Guilherme Do Livramento Demos : Citation Profile

Are you Guilherme Do Livramento Demos?

Eidgenössische Technische Hochschule Zürich (ETHZ)

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 14
   Journals where Guilherme Do Livramento Demos has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (14.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1153
   Updated: 2020-08-09    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:

Alfarano, Simone (3)

Zhou, Wei-Xing (3)

Vidal-Tomás, David (3)

Wang, Gang-Jin (1)

Cites to:

Zhou, Wei-Xing (5)

Peirano, Pier Paolo (3)

Challet, Damien (3)

Phillips, Peter (2)

Da Silva, Sergio (2)

Jooste, Charl (2)

Balcilar, Mehmet (2)

Brooks, Chris (2)

Campbell, John (2)

Kaizoji, Taisei (2)

Breitung, Jörg (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
2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Risk 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

2020Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759.

Full description at Econpapers || Download paper

2019Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model. (2019). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1929.

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

2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

Full description at Econpapers || Download paper

2019Is there a housing bubble in China?. (2019). Li, Zhongfei ; Zhi, Tianhao ; Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:120-132.

Full description at Econpapers || Download paper

2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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

2019Comparing nested data sets and objectively determining financial bubbles’ inceptions. (2019). Sornette, D ; Demos, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:661-675.

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). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

Full description at Econpapers || Download paper

2019.

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

2020An agent-based early warning indicator for financial market instability. (2020). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3.

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]		paper4
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: 4		paper
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: 4		article
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]		paper6
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]		paper14
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: 14		paper
2015Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
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: 3		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]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team