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 0 0 5
A deep solver for BSDEs with jumps 0 0 1 8 0 2 11 23
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 0 3 53
Total Working Papers 0 0 1 27 0 2 14 81


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 0 3 1 2 4 14
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 0 0 5 24
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 23 2 2 6 79
Does market attention affect Bitcoin returns and volatility? 0 0 1 14 0 0 6 66
Market attention and Bitcoin price modeling: theory, estimation and option pricing 1 3 5 33 2 4 12 99
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 0 2 45
Regime switches and commonalities of the cryptocurrencies asset class 0 0 0 7 0 1 1 17
The Quantitative Easing Bursts Bitcoin Price 0 0 1 1 0 2 3 6
Total Journal Articles 1 3 8 100 5 11 39 350


Statistics updated 2025-05-12