Guilherme Do Livramento Demos : Citation Profile


Are you Guilherme Do Livramento Demos?

Eidgenössische Technische Hochschule Zürich (ETHZ)

2

H index

0

i10 index

15

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 7
   Journals where Guilherme Do Livramento Demos has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1153
   Updated: 2019-10-06    RAS profile: 2018-05-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


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:

Vidal-Tomás, David (2)

Alfarano, Simone (2)

Wang, Gang-Jin (1)

Cites to:

Peirano, Pier Paolo (3)

Challet, Damien (3)

Shi, Shuping (2)

Breitung, Jörg (2)

Da Silva, Sergio (2)

Kaizoji, Taisei (2)

GUPTA, RANGAN (2)

Grossman, Sanford (2)

Campbell, John (2)

Jooste, Charl (2)

Yu, Jun (2)

Main data


Where Guilherme Do Livramento Demos has published?


Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
Papers / arXiv.org3

Recent works citing Guilherme Do Livramento Demos (2019 and 2018)


YearTitle of citing document
2018An Economic Bubble Model and Its First Passage Time. (2018). Dassios, Angelos ; Li, Luting. In: Papers. RePEc:arx:papers:1803.08160.

Full description at Econpapers || Download paper

2018Network-based indicators of Bitcoin bubbles. (2018). Bovet, Alexandre ; Tessone, Claudio J ; Squartini, Tiziano ; Nicol'o Vallarano, ; Saggese, Pietro ; Restocchi, Valerio ; Pozzana, Iacopo ; Mottes, Francesco ; Lazo, Jorge F ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1805.04460.

Full description at Econpapers || Download paper

2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Gidea, Marian ; Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel. In: Papers. RePEc:arx:papers:1809.00695.

Full description at Econpapers || Download paper

2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

Full description at Econpapers || Download paper

2018The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957.

Full description at Econpapers || Download paper

2019The systemic risk of China’s stock market during the crashes in 2008 and 2015. (2019). Zhang, Junhuan ; Chen, Xinyi ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:161-177.

Full description at Econpapers || Download paper

2018Real Estate Soars and Financial Crises: Recent Stories. (2018). Jang, Hanwool ; Ahn, Kwangwon ; Sohn, Sungbin ; Song, Yena. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4559-:d:187353.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

Full description at Econpapers || Download paper

2018“Speculative Influence Network” during financial bubbles: application to Chinese stock markets. (2018). Lin, LI ; Sornette, Didier. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0187-7.

Full description at Econpapers || Download paper

Works by Guilherme Do Livramento Demos:


YearTitleTypeCited
2016Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles In: Papers.
[Full Text][Citation analysis]
paper2
2017Modified 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: 2
article
2016Modified 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: 2
paper
2017Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles inceptions In: Papers.
[Full Text][Citation analysis]
paper0
2019Dissection of Bitcoins Multiscale Bubble History from January 2012 to February 2018 In: Papers.
[Full Text][Citation analysis]
paper3
2015Portfolio Optimisation and Endogenous Rebalancing Methods In: Brazilian Review of Finance.
[Full Text][Citation analysis]
article0
2015Real-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]
paper8
2015Real-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: 8
paper
2015Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper2
2017Birth 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: 2
article
2015Some Statistical Properties of the Mini Flash Crashes In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team