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 0 40
On an implicit assessment of fuzzy volatility in the Black and Scholes environment 0 0 1 24 0 0 3 52
Path properties of simulation schemes for the Heston stochastic volatility model 0 0 0 18 0 0 1 61
Total Working Papers 0 0 1 56 0 0 4 153


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 3 3 24
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 0 0 2 24 0 1 4 86
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 2 5 0 3 8 24
Conditional tail behaviour and Value at Risk 0 0 0 51 0 0 0 124
DETECTING AND MODELING TAIL DEPENDENCE 0 0 1 2 0 0 1 10
Detecting bubbles in Bitcoin price dynamics via market exuberance 0 1 4 21 0 2 7 55
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 23 0 0 4 77
Does market attention affect Bitcoin returns and volatility? 0 0 2 14 0 1 8 66
Fitting prices with a complete model 0 0 0 32 0 0 1 107
Fuzzy uncertainty in the heston stochastic volatility model 0 0 0 0 0 0 1 160
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model 0 0 2 36 1 1 3 178
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 3 30 0 1 9 95
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 2 2 4 45
Regime switches and commonalities of the cryptocurrencies asset class 0 0 0 7 0 0 0 16
Runs tests for assessing volatility forecastability in financial time series 0 0 1 24 0 0 2 58
Spiking the Volatility Punch 0 0 0 0 0 0 1 7
Total Journal Articles 0 1 18 285 4 14 56 1,132


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 2 0 0 5 8
Total Chapters 0 0 0 2 0 0 5 8


Statistics updated 2025-02-05