Követés
Gianna Figà-Talamanca
Gianna Figà-Talamanca
Associate Professor, Department of Economics, University of Perugia
E-mail megerősítve itt: unipg.it
Cím
Hivatkozott rá
Hivatkozott rá
Év
Detecting bubbles in Bitcoin price dynamics via market exuberance
A Cretarola, G Figà-Talamanca
Annals of Operations Research 299 (1), 459-479, 2021
592021
Does market attention affect Bitcoin returns and volatility?
G Figa-Talamanca, M Patacca
Decisions in Economics and Finance 42 (1), 135-155, 2019
462019
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics
A Cretarola, G Figà-Talamanca
Economics letters 191, 108831, 2020
352020
Market attention and Bitcoin price modeling: Theory, estimation and option pricing
A Cretarola, G Figà-Talamanca, M Patacca
Decisions in Economics and Finance 43 (1), 187-228, 2020
342020
Disentangling the relationship between Bitcoin and market attention measures
G Figà-Talamanca, M Patacca
Journal of Industrial and Business Economics 47 (1), 71-91, 2020
262020
On an implicit assessment of fuzzy volatility in the Black and Scholes environment
A Capotorti, G Figà-Talamanca
Fuzzy Sets and Systems 223, 59-71, 2013
232013
Model-based arbitrage in multi-exchange models for bitcoin price dynamics
S Bistarelli, A Cretarola, G Figà-Talamanca, M Patacca
Digital Finance 1, 23-46, 2019
202019
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
G Figá-Talamanca, S Focardi, M Patacca
Decisions in Economics and Finance 44, 863-882, 2021
172021
Is arbitrage possible in the bitcoin market?(work-in-progress paper)
S Bistarelli, A Cretarola, G Figà-Talamanca, I Mercanti, M Patacca
Economics of Grids, Clouds, Systems, and Services: 15th International …, 2019
152019
A sentiment-based model for the BitCoin: theory, estimation and option pricing
A Cretarola, G Figà-Talamanca, M Patacca
arXiv preprint arXiv:1709.08621, 2017
142017
Fitting prices with a complete model
G Figà-Talamanca, ML Guerra
Journal of Banking & Finance 30 (1), 247-258, 2006
142006
Regime switches and commonalities of the cryptocurrencies asset class
G Figà-Talamanca, S Focardi, M Patacca
The North American Journal of Economics and Finance 57, 101425, 2021
132021
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model
G Figà-Talamanca
Computational Statistics & Data Analysis 53 (6), 2201-2218, 2009
132009
Conditional tail behaviour and Value at Risk
F Bellini, G Figà-Talamanca
Quantitative Finance 7 (6), 599-607, 2007
122007
Robo-advisor acceptance: Do gender and generation matter?
G Figà-Talamanca, PM Tanzi, E D’Urzo
PloS one 17 (6), e0269454, 2022
112022
Runs tests for assessing volatility forecastability in financial time series
F Bellini, G Figà-Talamanca
European journal of operational research 163 (1), 102-114, 2005
112005
Blockchain and cryptocurrencies: economic and financial research
A Cretarola, G Figà-Talamanca, C Grunspan
Decisions in economics and finance, 1-7, 2021
102021
Detecting and modeling tail dependence
F Bellini, G Figà-Talamanca
International Journal of Theoretical and Applied Finance 7 (03), 269-287, 2004
102004
A continuous time model for bitcoin price dynamics
A Cretarola, G Figà-Talamanca, M Patacca
Mathematical and statistical methods for actuarial sciences and finance: MAF …, 2018
92018
A confidence-based model for asset and derivative prices in the bitcoin market
A Cretarola, G Figà-Talamanca
arXiv preprint arXiv:1702.00215, 2017
92017
A rendszer jelenleg nem tudja elvégezni a műveletet. Próbálkozzon újra később.
Cikkek 1–20