Access Statistics for Gianna Figà-Talamanca

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Limit results for discretely observed stochastic volatility models with leverage e¤ect	0	0	0	14	1	1	1	41
On an implicit assessment of fuzzy volatility in the Black and Scholes environment	0	0	0	24	1	1	3	53
Path properties of simulation schemes for the Heston stochastic volatility model	0	0	0	18	0	0	1	61
Total Working Papers	0	0	0	56	2	2	5	155

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Blockchain and cryptocurrencies: economic and financial research	0	0	0	2	0	2	3	24
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics	0	0	2	24	1	2	5	87
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	0	0	0	5	0	0	5	24
Conditional tail behaviour and Value at Risk	0	0	0	51	0	0	0	124
DETECTING AND MODELING TAIL DEPENDENCE	0	0	0	2	0	0	0	10
Detecting bubbles in Bitcoin price dynamics via market exuberance	0	1	4	21	0	1	7	55
Disentangling the relationship between Bitcoin and market attention measures	0	0	1	23	0	0	4	77
Does market attention affect Bitcoin returns and volatility?	0	0	2	14	0	0	8	66
Fitting prices with a complete model	0	0	0	32	0	0	1	107
Fuzzy uncertainty in the heston stochastic volatility model	0	0	0	0	0	0	1	160
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model	0	0	1	36	0	1	2	178
Market attention and Bitcoin price modeling: theory, estimation and option pricing	0	0	2	30	0	0	8	95
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics	0	0	0	14	0	2	4	45
Regime switches and commonalities of the cryptocurrencies asset class	0	0	0	7	1	1	1	17
Runs tests for assessing volatility forecastability in financial time series	0	0	0	24	0	0	1	58
Spiking the Volatility Punch	0	0	0	0	0	0	1	7
Total Journal Articles	0	1	12	285	2	9	51	1,134

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Cryptocurrencies as a Driver of Innovation for the Monetary System	0	0	0	2	0	0	5	8
Total Chapters	0	0	0	2	0	0	5	8

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Statistics updated 2025-03-03