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Silvia Goncalves

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Personal Details

First Name: Silvia
Middle Name:
Last Name: Goncalves
Suffix:

RePEc Short-ID: pgo38

Email:
Homepage: http://MAPAGEWEB.UMontreal.CA/goncals/
Postal Address: Université de Montréal Département de sciences économiques C.P. 6128, succ. centre-ville Montréal H3C 3J7 CANADA
Phone: 514-343-6556

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers 2013-28, School of Economics and Management, University of Aarhus.
  2. Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2013. "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns," CREATES Research Papers 2013-07, School of Economics and Management, University of Aarhus.
  3. Sílvia Gonçalves & Benoit Perron, 2012. "Bootstrapping factor-augmented regression models," CIRANO Working Papers 2012s-12, CIRANO.
  4. Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour, 2010. "Bootstrapping realized multivariate volatility measures," MPRA Paper 40123, University Library of Munich, Germany.
  5. Silvia Goncalves & Massimo Guidolin, 2005. "Predictable dynamics in the S&P 500 index options implied volatility surface," Working Papers 2005-010, Federal Reserve Bank of St. Louis.
  6. Peter Christoffersen & Sílvia Gonçalves, 2004. "Estimation Risk in Financial Risk Management," CIRANO Working Papers 2004s-15, CIRANO.
  7. Sílvia Gonçalves & Lutz Kilian, 2003. "Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity," CIRANO Working Papers 2003s-28, CIRANO.
  8. Sílvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
  9. Sílvia Gonçalves & Halbert White, 2002. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," CIRANO Working Papers 2002s-41, CIRANO.
  10. GONÇALVES, Silvia & WHITE, Halbert, 2001. "The Bootstrap of Mean for Dependent Heterogeneous Arrays," Cahiers de recherche 2001-19, Universite de Montreal, Departement de sciences economiques.
  11. Sílvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO.

Articles

  1. Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013. "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, vol. 172(1), pages 49-65.
  2. Gonçalves, Sílvia, 2011. "The Moving Blocks Bootstrap For Panel Linear Regression Models With Individual Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(05), pages 1048-1082, October.
  3. Gonçalves, Sílvia & Vogelsang, Timothy J., 2011. "Block Bootstrap Hac Robust Tests: The Sophistication Of The Naive Bootstrap," Econometric Theory, Cambridge University Press, vol. 27(04), pages 745-791, August.
  4. Gonçalves, Sílvia & Meddahi, Nour, 2011. "Box-Cox transforms for realized volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 129-144, January.
  5. Sílvia Gonçalves & Nour Meddahi, 2009. "Bootstrapping Realized Volatility," Econometrica, Econometric Society, vol. 77(1), pages 283-306, 01.
  6. Silvia Goncalves & Nour Meddahi, 2008. "Edgeworth Corrections for Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 139-162.
  7. Silvia Goncalves & Lutz Kilian, 2007. "Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 609-641.
  8. Goncalves, Silvia & White, Halbert, 2005. "Bootstrap Standard Error Estimates for Linear Regression," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 970-979, September.
  9. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
  10. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
  11. Goncalves, Silvia & de Jong, Robert, 2003. "Consistency of the stationary bootstrap under weak moment conditions," Economics Letters, Elsevier, vol. 81(2), pages 273-278, November.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-05-02
  2. NEP-CMP: Computational Economics (2) 2003-04-27 2003-06-16
  3. NEP-ECM: Econometrics (6) 2003-05-12 2003-06-09 2003-06-19 2012-05-15 2013-03-23 2013-09-24. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2003-04-27 2003-06-04 2003-06-16 2003-10-20 2005-05-23. Author is listed
  5. NEP-FIN: Finance (2) 2004-05-02 2005-05-23
  6. NEP-MST: Market Microstructure (2) 2013-03-23 2013-09-24
  7. NEP-ORE: Operations Research (2) 2013-03-23 2013-09-24
  8. NEP-RMG: Risk Management (3) 2003-04-27 2003-10-20 2005-05-23. Author is listed

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