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Publications

11 results

CS

Bootstrapping pre-averaged realized volatility under market microstructure noise

Ulrich Hounyo, Silvia Gonçalves and Nour Meddahi

CS

Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

CS

Bootstrap prediction intervals for factor models

Silvia Gonçalves, Benoit Perron and Antoine Djogbenou

CS

Bootstrap inference in regressions with estimated factors and serial correlation

Antoine Djogbenou, Silvia Gonçalves and Benoit Perron

CS
CS

Bootstrapping factor-augmented regression models

Silvia Gonçalves and Benoit Perron

CS

Estimation Risk in Financial Risk Management

Peter Christoffersen and Silvia Gonçalves

Risk Management and Financial risks
CS
CS

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Silvia Gonçalves and Halbert White

CS

The Bootstrap of the Mean for Dependent Heterogeneous Arrays

Silvia Gonçalves and Halbert White

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