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 8 14
A deep solver for BSDEs with jumps 0 0 0 8 1 7 29 53
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 1 13 66
Total Working Papers 0 0 0 27 1 8 50 133


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 4 0 0 5 22
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 1 6 0 4 14 39
Disentangling the relationship between Bitcoin and market attention measures 0 0 0 24 1 1 14 95
Does market attention affect Bitcoin returns and volatility? 0 0 0 15 0 1 10 78
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 35 2 3 21 120
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 1 11 56
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 2 21 54 72
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 0 0 37 45
Total Journal Articles 0 0 4 107 5 31 166 527


Statistics updated 2026-08-07