Details about Silvia Goncalves

Access statistics for papers by Silvia Goncalves.

Last updated 2009-08-06. Update your information in the RePEc Author Service.

Short-id: pgo38

Working Papers

2005

1. Predictable dynamics in the S&P 500 index options implied volatility surface
   Working Papers, Federal Reserve Bank of St. Louis View citations

2004

2. Estimation Risk in Financial Risk Management
   CIRANO Working Papers, CIRANO View citations

2003

3. Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity
   CIRANO Working Papers, CIRANO View citations
4. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
   Also in Working Paper Series, European Central Bank (2002) View citations
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003) View citations
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2002) View citations
   CIRANO Working Papers, CIRANO (2003) View citations
   See also Journal Article in Journal of Econometrics (2004)

2002

5. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations
   CIRANO Working Papers, CIRANO (2002) View citations
   See also Journal Article in Journal of Econometrics (2004)

2001

6. The Bootstrap of Mean for Dependent Heterogeneous Arrays
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2001) View citations
7. The Bootstrap of the Mean for Dependent Heterogeneous Arrays
   CIRANO Working Papers, CIRANO View citations

Journal Articles

2009

1. Bootstrapping Realized Volatility
   Econometrica, 2009, 77, (1), 283-306 View citations

2005

2. Bootstrap Standard Error Estimates for Linear Regression
   Journal of the American Statistical Association, 2005, 100, 970-979 View citations

2004

3. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
   Journal of Econometrics, 2004, 123, (1), 89-120 View citations
   See also Working Paper (2003)
4. Maximum likelihood and the bootstrap for nonlinear dynamic models
   Journal of Econometrics, 2004, 119, (1), 199-219 View citations
   See also Working Paper (2002)

2003

5. Consistency of the stationary bootstrap under weak moment conditions
   Economics Letters, 2003, 81, (2), 273-278 View citations