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 2 9 14
A deep solver for BSDEs with jumps 0 0 0 8 4 9 27 50
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 3 12 65
Total Working Papers 0 0 0 27 4 14 48 129


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 1 4 0 1 7 22
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 1 1 6 3 9 13 38
Disentangling the relationship between Bitcoin and market attention measures 0 0 1 24 0 5 15 94
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 1 4 12 78
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 1 2 35 1 7 19 118
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 0 5 10 55
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 3 10 36 54
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 0 4 39 45
Total Journal Articles 0 2 7 107 8 45 151 504


Statistics updated 2026-06-04