5
H index
1
i10 index
52
Citations
Università degli Studi di Roma "Tor Vergata" | 5 H index 1 i10 index 52 Citations RESEARCH PRODUCTION: 8 Articles 3 Papers RESEARCH ACTIVITY: 5 years (2017 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa1523 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Patacca. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Decisions in Economics and Finance | 3 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year | Title of citing document |
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2024 | A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. (2024). Teng, Long ; Kapllani, Lorenc. In: Papers. RePEc:arx:papers:2404.08456. Full description at Econpapers || Download paper |
2024 | Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity. (2024). Wu, Sizhou ; Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2405.05192. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper |
2023 | Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116. Full description at Econpapers || Download paper |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper |
2023 | Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers || Download paper |
2023 | An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254. Full description at Econpapers || Download paper |
2023 | Attention allocation and cryptocurrency return co-movement: Evidence from the stock market. (2023). Urquhart, Andrew ; Shen, Dehua ; Hu, Yitong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185. Full description at Econpapers || Download paper |
2023 | Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation. (2023). Thomas, Ann Susan ; Nair, Ajithakumari Vijayappan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00519-z. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | A sentiment-based model for the BitCoin: theory, estimation and option pricing In: Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | A change of measure formula for recursive conditional expectations In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | A deep solver for BSDEs with jumps In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2022 | Calibrating FBSDEs Driven Models in Finance via NNs In: Risks. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 1 | |
2019 | Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 13 |
2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance. [Full Text][Citation analysis] | article | 8 |
2020 | Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics. [Full Text][Citation analysis] | article | 7 |
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