Authors: Goncalves, Silvia Meddahi, Nour

Citation: Goncalves, Silvia et Meddahi, Nour, Edgeworth corrections for realized volatility, Econometric reviews , 27(1-3), 2008, pp. 139-162

Authors: Goncalves, Silvia Kilian, Lutz

Citation: Goncalves, Silvia et Kilian, Lutz, Asymptotic and bootstrap inference for AR(.) processes with conditional heteroskedasticity, Econometric reviews , 26(6), 2007, pp. 609-641