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Caio Almeida

Global rank #7196 91%

Institution: Fundação Getúlio Vargas (FGV)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.fgv.br/professor/calmeida/

First Publication: 2008

Most Recent: 2025

RePEc ID: pal249 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.68 0.40 0.00 5.76
Last 10 Years 0.00 3.35 1.41 0.00 8.11
All Time 0.00 5.03 4.42 0.00 14.48

Publication Statistics

Raw Publications 12
Coauthorship-Adjusted Count 9.49

Publications (12)

Year Article Journal Tier Authors
2025 Constrained Polynomial Likelihood Journal of Business & Economic Statistics A 3
2024 High-Frequency Tail Risk Premium and Stock Return Predictability Journal of Financial and Quantitative Analysis B 5
2023 Can a Machine Correct Option Pricing Models? Journal of Business & Economic Statistics A 4
2023 Nonparametric Option Pricing with Generalized Entropic Estimators Journal of Business & Economic Statistics A 4
2022 Pricing of index options in incomplete markets Journal of Financial Economics A 2
2020 Nonparametric assessment of hedge fund performance Journal of Econometrics A 3
2018 A hybrid spline-based parametric model for the yield curve Journal of Economic Dynamics and Control B 2
2012 Assessing misspecified asset pricing models with empirical likelihood estimators Journal of Econometrics A 2
2011 Do interest rate options contain information about excess returns? Journal of Econometrics A 3
2009 Identifying volatility risk premia from fixed income Asian options Journal of Banking & Finance B 2
2009 Are interest rate options important for the assessment of interest rate risk? Journal of Banking & Finance B 2
2008 The role of no-arbitrage on forecasting: Lessons from a parametric term structure model Journal of Banking & Finance B 2