G. (Gustavo) Freire

Almeida, C., Fan, J., Freire, G., & Tang, F. (2023). Can a Machine Correct Option Pricing Models? Journal of Business and Economic Statistics, 41(3), 995-1009. https://doi.org/10.1080/07350015.2022.2099871

Almeida, C., Freire, G., Azevedo, R., & Ardison, K. (2023). Nonparametric Option Pricing with Generalized Entropic Estimators. Journal of Business and Economic Statistics, 41(4), 1173-1187. https://doi.org/10.1080/07350015.2022.2115499

Almeida, C., Ardison, K., Bulhoes Carvalho da Paz Freire, G., Garcia, R., & Orlowski, P. (Accepted/In press). High-Frequency Tail Risk Premium and Stock Return Predictability. Journal of Financial and Quantitative Analysis. https://doi.org/10.2139/ssrn.3211954

Almeida, C., & Freire, G. (2022). Pricing of index options in incomplete markets. Journal of Financial Economics, 144(1), 174-205. https://doi.org/10.1016/j.jfineco.2021.05.041

Freire, G. (2021). Tail risk and investors’ concerns: Evidence from Brazil. North American Journal of Economics and Finance, 58, Article 101519. https://doi.org/10.1016/j.najef.2021.101519

Freire, G., & Resende, M. (2020). Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915. Empirical Economics, 59(6), 3063-3084. https://doi.org/10.1007/s00181-019-01740-2