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Expertise

Financial Econometrics, Time-series Analysis and Econometric Theory

Biography

Sílvia Gonçalves has a Ph.D. from the University of California in San Diego, and has been a Full Professor in the Department of Economics of the Western University. since July 2015. Her areas of specialization are financial econometrics, time series analysis and econometric theory. She is a specialistin the bootstrap technique.
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CIRANO Publications by Silvia Gonçalves

1 to 5 of 11 results
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Bootstrapping pre-averaged realized volatility under market microstructure noise

Ulrich Hounyo, Silvia Gonçalves and Nour Meddahi

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Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

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Bootstrap prediction intervals for factor models

Silvia Gonçalves, Benoit Perron and Antoine Djogbenou

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Bootstrap inference in regressions with estimated factors and serial correlation

Antoine Djogbenou, Silvia Gonçalves and Benoit Perron

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