Gianna Figà-Talamanca

Available identifiers

Publication	Date of Publication	Type
An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk	2025-01-20	Paper
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps	2024-07-30	Paper
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	2022-01-06	Paper
Detecting bubbles in bitcoin price dynamics via \textit{market exuberance}	2021-11-08	Paper
Spiking the Volatility Punch	2021-06-21	Paper
\textit{SMART-or} and \textit{SMART-and} fuzzy average operators: a generalized proposal	2021-01-20	Paper
Market attention and Bitcoin price modeling: theory, estimation and option pricing	2020-07-08	Paper
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics	2020-07-07	Paper
Does market attention affect bitcoin returns and volatility?	2019-10-23	Paper
Smart fuzzy weighted averages of information elicited through fuzzy numbers	2019-08-22	Paper
A Continuous Time Model for Bitcoin Price Dynamics	2018-10-12	Paper
On an implicit assessment of fuzzy volatility in the Black and Scholes environment	2014-04-14	Paper
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model	2010-03-30	Paper
Conditional tail behaviour and Value at Risk	2008-01-31	Paper
Runs tests for assessing volatility forecastability in financial time series	2005-01-12	Paper

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