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
Bootstrapping the GMM overidentification test Under first-order underidentification
Prosper Dovonon and Silvia Gonçalves
CS
Bootstrapping factor-augmented regression models
Silvia Gonçalves and Benoit Perron
CS
Estimation Risk in Financial Risk Management
Peter Christoffersen and Silvia Gonçalves
CS
Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity
Silvia Gonçalves and Lutz Kilian
CS
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Gonçalves and Lutz Kilian
CS
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
Silvia Gonçalves and Halbert White
CS
