Marco Patacca

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk Annals of Operations Research	2025-01-20	Paper
A change of measure formula for recursive conditional expectations International Journal of Theoretical and Applied Finance	2024-11-06	Paper
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps Applied Stochastic Models in Business and Industry	2024-07-30	Paper
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages Decisions in Economics and Finance	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 Decisions in Economics and Finance	2020-07-08	Paper
Does market attention affect bitcoin returns and volatility? Decisions in Economics and Finance	2019-10-23	Paper
A continuous time model for bitcoin price dynamics Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper

Research outcomes over time

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