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Gustavo Freire
Gustavo Freire
Assistant Professor, Erasmus School of Economics
Bestätigte E-Mail-Adresse bei ese.eur.nl - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Pricing of index options in incomplete markets
C Almeida, G Freire
Journal of Financial Economics 144 (1), 174-205, 2022
202022
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
142023
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
5*2023
Tail risk and asset prices in the short-term
C Almeida, G Freire, R Garcia, R Hizmeri
Available at SSRN 4216981, 2023
42023
Asymmetric violations of the spanning hypothesis
G Freire, R Riva
Available at SSRN, 2023
32023
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, 1-57, 2022
32022
Equity Option Prices and Firm Characteristics
G Freire, O Kleen
Available at SSRN 4342597, 2023
22023
Demand in the option market and the pricing kernel
C Almeida, G Freire
Available at SSRN 4314173, 2022
22022
0DTE Asset Pricing
C Almeida, G Freire, R Hizmeri
Available at SSRN, 2024
12024
Tail risk and investors’ concerns: Evidence from Brazil
G Freire
The North American Journal of Economics and Finance 58, 101519, 2021
12021
Which (Nonlinear) Factor Models?
C Almeida, G Freire
Available at SSRN 4421179, 2023
2023
Conditional growth volatility and sectoral comovement in US industrial production, 1828–1915
G Freire, M Resende
Empirical Economics 59 (6), 3063-3084, 2020
2020
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