5
H index
4
i10 index
103
Citations
Eidgenössische Technische Hochschule Zürich (ETHZ) | 5 H index 4 i10 index 103 Citations RESEARCH PRODUCTION: 3 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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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2021 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers || Download paper |
2021 | An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870. Full description at Econpapers || Download paper |
2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper |
2021 | The 2020 Global Stock Market Crash: Endogenous or Exogenous?. (2021). Zhu, Wei ; Shu, Min ; Song, Ruiqiang. In: Papers. RePEc:arx:papers:2101.00327. Full description at Econpapers || Download paper |
2021 | The COVID Crash of the 2020 U.S. Stock Market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: Papers. RePEc:arx:papers:2101.03625. Full description at Econpapers || Download paper |
2021 | Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator. (2021). Takagi, Hideyuki. In: Papers. RePEc:arx:papers:2110.06190. Full description at Econpapers || Download paper |
2021 | Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552. Full description at Econpapers || Download paper |
2022 | Predicting the Bubble of Non-Fungible Tokens (NFTs): An Empirical Investigation. (2022). Mogi, Gento ; Shibano, Kyohei ; Ito, Kensuke. In: Papers. RePEc:arx:papers:2203.12587. Full description at Econpapers || Download paper |
2021 | Risk attitude, financial literacy and household consumption: Evidence from stock market crash in China. (2021). Chen, Chen ; Jia, Qinmin ; Zhang, Yixing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:995-1006. Full description at Econpapers || Download paper |
2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper |
2021 | The ‘COVID’ crash of the 2020 U.S. Stock market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001170. Full description at Econpapers || Download paper |
2021 | Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421. Full description at Econpapers || Download paper |
2022 | Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871. Full description at Econpapers || Download paper |
2021 | Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013. Full description at Econpapers || Download paper |
2022 | The 2020 global stock market crash: Endogenous or exogenous?. (2022). Zhu, Wei ; Shu, Min ; Song, Ruiqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006981. Full description at Econpapers || Download paper |
2022 | Bubble detection in Greek Stock Market: A DS-LPPLS model approach. (2022). Karakasidis, Theodoros ; Papastamatiou, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008062. Full description at Econpapers || Download paper |
2022 | Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | CEO overconfidence, firm-specific factors, and systemic risk: evidence from China. (2021). Hassan, Hassan ; Chen, Yingying ; Wahab, Salman ; Yi, Xianrong ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00066-7. Full description at Econpapers || Download paper |
2022 | Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202228. Full description at Econpapers || Download paper |
2022 | US Monetary Policy and BRICS Stock Market Bubbles. (2022). Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202243. Full description at Econpapers || Download paper |
2022 | Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries. (2022). GUPTA, RANGAN ; van Eyden, Renee ; Bouri, Elie ; Nielsen, Joshua. In: Working Papers. RePEc:pre:wpaper:202256. Full description at Econpapers || Download paper |
2021 | Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00344-9. Full description at Econpapers || Download paper |
2021 | Identifying price bubble periods in the Bitcoin market-based on GSADF model. (2021). Wu, Meiyu ; Wang, Hongchuan ; Li, Yan ; Xie, Lingling. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:5:d:10.1007_s11135-020-01077-4. 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 another 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 another 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 | 29 |
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 | 37 |
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 another version. Agregated cites: 37 | 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 | 9 |
2017 | Birth or burst of financial bubbles: which one is easier to diagnose?.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 15 |
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