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 0 0 0 355
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 20 21 21 21 8 10 10 10
Forecast combination in the frequency domain 0 0 1 27 2 2 5 27
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 1 103
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 0 4 127
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 1 1 2 137
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 2 37 0 0 4 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 1 1 8 0 1 3 19
The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices 0 0 0 41 0 0 2 238
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 2 62 0 2 8 98
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 1 2 2 2 3 4 4 4
Total Working Papers 21 24 32 934 14 21 56 3,162


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 1 1 2 118
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 6 38 0 0 18 229
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 1 6 18
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices 0 0 0 10 1 1 3 99
The yield curve and the stock market: Mind the long run 1 4 9 24 1 4 18 82
Time-frequency forecast of the equity premium 0 0 1 6 0 0 4 20
Total Journal Articles 1 4 17 97 3 8 53 612


Statistics updated 2025-02-05