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 1 1 6
A deep solver for BSDEs with jumps 0 0 1 8 0 1 10 24
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 0 1 53
Total Working Papers 0 0 1 27 0 2 12 83


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 1 1 4 1 3 8 18
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 0 5 0 0 4 25
Disentangling the relationship between Bitcoin and market attention measures 0 1 2 24 1 3 7 82
Does market attention affect Bitcoin returns and volatility? 0 1 2 15 0 2 7 68
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 3 33 0 0 6 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 0 2 18
The Quantitative Easing Bursts Bitcoin Price 0 0 1 1 0 2 5 8
Total Journal Articles 0 3 9 103 2 10 41 363


Statistics updated 2025-09-05