PATACCA, MARCO
PATACCA, MARCO
Dipartimento di Economia e Finanza
A Continuous Time Model for Bitcoin Price Dynamics
2018-01-01 Cretarola, A; Figà-Talamanca, G; Patacca, M
An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk
2022-12-19 Figà-Talamanca, G; Patacca, M
Calibrating FBSDEs Driven Models in Finance via NNs
2022-01-01 Di Persio, L; Lavagnoli, E; Patacca, M
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
2021-01-01 Figà-Talamanca, G; Focardi, S; Patacca, M
Cryptocurrencies as a driver of innovation for the monetary system
2023-01-01 Figà-Talamanca, G; Focardi, S; Mazza, D; Patacca, M
Disentangling the relationship between Bitcoin and market attention measures
2020-01-01 Figà-Talamanca, G; Patacca, M
Does market attention affect Bitcoin returns and volatility?
2019-01-01 Figà-Talamanca, G; Patacca, M
Essays on Bitcoin price dynamics
2019-04-15
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper)
2019-01-01 Bistarelli, S; Cretarola, A; Figà-Talamanca, G; Mercanti, I; Patacca, M
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020-01-01 Cretarola, A; Figà-Talamanca, G; Patacca, M
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
2019-01-01 Bistarelli, S; Cretarola, A; Figà-Talamanca, G; Patacca, M
Regime switches and commonalities of the cryptocurrencies asset class
2021-01-01 Figà-Talamanca, G; Focardi, S; Patacca, M
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
2023-04-11 Cretarola, A; Figà-Talamanca, G; Patacca, M
The Quantitative Easing Bursts Bitcoin Price
2021-01-01 Patacca, M; Focardi, S
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2018 | A Continuous Time Model for Bitcoin Price Dynamics | Cretarola, A; Figà-Talamanca, G; Patacca, M | Contributo in libro | |
| 19-dic-2022 | An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk | Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2022 | Calibrating FBSDEs Driven Models in Finance via NNs | Di Persio, L; Lavagnoli, E; Patacca, M | Articolo su rivista | |
| 1-gen-2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages | Figà-Talamanca, G; Focardi, S; Patacca, M | Articolo su rivista | |
| 1-gen-2023 | Cryptocurrencies as a driver of innovation for the monetary system | Figà-Talamanca, G; Focardi, S; Mazza, D; Patacca, M | Contributo in libro | |
| 1-gen-2020 | Disentangling the relationship between Bitcoin and market attention measures | Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2019 | Does market attention affect Bitcoin returns and volatility? | Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 15-apr-2019 | Essays on Bitcoin price dynamics | - | Tesi di dottorato | |
| 1-gen-2019 | Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper) | Bistarelli, S; Cretarola, A; Figà-Talamanca, G; Mercanti, I; Patacca, M | Contributo in libro | |
| 1-gen-2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing | Cretarola, A; Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics | Bistarelli, S; Cretarola, A; Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2021 | Regime switches and commonalities of the cryptocurrencies asset class | Figà-Talamanca, G; Focardi, S; Patacca, M | Articolo su rivista | |
| 11-apr-2023 | Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps | Cretarola, A; Figà-Talamanca, G; Patacca, M | Articolo su rivista | |
| 1-gen-2021 | The Quantitative Easing Bursts Bitcoin Price | Patacca, M; Focardi, S | Articolo su rivista |