Silvia Goncalves

Silvia Goncalves

McGill University - Montreal / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 652376
person_outline Silvia Goncalves's MOST POPULAR ARTICLES
1-) Bootstrapping autoregressions with conditional heteroskedasticity of unknown formS Gonçalves, L KilianJournal of econometrics 123 (1), 89-120, 20046332004
2-) Estimation risk in financial risk managementP Christoffersen, S GonçalvesCIRANO, 20042182004
3-) Bootstrapping realized volatilityS Gonçalves, N MeddahiEconometrica 77 (1), 283-306, 20092042009
4-) Predictable dynamics in the S&P 500 index options implied volatility surfaceS Goncalves, M GuidolinThe Journal of Business 79 (3), 1591-1635, 20061912006
5-) Maximum likelihood and the bootstrap for nonlinear dynamic modelsS Gonçalves, H WhiteJournal of Econometrics 119 (1), 199-219, 20041812004