Access Statistics for Gonçalo Faria
Author contact details at EconPapers.
| 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 | 2 | 12 | 133 |
| Forecasting stock market returns by summing the frequency-decomposed parts | 0 | 2 | 3 | 43 | 1 | 4 | 21 | 255 |
| Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? | 0 | 0 | 1 | 2 | 0 | 0 | 4 | 51 |
| The Correlation Risk Premium: International Evidence | 0 | 0 | 1 | 8 | 2 | 4 | 31 | 52 |
| The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices | 0 | 0 | 0 | 10 | 2 | 3 | 13 | 112 |
| The yield curve and the stock market: Mind the long run | 1 | 1 | 4 | 30 | 1 | 3 | 22 | 109 |
| Time-frequency forecast of the equity premium | 0 | 0 | 0 | 7 | 0 | 0 | 8 | 30 |
| Unlocking predictive potential: The frequency-domain approach to equity premium forecasting | 0 | 0 | 0 | 0 | 1 | 3 | 21 | 21 |
| Total Journal Articles | 1 | 3 | 9 | 113 | 7 | 19 | 132 | 763 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.