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Market application of the fuzzy-stochastic approach in the Heston option pricing model

Figà-Talamanca, Gianna; Guerra, Maria Letizia; … - In: Finance a úvěr 62 (2012) 2, pp. 162-179

Persistent link: https://www.econbiz.de/10009740500

Fitting prices with a complete model

Figà-Talamanca, Gianna; Guerra, Maria Letizia - In: Journal of banking & finance 30 (2006) 1, pp. 247-258

Persistent link: https://www.econbiz.de/10003285602

Towards a coherent volatility pricing model: an empirical comparison

Figà-Talamanca, Gianna; Guerra, Maria Letizia - In: Financial modelling : with 74 tables : [a selection of …, (pp. 159-169). 2000

Persistent link: https://www.econbiz.de/10001484973

Spiking the volatility punch

Carr, Peter; Figà-Talamanca, Gianna - In: Applied mathematical finance 27 (2020) 6, pp. 495-520

Persistent link: https://www.econbiz.de/10012516169

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

Market attention and Bitcoin price modeling : theory, estimation and option pricing

Cretarola, Alessandra; Figà-Talamanca, Gianna; … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 187-228

Persistent link: https://www.econbiz.de/10012285396

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

Does Market Attention Affect Bitcoin Returns and Volatility?

Figà-Talamanca, Gianna - 2019

In this paper we measure market attention by applying several filters on time series for the trading volume or the SVI Google searches index. We analyze relative impact of these measures either on the mean or on the variance of Bitcoin returns by fitting non linear econometric models to...

Persistent link: https://www.econbiz.de/10012899714