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 2 3 8
A deep solver for BSDEs with jumps 0 0 0 8 1 4 8 28
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 2 2 3 55
Total Working Papers 0 0 0 27 3 8 14 91


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 0 6 18
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 2 2 3 27
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 2 2 7 84
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 0 0 2 68
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 3 33 2 4 8 103
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 1 2 4 47
Regime switches and commonalities of the cryptocurrencies asset class 1 1 1 8 5 11 13 29
The Quantitative Easing Bursts Bitcoin Price 0 0 1 1 5 7 12 15
Total Journal Articles 1 1 8 104 17 28 55 391


Statistics updated 2025-12-06