Marco Patacca

Available identifiers

zbMath Open patacca.marcoMaRDI QIDQ777927

List of research outcomes

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
A change of measure formula for recursive conditional expectations	2024-11-06	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
A change of measure formula for recursive conditional expectations	2021-11-16	Paper
Market attention and Bitcoin price modeling: theory, estimation and option pricing	2020-07-08	Paper
Does market attention affect bitcoin returns and volatility?	2019-10-23	Paper
A Continuous Time Model for Bitcoin Price Dynamics	2018-10-12	Paper

Research outcomes over time

This page was built for person: Marco Patacca