The following pages link to Gianna Figà-Talamanca (Q704066):
Displaying 16 items.
- Runs tests for assessing volatility forecastability in financial time series (Q704067) (← links)
- Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- (Q2064609) (redirect page) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- \textit{SMART-or} and \textit{SMART-and} fuzzy average operators: a generalized proposal (Q2219361) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- Smart fuzzy weighted averages of information elicited through fuzzy numbers (Q2320342) (← links)
- Does market attention affect bitcoin returns and volatility? (Q2331007) (← links)
- On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432) (← links)
- A Continuous Time Model for Bitcoin Price Dynamics (Q4689051) (← links)
- Spiking the Volatility Punch (Q4994679) (← links)
- Conditional tail behaviour and Value at Risk (Q5440099) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
- An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (Q6666742) (← links)
