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 1 2 4 45
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 0 24 0 4 7 60
Path properties of simulation schemes for the Heston stochastic volatility model 0 0 0 18 1 1 1 62
Total Working Papers 0 0 0 56 2 7 12 167


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 2 27
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 0 2 5 29 1 10 23 110
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 1 3 6 30
Conditional tail behaviour and Value at Risk 0 0 1 52 0 0 3 127
DETECTING AND MODELING TAIL DEPENDENCE 0 0 0 2 0 4 6 16
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 0 1 22 0 5 13 69
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 2 6 14 91
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 2 8 10 76
Fitting prices with a complete model 0 0 0 32 0 2 7 114
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 1 3 5 165
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 0 0 0 36 1 4 6 185
Market attention and Bitcoin price modeling: theory, estimation and option pricing 1 2 3 35 2 7 16 113
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 3 5 50
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 4 17 31 48
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 1 2 9
Total Journal Articles 1 4 13 300 14 74 150 1,289


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


Statistics updated 2026-04-09