2
H index
0
i10 index
15
Citations
Guilherme Do Livramento Demos : Citation Profile
Eidgenössische Technische Hochschule Zürich (ETHZ) | RESEARCH PRODUCTION: 3 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2015 - 2017). 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:
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Main data
Where Guilherme Do Livramento Demos has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
| Papers / arXiv.org | 3 |
Recent works citing Guilherme Do Livramento Demos (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | An 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 |
| 2018 | Network-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 |
| 2018 | Topological 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 |
| 2018 | Mean 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 |
| 2018 | The 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 |
| 2019 | The 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 |
| 2018 | Real 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 |
| 2018 | An 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 |
| 2018 | An 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | article | |
| 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: 2 | paper | |
| 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 | 3 |
| 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 | 8 |
| 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: 8 | 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 | 2 |
| 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: 2 | article | |
| 2015 | Some Statistical Properties of the Mini Flash Crashes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 0 |
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