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 3 3 11 17
A deep solver for BSDEs with jumps 0 0 0 8 0 3 29 53
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 3 4 16 69
Total Working Papers 0 0 0 27 6 10 56 139


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 4 22
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 0 1 6 0 1 14 39
Disentangling the relationship between Bitcoin and market attention measures 0 0 0 24 0 1 13 95
Does market attention affect Bitcoin returns and volatility? 1 1 1 16 1 1 11 79
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 35 0 2 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 0 18 54 72
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 1 1 38 46
Total Journal Articles 1 1 5 108 2 25 166 529


Statistics updated 2026-09-10