PATACCA, MARCO

PATACCA, MARCO  

Dipartimento di Economia  

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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