Guilherme Do Livramento Demos : Citation Profile


Are you Guilherme Do Livramento Demos?

Eidgenössische Technische Hochschule Zürich (ETHZ)

5

H index

4

i10 index

103

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 25
   Journals where Guilherme Do Livramento Demos has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (4.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1153
   Updated: 2023-01-08    RAS profile: 2018-05-04    
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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:

GUPTA, RANGAN (6)

Fantazzini, Dean (4)

Zhou, Wei-Xing (3)

Alfarano, Simone (3)

Vidal-Tomás, David (3)

Hu, Junjie (2)

Zhang, S. Sarah (1)

Wang, Gang-Jin (1)

Härdle, Wolfgang (1)

Balcilar, Mehmet (1)

Papathanasiou, Spyros (1)

Cites to:

Zhou, Wei-Xing (8)

Yan, Wanfeng (4)

GUPTA, RANGAN (3)

Challet, Damien (3)

Balcilar, Mehmet (3)

Peirano, Pier Paolo (3)

Brunnermeier, Markus (3)

Shiller, Robert (2)

Wohar, Mark (2)

Ledoit, Olivier (2)

Fantazzini, Dean (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 (2022 and 2021)


YearTitle of citing document
2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2021An 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.

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2021Multiscale 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.

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2021The 2020 Global Stock Market Crash: Endogenous or Exogenous?. (2021). Zhu, Wei ; Shu, Min ; Song, Ruiqiang. In: Papers. RePEc:arx:papers:2101.00327.

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2021The COVID Crash of the 2020 U.S. Stock Market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: Papers. RePEc:arx:papers:2101.03625.

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2021Exploring 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.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2022Predicting the Bubble of Non-Fungible Tokens (NFTs): An Empirical Investigation. (2022). Mogi, Gento ; Shibano, Kyohei ; Ito, Kensuke. In: Papers. RePEc:arx:papers:2203.12587.

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2021Risk 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.

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2021A 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.

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2021The ‘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.

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2021Cumulation, 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.

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2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

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2021Impact 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.

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2022The 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.

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2022Bubble 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.

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2022Financial 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.

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2021.

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2021.

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2021CEO 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.

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2022Stock 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.

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2022US Monetary Policy and BRICS Stock Market Bubbles. (2022). Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202243.

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2022Investor 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.

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2021Temporal 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.

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2021Identifying 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.

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Works by Guilherme Do Livramento Demos:


YearTitleTypeCited
2016Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles In: Papers.
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paper12
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: 12
paper
2017Modified profile likelihood inference and interval forecast of the burst of financial bubbles.(2017) In: Quantitative Finance.
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This paper has another version. Agregated cites: 12
article
2017Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles inceptions In: Papers.
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paper0
2019Dissection of Bitcoins Multiscale Bubble History from January 2012 to February 2018 In: Papers.
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paper29
2015Portfolio Optimisation and Endogenous Rebalancing Methods In: Brazilian Review of Finance.
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article0
2015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash In: Swiss Finance Institute Research Paper Series.
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paper37
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: 37
paper
2015Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? In: Swiss Finance Institute Research Paper Series.
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paper9
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: 9
article
2015Some Statistical Properties of the Mini Flash Crashes In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers.
[Citation analysis]
paper15

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