PATACCA, MARCO
PATACCA, MARCO
Dipartimento di Economia
A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS
2024 DI PERSIO, Luca; Gnoatto, Alessandro; Patacca, Marco
A continuous time model for Bitcoin price dynamics
2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
A sentiment-based model for the BitCoin: theory, estimation and option pricing
2017 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
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
Calibrating FBSDEs Driven Models in Finance via NNs
2022 Di Persio, L.; Lavagnoli, E.; Patacca, M.
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
Cryptocurrencies as a driver of innovation for the monetary system
2023 FIGA' TALAMANCA, Gianna; Sergio, Focardi; Davide, Mazza; Marco, Patacca
Disentangling the relationship between Bitcoin and market attention measures
2020 Figà-Talamanca, Gianna; Patacca, Marco
Disposition Effect and its Outcome on Endogenous Price Fluctuations
2024 Cafferata, Alessia; Patacca, Marco; Tramontana, Fabio
Does market attention affect Bitcoin returns and volatility?
2019 Figá-Talamanca, Gianna; Patacca, Marco
Is arbitrage possible in the bitcoin market? (Work-In-Progress Paper)
2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Option pricing in a sentiment-biased stochastic volatility model
2024 Cretarola, Alessandra; Figa-Talamanca, Gianna; Patacca, Marco
Regime switches and commonalities of the cryptocurrencies asset class
2021 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
2023 Cretarola, Alessandra; Figa-Talamanca, Gianna; Patacca, Marco
The Quantitative Easing Bursts Bitcoin Price
2021 Patacca, Marco; Focardi, Sergio
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS | 2024 | DI PERSIO, Luca; Gnoatto, Alessandro; Patacca, Marco | |
| A continuous time model for Bitcoin price dynamics | 2018 | Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco | |
| A sentiment-based model for the BitCoin: theory, estimation and option pricing | 2017 | Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco | |
| 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 | |
| Calibrating FBSDEs Driven Models in Finance via NNs | 2022 | Di Persio, L.; Lavagnoli, E.; Patacca, M. | |
| 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 | |
| Cryptocurrencies as a driver of innovation for the monetary system | 2023 | FIGA' TALAMANCA, Gianna; Sergio, Focardi; Davide, Mazza; Marco, Patacca | |
| Disentangling the relationship between Bitcoin and market attention measures | 2020 | Figà-Talamanca, Gianna; Patacca, Marco | |
| Disposition Effect and its Outcome on Endogenous Price Fluctuations | 2024 | Cafferata, Alessia; Patacca, Marco; Tramontana, Fabio | |
| Does market attention affect Bitcoin returns and volatility? | 2019 | Figá-Talamanca, Gianna; Patacca, Marco | |
| Is arbitrage possible in the bitcoin market? (Work-In-Progress Paper) | 2019 | Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco | |
| Market attention and Bitcoin price modeling: theory, estimation and option pricing | 2020 | Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco | |
| Model-based arbitrage in multi-exchange models for Bitcoin price dynamics | 2019 | Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco | |
| Option pricing in a sentiment-biased stochastic volatility model | 2024 | Cretarola, Alessandra; Figa-Talamanca, Gianna; Patacca, Marco | |
| Regime switches and commonalities of the cryptocurrencies asset class | 2021 | Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco | |
| Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps | 2023 | Cretarola, Alessandra; Figa-Talamanca, Gianna; Patacca, Marco | |
| The Quantitative Easing Bursts Bitcoin Price | 2021 | Patacca, Marco; Focardi, Sergio |