Research output per year
Research output per year
- 7 results
Search results
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2023
Equity Option Prices and Firm Characteristics
Freire, G. & Kleen, O., 31 Jan 2023.Research output: Working paper › Preprint › Academic
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Can a Machine Correct Option Pricing Models?
Almeida, C., Fan, J., Freire, G. & Tang, F., 2023, In: Journal of Business and Economic Statistics. 41, 3, p. 995-1009 15 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile4 Citations (Scopus)8 Downloads (Pure) -
High-Frequency Tail Risk Premium and Stock Return Predictability
Almeida, C., Ardison, K., Bulhoes Carvalho da Paz Freire, G., Garcia, R. & Orlowski, P., 2023, (Accepted/In press) In: Journal of Financial and Quantitative Analysis.Research output: Contribution to journal › Article › Academic › peer-review
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Nonparametric Option Pricing with Generalized Entropic Estimators
Almeida, C., Freire, G., Azevedo, R. & Ardison, K., 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1173-1187 15 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile36 Downloads (Pure) -
2022
Pricing of index options in incomplete markets
Almeida, C. & Freire, G., Apr 2022, In: Journal of Financial Economics. 144, 1, p. 174-205 32 p.Research output: Contribution to journal › Article › Academic › peer-review
7 Citations (Scopus) -
2021
Tail risk and investors’ concerns: Evidence from Brazil
Freire, G., Nov 2021, In: North American Journal of Economics and Finance. 58, 101519.Research output: Contribution to journal › Article › Academic › peer-review
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2020
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915
Freire, G. & Resende, M., Dec 2020, In: Empirical Economics. 59, 6, p. 3063-3084 22 p.Research output: Contribution to journal › Article › Academic › peer-review