Concepedia

Śılvia Gonçalves

ŚG

Statistics

Publications

35

Citations

2.5K

H-Index

23

Active since

2001

Affiliations

Université de Montréal(Current)

McGill University

Center for Interuniversity Research and Analysis on Organizations

Western University

Toulouse School of Economics

Śılvia Gonçalves is an author at Université de Montréal specializing in statistics, statistical inference, and econometrics.

Top concepts

StatisticsStatistical InferenceBusinessEconometricsEngineeringEconomic AnalysisFinanceEconomicsEstimation TheoryMultivariate Stochastic Volatility

Publications per year

2001–2024

35

Publications

35

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Śılvia Gonçalves, Lutz Kilian · Journal of Econometrics · 2004 · 628 citations

Bootstrap Resampling, Business, Economic Analysis +5

Bootstrapping Realized Volatility

Śılvia Gonçalves, Nour Meddahi · Econometrica · 2008 · 163 citations

Edgeworth Expansions, Volatility Modeling, Multivariate Stochastic Volatility +12

Maximum likelihood and the bootstrap for nonlinear dynamic models

Śılvia Gonçalves, Halbert White · Journal of Econometrics · 2003 · 154 citations

Parameter Estimation, Bootstrap Resampling, Engineering +4

Estimation risk in financial risk management

Peter Christoffersen, Śılvia Gonçalves · The Journal of Risk · 2005 · 128 citations · Full text

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface*

Śılvia Gonçalves, Massimo Guidolin · The Journal of Business · 2006 · 128 citations · Full text

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