← All authors Guilherme Demos Swiss Finance Institute (from arXiv:1804.06261, 2018) · OpenAlex
7 papers in scope · 7 published · 1 on the econ.EM arXiv · 162 citations · h-index 5 (over the papers listed here)
Papers (1 of 7)
published 2019 · Royal Society Open Science · 4 citations · first circulated 2018
Comparing nested data sets and objectively determining financial bubbles’ inceptions
published 2019 · Physica A Statistical Mechanics and its Applications · 16 citations
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
published 2018 · Quantitative Finance · 52 citations · first circulated 2017
Modified profile likelihood inference and interval forecast of the burst of financial bubbles
published 2017 · Quantitative Finance · 9 citations · first circulated 2016
Birth or burst of financial bubbles: which one is easier to diagnose?
published 2016 · Quantitative Finance · 36 citations · first circulated 2015
Rebalanceamento Endógeno para Portfólios de Variância Mínima
published 2015 · Brazilian Review of Finance
Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
published 2015 · The Journal of Investment Strategies · 45 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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