Guilherme Demos
- Dissection of Bitcoin's Multiscale Bubble History from January 2012 to\n February 2018
2018/04/17 by Jan-Christian Gerlach, Guilherme Demos, Gerlach, Jan-Christian +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Blockchain Technology Applications and Security #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Economics and business #Market Dynamics and Volatility #Statistical Finance (q-fin.ST)
- Modified Profile Likelihood Inference and Interval Forecast of the Burst\n of Financial Bubbles
2016/02/26 by Vladimir Filimonov, Filimonov, Vladimir, Guilherme Demos +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Financial Risk and Volatility Modeling