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Bellini, Fabio; Figà-Talamanca, Gianna - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 269-287

Persistent link: https://www.econbiz.de/10002111461

Does market attention affect Bitcoin returns and volatility?

Figà-Talamanca, Gianna; Patacca, Marco - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 135-155

Persistent link: https://www.econbiz.de/10012065182

Disentangling the relationship between Bitcoin and market attention measures

Figà-Talamanca, Gianna; Patacca, Marco - In: Journal of industrial and business economics 47 (2020) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012237349

Option pricing in a conditional Bilateral Gamma model

Bellini, Fabio; Mercuri, Lorenzo - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 373-390

Persistent link: https://www.econbiz.de/10010356905

Comparison Results for GARCH Processes

Bellini, Fabio - 2012

We consider the problem of stochastic comparison of general Garch-like processes, for different parameters and different distributions of the innovations. We identify several stochastic orders that are propagated from the innovations to the Garch process itself, and discuss their...

Persistent link: https://www.econbiz.de/10013107661