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	3	43
On an implicit assessment of fuzzy volatility in the Black and Scholes environment	0	0	0	24	1	2	4	56
Path properties of simulation schemes for the Heston stochastic volatility model	0	0	0	18	0	0	0	61
Total Working Papers	0	0	0	56	2	3	7	160

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	1	4	27
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics	0	0	3	27	1	1	14	100
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	0	0	0	5	0	2	3	27
Conditional tail behaviour and Value at Risk	0	1	1	52	2	3	3	127
DETECTING AND MODELING TAIL DEPENDENCE	0	0	0	2	1	1	2	12
Detecting bubbles in Bitcoin price dynamics via market exuberance	0	0	1	22	4	5	9	64
Disentangling the relationship between Bitcoin and market attention measures	0	0	1	24	1	3	8	85
Does market attention affect Bitcoin returns and volatility?	0	0	1	15	0	0	2	68
Fitting prices with a complete model	0	0	0	32	3	4	5	112
Fuzzy uncertainty in the heston stochastic volatility model	0	0	0	0	1	1	2	162
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model	0	0	0	36	1	1	4	181
Market attention and Bitcoin price modeling: theory, estimation and option pricing	0	0	3	33	3	7	11	106
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics	0	0	0	14	0	1	4	47
Regime switches and commonalities of the cryptocurrencies asset class	0	1	1	8	2	12	15	31
Runs tests for assessing volatility forecastability in financial time series	0	0	0	24	0	0	0	58
Spiking the Volatility Punch	0	0	0	0	1	1	1	8
Total Journal Articles	0	2	11	296	20	43	87	1,215

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	1	3	0	0	1	9
Total Chapters	0	0	1	3	0	0	1	9

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Statistics updated 2026-01-09