FIGA' TALAMANCA, GIANNA

FIGA' TALAMANCA, GIANNA  

DIPARTIMENTO DI ECONOMIA  

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Risultati 1 - 20 di 38 (tempo di esecuzione: 0.028 secondi).
Titolo Data di pubblicazione Autore(i) File
A Statistical Test for the Heston Model 1-gen-2014 FIGA' TALAMANCA, Gianna
Blockchain and cryptocurrencies: economic and financial research 1-gen-2021 Cretarola, Alessandra; Figa-Talamanca, Gianna; Grunspan, Cyril
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 1-gen-2020 Cretarola, Alessandra; Figà-Talamanca, Gianna
Case-Study: Nonparametric Estimation of Jump-Diffusions 1-gen-2008 FIGA' TALAMANCA, Gianna; Fusai, G.; Roncoroni, A.
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 1-gen-2021 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Conditional Tail Behavior and Value at Risk 1-gen-2007 Bellini, F.; FIGA' TALAMANCA, Gianna
A continuous time model for Bitcoin price dynamics 1-gen-2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
Cryptocurrencies as a driver of innovation for the monetary system In corso di stampa FIGA' TALAMANCA, Gianna; Sergio, Focardi; Davide, Mazza; Marco, Patacca
Detecting and Modelling Tail Dependence 1-gen-2004 Bellini, F.; FIGA' TALAMANCA, Gianna
Detecting bubbles in Bitcoin price dynamics via market exuberance 1-gen-2021 Cretarola, Alessandra; Figà-Talamanca, Gianna
Disentangling the relationship between Bitcoin and market attention measures 1-gen-2019 Figà-Talamanca, Gianna; Patacca, Marco
Does market attention affect Bitcoin returns and volatility? 1-gen-2019 Figá-Talamanca, Gianna; Patacca, Marco
Explaining option prices via stochastic volatility models: an empirical comparison 1-gen-1999 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Fitting prices with a complete model 1-gen-2006 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Fuzzy option prices with different sources of information smartly averaged 1-gen-2015 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Fuzzy option value with stochastic volatility models 1-gen-2009 Guerra, M. L.; FIGA' TALAMANCA, Gianna
Fuzzy uncertainty in the Heston stochastic volatility model 1-gen-2011 FIGA' TALAMANCA, Gianna; M. L., Guerra
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model 1-gen-2016 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Implicit binary merging of different volatility estimates elicited through fuzzy numbers 1-gen-2013 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Introduction to the Theory of Stochastic Processes 1-gen-1995 Barzanti, L.; Becchere, G.; Bosetto, E.; Busnello, B.; Capotorti, Andrea; FIGA' TALAMANCA, Gianna; Pierno, S.; Roncoroni, A.; Sabatti, C.; Varin, P.