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	2	42
On an implicit assessment of fuzzy volatility in the Black and Scholes environment	0	0	0	24	0	1	4	54
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	1	2	6	157

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	0	5	26
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics	2	2	2	26	8	10	12	97
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	0	0	0	5	0	0	4	25
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	1	11
Detecting bubbles in Bitcoin price dynamics via market exuberance	0	1	3	22	1	3	7	59
Disentangling the relationship between Bitcoin and market attention measures	0	1	2	24	1	3	7	82
Does market attention affect Bitcoin returns and volatility?	0	1	2	15	0	2	7	68
Fitting prices with a complete model	0	0	0	32	1	1	2	108
Fuzzy uncertainty in the heston stochastic volatility model	0	0	0	0	0	1	2	161
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model	0	0	0	36	0	1	3	180
Market attention and Bitcoin price modeling: theory, estimation and option pricing	0	0	3	33	0	0	6	99
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics	0	0	0	14	0	0	2	45
Regime switches and commonalities of the cryptocurrencies asset class	0	0	0	7	0	0	2	18
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	0	7
Total Journal Articles	2	5	12	293	11	21	61	1,168

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	4	9
Total Chapters	0	0	1	3	0	0	4	9

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05