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Information about:
Silvia Goncalves

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Silvia Goncalves in registering through RePEc. If you are Silvia Goncalves , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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 or publication compilations:
  1. Portuguese Economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]
    Published as:

  2. Peter Christoffersen & Sílvia Gonçalves, 2004. "Estimation Risk in Financial Risk Management," CIRANO Working Papers 2004s-15, CIRANO. [Downloadable!]

  3. Sílvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO. [Downloadable!]
    Other versions:
    Published as:

  4. Sílvia Gonçalves & Lutz Kilian, 2003. "Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity," CIRANO Working Papers 2003s-28, CIRANO. [Downloadable!]

  5. Sílvia Gonçalves & Halbert White, 2002. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," CIRANO Working Papers 2002s-41, CIRANO. [Downloadable!]
    Other versions:
    Published as:

  6. Sílvia Gonçalves & Halbert White, 2001. "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers 2001s-19, CIRANO. [Downloadable!]
    Published as:

  7. 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. [Downloadable!]
    Other versions:

Articles

  1. Sílvia Gonçalves & Nour Meddahi, 2009. "Bootstrapping Realized Volatility," Econometrica, Econometric Society, vol. 77(1), pages 283-306, 01. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

NEP Fields

6 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 Author is listed
  3. NEP-ECM: Econometrics (3) 2003-05-12 2003-06-09 2003-06-19 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 Author is listed
  6. NEP-RMG: Risk Management (3) 2003-04-27 2003-10-20 2005-05-23 Author is listed
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This page was last updated on 2009-11-19.

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