Access Statistics for Marco Patacca

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
A change of measure formula for recursive conditional expectations 0 0 0 3 0 3 7 12
A deep solver for BSDEs with jumps 0 0 0 8 2 9 20 43
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 2 9 11 64
Total Working Papers 0 0 0 27 4 21 38 119


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Calibrating FBSDEs Driven Models in Finance via NNs 0 0 1 4 0 2 8 21
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 1 3 6 30
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
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
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 3 10 38 44
Total Journal Articles 1 2 7 106 14 56 128 473


Statistics updated 2026-04-09