Access Statistics for Gianna Figà-Talamanca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 2 3 44
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 0 24 2 5 7 60
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 7 10 165

Journal Article File Downloads Abstract Views
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 3 27
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 2 2 5 29 4 10 22 109
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 0 2 5 29
Conditional tail behaviour and Value at Risk 0 0 1 52 0 2 3 127
DETECTING AND MODELING TAIL DEPENDENCE 0 0 0 2 0 5 6 16
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 0 1 22 1 9 14 69
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 0 5 12 89
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 3 6 8 74
Fitting prices with a complete model 0 0 0 32 1 5 7 114
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 0 3 4 164
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 0 0 0 36 2 4 6 184
Market attention and Bitcoin price modeling: theory, estimation and option pricing 1 1 4 34 4 8 16 111
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 2 3 5 50
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 2 15 27 44
Runs tests for assessing volatility forecastability in financial time series 0 0 0 24 0 1 1 59
Spiking the Volatility Punch 0 0 0 0 0 2 2 9
Total Journal Articles 3 3 14 299 19 80 141 1,275

Chapter File Downloads Abstract Views
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 2026-03-04