Pricing of index options in incomplete markets C Almeida, G Freire Journal of Financial Economics 144 (1), 174-205, 2022 | 15 | 2022 |
Can a Machine Correct Option Pricing Models? C Almeida, J Fan, G Freire, F Tang Journal of Business & Economic Statistics, 1-14, 2022 | 7 | 2022 |
Nonparametric Option Pricing with Generalized Entropic Estimators C Almeida, G Freire, R Azevedo, K Ardison Journal of Business & Economic Statistics, 1-15, 2022 | 6* | 2022 |
Tail risk and asset prices in the short-term C Almeida, G Freire, R Garcia, R Hizmeri Available at SSRN 4216981, 2023 | 3 | 2023 |
High-frequency tail risk premium and stock return predictability C Almeida, K Ardison, G Freire, R Garcia, P Orłowski Available at SSRN 3211954, 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 |
Which (Nonlinear) Factor Models? C Almeida, G Freire Available at SSRN 4421179, 2023 | | 2023 |
Equity Options and Firm Characteristics G Freire, O Kleen Available at SSRN 4342597, 2023 | | 2023 |
Demand in the Option Market and the Pricing Kernel C Almeida, G Freire Available at SSRN 4314173, 2022 | | 2022 |
Conditional growth volatility and sectoral comovement in US industrial production, 1828–1915 G Freire, M Resende Empirical Economics 59 (6), 3063-3084, 2020 | | 2020 |