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 1 5
A deep solver for BSDEs with jumps 0 0 1 8 0 1 11 21
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 1 3 53
Total Working Papers 0 0 1 27 0 2 15 79


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 1 4 13
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 0 0 4 77
Does market attention affect Bitcoin returns and volatility? 0 0 2 14 0 0 8 66
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 30 0 0 8 95
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 2 4 45
Regime switches and commonalities of the cryptocurrencies asset class 0 0 0 7 1 1 1 17
The Quantitative Easing Bursts Bitcoin Price 0 1 1 1 1 2 2 5
Total Journal Articles 0 1 6 97 3 6 36 342


Statistics updated 2025-03-03