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Details about Guilherme Do Livramento Demos

E-mail:
Homepage:http://er.ethz.ch
Workplace:Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) (Federal Institute of Technology Zurich), (more information at EDIRC)

Access statistics for papers by Guilherme Do Livramento Demos.

Last updated 2018-05-04. Update your information in the RePEc Author Service.

Short-id: pde1153


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Working Papers

2019

  1. Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018
    Papers, arXiv.org Downloads View citations (35)

2017

  1. Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles' inceptions
    Papers, arXiv.org Downloads
  2. 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

  1. Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
    Papers, arXiv.org Downloads View citations (2)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) Downloads

    See also Journal Article in Quantitative Finance (2017)

2015

  1. Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in Quantitative Finance (2017)
  2. 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 Downloads View citations (43)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015) Downloads View citations (44)
  3. Some Statistical Properties of the Mini Flash Crashes
    MPRA Paper, University Library of Munich, Germany Downloads 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 Downloads View citations (13)
    See also Working Paper (2015)
  2. Modified profile likelihood inference and interval forecast of the burst of financial bubbles
    Quantitative Finance, 2017, 17, (8), 1167-1186 Downloads View citations (13)
    See also Working Paper (2016)

2015

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