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 6 48
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 0 24 0 1 9 63
Path properties of simulation schemes for the Heston stochastic volatility model 0 0 0 18 2 3 5 66
Total Working Papers 0 0 0 56 2 4 20 177

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk 1 3 11 15 4 8 43 59
Blockchain and cryptocurrencies: economic and financial research 0 0 0 2 0 1 8 34
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 0 0 3 30 0 0 16 115
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 1 6 1 1 15 40
Conditional tail behaviour and Value at Risk 0 0 1 52 1 1 6 130
DETECTING AND MODELING TAIL DEPENDENCE 0 0 0 2 0 0 7 18
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 0 0 22 1 2 15 74
Disentangling the relationship between Bitcoin and market attention measures 0 0 0 24 0 1 13 95
Does market attention affect Bitcoin returns and volatility? 0 1 1 16 1 2 12 80
Fitting prices with a complete model 0 1 1 33 1 2 10 118
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 0 1 6 167
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 0 1 1 37 3 5 14 194
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 35 1 3 22 121
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 2 2 12 58
Option pricing in a sentiment-biased stochastic volatility model 2 4 8 8 2 8 35 42
Regime switches and commonalities of the cryptocurrencies asset class 1 1 2 9 1 3 54 73
Robo-advisor acceptance: Do gender and generation matter? 0 0 0 0 0 1 6 10
Runs tests for assessing volatility forecastability in financial time series 0 0 0 24 0 1 3 61
Spiking the Volatility Punch 0 0 0 0 0 1 3 10
Total Journal Articles 4 11 31 329 18 43 300 1,499

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous Time Model for Bitcoin Price Dynamics 0 0 0 0 0 1 6 6
A Statistical Test for the Heston Model 0 0 0 0 0 0 1 1
Assessing the Impact of Climate and Environmental News on Financial Markets 0 0 0 0 2 2 8 8
Cryptocurrencies as a Driver of Innovation for the Monetary System 0 0 0 3 0 0 5 14
Total Chapters 0 0 0 3 2 3 20 29

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Statistics updated 2026-10-11