Gianna Figà-Talamanca
Names
| first: |
Gianna |
| last: |
Figà-Talamanca |
Identifer
Contact
Affiliations
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Università degli Studi di Perugia
/ Dipartimento di Economia
Research profile
author of:
- Regime switches and commonalities of the cryptocurrencies asset class (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577)
by Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco - Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203)
by Cretarola, Alessandra & Figà-Talamanca, Gianna - Runs tests for assessing volatility forecastability in financial time series (RePEc:eee:ejores:v:163:y:2005:i:1:p:102-114)
by Bellini, Fabio & Figa-Talamanca, Gianna - Fitting prices with a complete model (RePEc:eee:jbfina:v:30:y:2006:i:1:p:247-258)
by Figa-Talamanca, Gianna & Guerra, Maria Letizia - Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model (RePEc:fau:fauart:v:62:y:2012:i:2:p:162-179)
by Gianna Figa-Talamanca & Maria Letizia Guerra - Fuzzy uncertainty in the heston stochastic volatility model (RePEc:fzy:fuzeco:v:xvi:y:2011:i:2:p:3-19)
by Figà-Talamanca, G. & Guerra, M.L. & Stefanini, L. - On an implicit assessment of fuzzy volatility in the Black and Scholes environment (RePEc:pia:wpaper:106/2012)
by Andrea Capotorti & Gianna Figa'-Talamanca - Limit results for discretely observed stochastic volatility models with leverage e¤ect (RePEc:pia:wpaper:63/2008)
by Gianna Figà-Talamanca - Path properties of simulation schemes for the Heston stochastic volatility model (RePEc:pia:wpaper:68/2008)
by Gianna Figà-Talamanca - Detecting bubbles in Bitcoin price dynamics via market exuberance (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03321-z)
by Alessandra Cretarola & Gianna Figà-Talamanca - Does market attention affect Bitcoin returns and volatility? (RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7)
by Gianna Figá-Talamanca & Marco Patacca - Market attention and Bitcoin price modeling: theory, estimation and option pricing (RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x)
by Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca - Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x)
by Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca - Blockchain and cryptocurrencies: economic and financial research (RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3)
by Alessandra Cretarola & Gianna Figà-Talamanca & Cyril Grunspan - Model-based arbitrage in multi-exchange models for Bitcoin price dynamics (RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00001-2)
by Stefano Bistarelli & Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca - Disentangling the relationship between Bitcoin and market attention measures (RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x)
by Gianna Figà-Talamanca & Marco Patacca - Spiking the Volatility Punch (RePEc:taf:apmtfi:v:27:y:2020:i:6:p:495-520)
by Peter Carr & Gianna Figà-Talamanca - Conditional tail behaviour and Value at Risk (RePEc:taf:quantf:v:7:y:2007:i:6:p:599-607)
by Fabio Bellini & Gianna Figa-talamanca - Detecting And Modeling Tail Dependence (RePEc:wsi:ijtafx:v:07:y:2004:i:03:n:s0219024904002426)
by Fabio Bellini & Gianna Figà-Talamanca - Cryptocurrencies as a Driver of Innovation for the Monetary System (RePEc:wsi:wschap:9781800612723_0003)
by Gianna Figà-Talamanca & Sergio M. Focardi & Davide Mazza & Marco Patacca