Sílvia Gonçalves

Economics and Econometrics · 2001–2011

A researcher in the Science corpus: 9 papers; trusts 46 researchers and is trusted by 50 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 67 citations into it; #1,660 of 23,481 by trust here, #4,865 by citations
• Finance — 64 citations into it; #917 of 10,518 by trust here, #1,959 by citations
• Statistics and Probability — 35 citations into it; #2,028 of 12,932 by trust here, #3,255 by citations
• Management Science and Operations Research — 9 citations into it
• Artificial Intelligence — 5 citations into it

Whom Sílvia Gonçalves trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ole E. Barndorff-Nielsen
2. Hans R. Künsch
3. Bradley Efron
4. Donald W. K. Andrews
5. N. Kiefer
6. Torben G. Andersen
7. Halbert White
8. N. Shephard
9. Christian Hansen
10. Per Aslak Mykland

Who trusts Sílvia Gonçalves overall

1. Xiaofeng Shao
2. Andreas Hagemann
3. Carsten Jentsch
4. Yacine Aït-Sahalia
5. James G. MacKinnon
6. Giuseppe Cavaliere
7. S. J. Koopman
8. P. R. Hansen
9. Ilze Kalniņa
10. M. Kim

Papers from Sílvia Gonçalves's perspective

Ordered by how strongly the researchers Sílvia Gonçalves trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. The Jackknife and the Bootstrap for General Stationary Observations
5. ANOVA for diffusions and Itô processes
6. The distribution of realized stock return volatility
7. The Pricing of Options and Corporate Liabilities
8. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
9. Separating Microstructure Noise from Volatility
10. The Distribution of Realized Exchange Rate Volatility

Their papers

• BOOTSTRAPPING REALIZED VOLATILITY (2009) — 131 citations
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (2011) — 94 citations
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (2011) — 77 citations
• Bootstrap Standard Error Estimates for Linear Regression (2005) — 142 citations
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (2007) — 110 citations
• Box–Cox transforms for realized volatility (2011) — 52 citations
• Bootstrapping realized multivariate volatility measures (2010) — 58 citations
• Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface (2005) — 137 citations
• The Bootstrap of Mean for Dependent Heterogeneous Arrays (2001) — 66 citations