Access Statistics for Gonçalo Faria

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility 0 0 0 63 1 1 1 356
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility 0 0 0 76 0 0 0 313
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 3 24 24 24 4 14 14 14
Forecast combination in the frequency domain 0 0 1 27 0 2 5 27
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 0 103
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 2 137
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 0 4 127
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 0 4 116
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 0 2 132
Frequency-domain information for active portfolio management 0 0 1 37 0 0 3 75
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity? 0 0 1 19 0 0 1 109
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 1 4 1,144
The Correlation Risk Premium: International Evidence 0 0 1 8 0 0 3 19
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 1 238
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 0 2 155
Time-frequency forecast of the equity premium 0 0 1 62 0 0 7 98
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 12 14 14 14 13 17 17 17
Total Working Papers 15 38 45 949 18 36 70 3,180


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form solution for options with ambiguity about stochastic volatility 0 0 0 13 0 1 2 118
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 4 38 0 0 13 229
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? 0 0 1 1 0 1 2 46
The Correlation Risk Premium: International Evidence 0 0 0 5 0 0 5 18
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 0 1 3 99
The yield curve and the stock market: Mind the long run 0 4 8 24 1 5 18 83
Time-frequency forecast of the equity premium 0 0 1 6 0 0 4 20
Total Journal Articles 0 4 14 97 1 8 47 613


Statistics updated 2025-03-03