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 4 7 48
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 0 24 0 2 9 62
Path properties of simulation schemes for the Heston stochastic volatility model 0 0 0 18 0 2 2 63
Total Working Papers 0 0 0 56 0 8 18 173

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 6 7 33
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 0 1 6 30 0 5 27 114
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 1 1 6 3 9 13 38
Conditional tail behaviour and Value at Risk 0 0 1 52 1 1 4 128
DETECTING AND MODELING TAIL DEPENDENCE 0 0 0 2 1 2 7 18
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 0 1 22 0 3 16 72
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 0 5 15 94
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 1 4 12 78
Fitting prices with a complete model 0 0 0 32 0 2 9 116
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 0 2 6 166
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 0 0 0 36 1 4 9 188
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 1 2 35 1 7 19 118
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 5 10 55
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 3 10 36 54
Runs tests for assessing volatility forecastability in financial time series 0 0 0 24 0 1 2 60
Spiking the Volatility Punch 0 0 0 0 0 0 2 9
Total Journal Articles 0 3 14 302 11 66 194 1,341

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 4 4 13
Total Chapters 0 0 0 3 0 4 4 13

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Statistics updated 2026-06-04