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 2 3 6 11
A deep solver for BSDEs with jumps 0 0 0 8 5 12 18 39
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 5 7 7 60
Total Working Papers 0 0 0 27 12 22 31 110


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 2 3 9 21
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 2 4 5 29
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 4 7 12 89
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 3 3 5 71
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 3 33 1 6 12 107
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 1 2 3 48
Regime switches and commonalities of the cryptocurrencies asset class 0 1 1 8 11 18 26 42
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 4 28 34 38
Total Journal Articles 0 1 7 104 28 71 106 445


Statistics updated 2026-02-12