Detecting bubbles in Bitcoin price dynamics via market exuberance A Cretarola, G Figà-Talamanca Annals of Operations Research 299 (1), 459-479, 2021 | 60 | 2021 |
Does market attention affect Bitcoin returns and volatility? G Figa-Talamanca, M Patacca Decisions in Economics and Finance 42 (1), 135-155, 2019 | 46 | 2019 |
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics A Cretarola, G Figà-Talamanca Economics letters 191, 108831, 2020 | 35 | 2020 |
Market attention and Bitcoin price modeling: Theory, estimation and option pricing A Cretarola, G Figà-Talamanca, M Patacca Decisions in Economics and Finance 43 (1), 187-228, 2020 | 34 | 2020 |
Disentangling the relationship between Bitcoin and market attention measures G Figà-Talamanca, M Patacca Journal of Industrial and Business Economics 47 (1), 71-91, 2020 | 26 | 2020 |
On an implicit assessment of fuzzy volatility in the Black and Scholes environment A Capotorti, G Figà-Talamanca Fuzzy Sets and Systems 223, 59-71, 2013 | 23 | 2013 |
Model-based arbitrage in multi-exchange models for bitcoin price dynamics S Bistarelli, A Cretarola, G Figà-Talamanca, M Patacca Digital Finance 1, 23-46, 2019 | 20 | 2019 |
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages G Figá-Talamanca, S Focardi, M Patacca Decisions in Economics and Finance 44, 863-882, 2021 | 18 | 2021 |
Robo-advisor acceptance: Do gender and generation matter? G Figà-Talamanca, PM Tanzi, E D’Urzo PloS one 17 (6), e0269454, 2022 | 16 | 2022 |
Is arbitrage possible in the bitcoin market?(work-in-progress paper) S Bistarelli, A Cretarola, G Figà-Talamanca, I Mercanti, M Patacca Economics of Grids, Clouds, Systems, and Services: 15th International …, 2019 | 15 | 2019 |
A sentiment-based model for the BitCoin: theory, estimation and option pricing A Cretarola, G Figà-Talamanca, M Patacca arXiv preprint arXiv:1709.08621, 2017 | 14 | 2017 |
Fitting prices with a complete model G Figà-Talamanca, ML Guerra Journal of Banking & Finance 30 (1), 247-258, 2006 | 14 | 2006 |
Regime switches and commonalities of the cryptocurrencies asset class G Figà-Talamanca, S Focardi, M Patacca The North American Journal of Economics and Finance 57, 101425, 2021 | 13 | 2021 |
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model G Figà-Talamanca Computational Statistics & Data Analysis 53 (6), 2201-2218, 2009 | 13 | 2009 |
Conditional tail behaviour and Value at Risk F Bellini, G Figà-Talamanca Quantitative Finance 7 (6), 599-607, 2007 | 12 | 2007 |
Runs tests for assessing volatility forecastability in financial time series F Bellini, G Figà-Talamanca European journal of operational research 163 (1), 102-114, 2005 | 11 | 2005 |
Blockchain and cryptocurrencies: economic and financial research A Cretarola, G Figà-Talamanca, C Grunspan Decisions in economics and finance, 1-7, 2021 | 10 | 2021 |
Detecting and modeling tail dependence F Bellini, G Figà-Talamanca International Journal of Theoretical and Applied Finance 7 (03), 269-287, 2004 | 10 | 2004 |
A continuous time model for bitcoin price dynamics A Cretarola, G Figà-Talamanca, M Patacca Mathematical and statistical methods for actuarial sciences and finance: MAF …, 2018 | 9 | 2018 |
A confidence-based model for asset and derivative prices in the bitcoin market A Cretarola, G Figà-Talamanca arXiv preprint arXiv:1702.00215, 2017 | 9 | 2017 |