Guilherme Do Livramento Demos : Citation Profile

Eidgenössische Technische Hochschule Zürich (ETHZ)

5

H index

5

i10 index

159

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 39
   Journals where Guilherme Do Livramento Demos has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 5 (3.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1153
   Updated: 2026-04-11    RAS profile: 2023-12-06    
   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:

GUPTA, RANGAN (33)

Gabauer, David (8)

Demirer, Riza (7)

van Eyden, Renee (6)

Pierdzioch, Christian (6)

Cepni, Oguzhan (4)

Fantazzini, Dean (4)

Caraiani, Petre (3)

Zhou, Wei-Xing (3)

Vidal-Tomás, David (3)

Alfarano, Simone (3)

Cites to:

Zhou, Wei-Xing (9)

Yan, Wanfeng (4)

GUPTA, RANGAN (3)

Brunnermeier, Markus (3)

Challet, Damien (3)

Balcilar, Mehmet (3)

Peirano, Pier Paolo (3)

Breitung, Jörg (2)

Shi, Shuping (2)

Brooks, Chris (2)

Ringgenberg, Matthew (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 (2025 and 2024)

YearTitle of citing document
2024Optimal Bubble Riding: A Mean Field Game with Varying Entry Times. (2024). Wang, Shichun ; Tangpi, Ludovic. In: Papers. RePEc:arx:papers:2209.04001.

Full description at Econpapers || Download paper

2025Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market. (2025). Hosseinzadeh, Ali. In: Papers. RePEc:arx:papers:2512.12054.

Full description at Econpapers || Download paper

2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

Full description at Econpapers || Download paper

2024Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. (2024). Ji, Hongyun ; Zhang, Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001833.

Full description at Econpapers || Download paper

2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

Full description at Econpapers || Download paper

2024Detecting market bubbles: A generalized LPPLS neural network model. (2024). Li, Chenchen ; Ma, Juntao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004877.

Full description at Econpapers || Download paper

2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

Full description at Econpapers || Download paper

2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

Full description at Econpapers || Download paper

2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

Full description at Econpapers || Download paper

2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

Full description at Econpapers || Download paper

2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

Full description at Econpapers || Download paper

2025Transaction flows and holding time scaling laws of bitcoin. (2025). Zhang, YU ; Sornette, Didier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008045.

Full description at Econpapers || Download paper

2024Money demand function with time-varying coefficients. (2024). Movaghari, Hadi ; Elyasiani, Elyas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001200.

Full description at Econpapers || Download paper

2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

Full description at Econpapers || Download paper

2024Is the Metaverse Dead? Insights from Financial Bubble Analysis. (2024). Frank, Pascal ; Rudolf, Markus. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:2:p:17-323:d:1406300.

Full description at Econpapers || Download paper

2025Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy. (2025). Tamandi, Mostafa. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10652-y.

Full description at Econpapers || Download paper

2025Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets. (2025). GUPTA, RANGAN ; Foglia, Matteo ; Pacelli, Vincenzo ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202534.

Full description at Econpapers || Download paper

2025Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles. (2025). Demirer, Riza ; Bouri, Elie ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202539.

Full description at Econpapers || Download paper

2025Corporate Earnings Announcements and Stock Market Bubbles. (2025). Cepni, Oguzhan ; Can, Ufuk ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202543.

Full description at Econpapers || Download paper

2025Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6.

Full description at Econpapers || Download paper

2025Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws. (2025). Daniela-Ioana, Manea ; Mazurencu-Marinescu-Pele Miruna, ; Traian, Pele Daniel ; Andrei-Theodor, Ginavar. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:490-505:n:1004.

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]		paper14
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 nother version. Agregated cites: 14		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 nother version. Agregated cites: 14		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]		paper39
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]		paper55
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 nother version. Agregated cites: 55		paper
2015Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
2017Birth or burst of financial bubbles: which one is easier to diagnose?.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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]		paper35

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team