Marco Patacca
Names
| first: | Marco |
| last: | Patacca |
Identifer
| RePEc Short-ID: | ppa1523 |
Contact
Affiliations
-
Università degli Studi di Roma "Tor Vergata"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza
- EDIRC entry
- location:
Research profile
author of:
- A sentiment-based model for the BitCoin: theory, estimation and option pricing (RePEc:arx:papers:1709.08621)
by Alessandra Cretarola & Gianna Fig`a-Talamanca & Marco Patacca - A change of measure formula for recursive conditional expectations (RePEc:arx:papers:2111.08359)
by Luca Di Persio & Alessandro Gnoatto & Marco Patacca - A deep solver for BSDEs with jumps (RePEc:arx:papers:2211.04349)
by Alessandro Gnoatto & Marco Patacca & Athena Picarelli - 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 - Calibrating FBSDEs Driven Models in Finance via NNs (RePEc:gam:jrisks:v:10:y:2022:i:12:p:227-:d:989166)
by Luca Di Persio & Emanuele Lavagnoli & Marco Patacca - The Quantitative Easing Bursts Bitcoin Price (RePEc:jfr:afr111:v:10:y:2021:i:3:p:65)
by Marco Patacca & Sergio Focardi - 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 - 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