvia Goncalves, Lutz Kilian
Econometric Reviews, vol. 26, 2007, p. 609-641.

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 16.57
Silvia Goncalves, Massimo Guidolin
Journal of Business, vol. 79, 2006, p. 1591-1635.

Bootstrap Standard Error Estimates for Linear Regression 22.66
Silvia Goncalves, Halbert White
Journal Of The American Statistical Association, vol. 100, 2005, p. 970-979.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form 28.01
Silvia Goncalves, Lutz Kilian
Journal of Econometrics, vol. 123, 2004, p. 89-120.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models 28.01
Silvia Goncalves, Halbert White
Journal of Econometrics, vol. 119, 2004, p. 199-219.

Consistency of the Stationary Bootstrap under Weak Moment Conditions 16.4
Silvia Goncalves, Robert de Jong
Economics Letters, vol. 81, 2003, p. 273-278.

The Bootstrap of the Mean for Dependent Heterogeneous Arrays 20.71
Silvia Goncalves, Halbert White
Econometric Theory, vol. 18, 2002, p. 1367-1384.

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