5
H index
5
i10 index
128
Citations
Eidgenössische Technische Hochschule Zürich (ETHZ) | 5 H index 5 i10 index 128 Citations RESEARCH PRODUCTION: 3 Articles 9 Papers RESEARCH ACTIVITY: 4 years (2015 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde1153 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Guilherme Do Livramento Demos. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Quantitative Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
Papers / arXiv.org | 3 |
Year | Title of citing document |
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2023 | Optimal Bubble Riding: A Mean Field Game with Varying Entry Times. (2022). Wang, Shichun ; Tangpi, Ludovic. In: Papers. RePEc:arx:papers:2209.04001. Full description at Econpapers || Download paper |
2023 | A parsimonious inverse Cox-Ingersoll-Ross process for financial price modeling. (2023). Sornette, Didier ; Lin, LI. In: Papers. RePEc:arx:papers:2302.11423. Full description at Econpapers || Download paper |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper |
2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper |
2023 | Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471. Full description at Econpapers || Download paper |
2023 | US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122. Full description at Econpapers || Download paper |
2023 | Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310. Full description at Econpapers || Download paper |
2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles In: Papers. [Full Text][Citation analysis] | paper | 12 |
2016 | Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles.(2016) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2017 | Modified profile likelihood inference and interval forecast of the burst of financial bubbles.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2017 | Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles inceptions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Dissection of Bitcoins Multiscale Bubble History from January 2012 to February 2018 In: Papers. [Full Text][Citation analysis] | paper | 36 |
2015 | Portfolio Optimisation and Endogenous Rebalancing Methods In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 45 |
2015 | Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash.(2015) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2015 | Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
2017 | Birth or burst of financial bubbles: which one is easier to diagnose?.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2015 | Some Statistical Properties of the Mini Flash Crashes In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 23 |
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