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 0 7 48
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 0 24 1 1 9 63
Path properties of simulation schemes for the Heston stochastic volatility model 0 0 0 18 1 1 3 64
Total Working Papers 0 0 0 56 2 2 19 175


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 1 1 8 34
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 0 0 6 30 0 1 26 115
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 1 6 0 4 14 39
Conditional tail behaviour and Value at Risk 0 0 1 52 0 2 5 129
DETECTING AND MODELING TAIL DEPENDENCE 0 0 0 2 0 1 7 18
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 0 0 22 1 1 15 73
Disentangling the relationship between Bitcoin and market attention measures 0 0 0 24 1 1 14 95
Does market attention affect Bitcoin returns and volatility? 0 0 0 15 0 1 10 78
Fitting prices with a complete model 0 0 0 32 0 0 9 116
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 1 1 6 167
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 1 1 1 37 1 3 10 190
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 35 2 3 21 120
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 1 11 56
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 2 21 54 72
Runs tests for assessing volatility forecastability in financial time series 0 0 0 24 1 1 3 61
Spiking the Volatility Punch 0 0 0 0 0 0 2 9
Total Journal Articles 1 1 12 303 10 42 215 1,372


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 0 3 0 1 5 14
Total Chapters 0 0 0 3 0 1 5 14


Statistics updated 2026-08-07