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 2 9 29 52
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 1 2 13 66
Total Working Papers 0 0 0 27 3 13 51 132


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 1 6 22
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 0 1 1 6 1 9 14 39
Disentangling the relationship between Bitcoin and market attention measures 0 0 0 24 0 3 14 94
Does market attention affect Bitcoin returns and volatility? 0 0 1 15 0 2 12 78
Market attention and Bitcoin price modeling: theory, estimation and option pricing 0 0 2 35 0 5 19 118
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 0 0 0 14 1 6 11 56
Regime switches and commonalities of the cryptocurrencies asset class 0 0 1 8 16 22 52 70
The Quantitative Easing Bursts Bitcoin Price 0 0 0 1 0 1 37 45
Total Journal Articles 0 1 5 107 18 49 165 522


Statistics updated 2026-07-10