FIGA' TALAMANCA, GIANNA
FIGA' TALAMANCA, GIANNA
DIPARTIMENTO DI ECONOMIA
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 News-based Composite Climate Risk Index
2024 Guardabascio, B.; Figa'-Talamanca, Gianna; Fronzetti Colladon, A.; Segneri, L
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; Patacca, Marco
Assessing the impact of climate and environmental news on financial markets
2024 Figa'-Talamanca, Gianna; Fronzetti Colladon, A.; Guardabascio, B.; Patacca, M.; Segneri, L
Assessing the Impact of Climate and Environmental News on Financial Markets
2024 FIGA' TALAMANCA, Gianna; Fronzetti Colladon, Andrea; Guardabascio, Barbara; Patacca, Marco; Ludovica Segneri, And
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.
Climate and environmental news attention and its impact in energy market prices
2024 Figa-Talamanca, Gianna; Fronzetti Colladon, Andrea; Guardabascio, Barbara; Patacca, Marco; Segneri, Ludovica
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
2020 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.