Can a machine correct option pricing models? C Almeida, J Fan, G Freire, F Tang Journal of Business & Economic Statistics 41 (3), 995-1009, 2023 | 25 | 2023 |
Pricing of index options in incomplete markets C Almeida, G Freire Journal of Financial Economics 144 (1), 174-205, 2022 | 23 | 2022 |
Nonparametric option pricing with generalized entropic estimators C Almeida, G Freire, R Azevedo, K Ardison Journal of Business & Economic Statistics 41 (4), 1173-1187, 2023 | 6* | 2023 |
Asymmetric violations of the spanning hypothesis G Freire, R Riva Available at SSRN, 2023 | 5 | 2023 |
Tail risk and asset prices in the short-term C Almeida, G Freire, R Garcia, R Hizmeri Tail Risk and Asset Prices in the Short-term: Almeida, Caio| uFreire …, 2023 | 5 | 2023 |
Equity Option Prices and Firm Characteristics G Freire, O Kleen Available at SSRN 4342597, 2023 | 4 | 2023 |
0DTE Asset Pricing C Almeida, G Freire, R Hizmeri Available at SSRN, 2024 | 3 | 2024 |
High-frequency tail risk premium and stock return predictability C Almeida, K Ardison, G Freire, R Garcia, P Orłowski Journal of Financial and Quantitative Analysis, 1-38, 2022 | 3 | 2022 |
Demand in the option market and the pricing kernel C Almeida, G Freire Available at SSRN 4314173, 2022 | 2 | 2022 |
Which (Nonlinear) Factor Models? C Almeida, G Freire Available at SSRN 4421179, 2023 | 1 | 2023 |
Tail risk and investors’ concerns: Evidence from Brazil G Freire The North American Journal of Economics and Finance 58, 101519, 2021 | 1 | 2021 |
Conditional growth volatility and sectoral comovement in US industrial production, 1828–1915 G Freire, M Resende Empirical Economics 59 (6), 3063-3084, 2020 | | 2020 |