Details about Guilherme Do Livramento Demos

Access statistics for papers by Guilherme Do Livramento Demos.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pde1153

Working Papers

2019

1. Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018
   Papers, arXiv.org View citations (36)

2017

2. Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles' inceptions
   Papers, arXiv.org
3. On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators
   Working Papers, University of Pretoria, Department of Economics View citations (5)

2016

4. Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in Papers, arXiv.org (2016) View citations (2)
   See also Journal Article Modified profile likelihood inference and interval forecast of the burst of financial bubbles, Quantitative Finance, Taylor & Francis Journals (2017) View citations (14) (2017)

2015

5. Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Birth or burst of financial bubbles: which one is easier to diagnose?, Quantitative Finance, Taylor & Francis Journals (2017) View citations (16) (2017)
6. Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (58)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015) View citations (58)
7. Some Statistical Properties of the Mini Flash Crashes
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2017

1. Birth or burst of financial bubbles: which one is easier to diagnose?
   Quantitative Finance, 2017, 17, (5), 657-675 View citations (16)
   See also Working Paper Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?, Swiss Finance Institute Research Paper Series (2015) (2015)
2. Modified profile likelihood inference and interval forecast of the burst of financial bubbles
   Quantitative Finance, 2017, 17, (8), 1167-1186 View citations (14)
   See also Working Paper Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles, Swiss Finance Institute Research Paper Series (2016) (2016)

2015

3. Portfolio Optimisation and Endogenous Rebalancing Methods
   Brazilian Review of Finance, 2015, 13, (4), 544-570