FIGA' TALAMANCA, GIANNA

FIGA' TALAMANCA, GIANNA  

DIPARTIMENTO DI ECONOMIA  

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Risultati 1 - 20 di 42 (tempo di esecuzione: 0.064 secondi).
Titolo Data di pubblicazione Autore(i) File
A continuous time model for Bitcoin price dynamics 2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model 2016 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
A Statistical Test for the Heston Model 2014 FIGA' TALAMANCA, Gianna
An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk 2022 Figa' Talamanca, Gianna; Marco, Patacca
Blockchain and cryptocurrencies: economic and financial research 2021 Cretarola, Alessandra; Figa-Talamanca, Gianna; Grunspan, Cyril
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 2020 Cretarola, Alessandra; Figà-Talamanca, Gianna
Case-Study: Nonparametric Estimation of Jump-Diffusions 2008 FIGA' TALAMANCA, Gianna; Fusai, G.; Roncoroni, A.
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 2021 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Conditional Tail Behavior and Value at Risk 2007 Bellini, F.; FIGA' TALAMANCA, Gianna
Cryptocurrencies as a driver of innovation for the monetary system 2023 FIGA' TALAMANCA, Gianna; Sergio, Focardi; Davide, Mazza; Marco, Patacca
Detecting and Modelling Tail Dependence 2004 Bellini, F.; FIGA' TALAMANCA, Gianna
Detecting bubbles in Bitcoin price dynamics via market exuberance 2021 Cretarola, Alessandra; Figà-Talamanca, Gianna
Disentangling the relationship between Bitcoin and market attention measures 2019 Figà-Talamanca, Gianna; Patacca, Marco
Does market attention affect Bitcoin returns and volatility? 2019 Figá-Talamanca, Gianna; Patacca, Marco
Explaining option prices via stochastic volatility models: an empirical comparison 1999 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Fitting prices with a complete model 2006 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Fuzzy option prices with different sources of information smartly averaged 2015 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Fuzzy option value with stochastic volatility models 2009 Guerra, M. L.; FIGA' TALAMANCA, Gianna
Fuzzy uncertainty in the Heston stochastic volatility model 2011 FIGA' TALAMANCA, Gianna; M. L., Guerra
Implicit binary merging of different volatility estimates elicited through fuzzy numbers 2013 Capotorti, Andrea; FIGA' TALAMANCA, Gianna