Marco Patacca

Available identifiers

zbMath Open patacca.marcoMaRDI QIDQ777927

List of research outcomes

Publication	Date of Publication	Type
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	2022-01-06	Paper
A change of measure formula for recursive conditional expectations	2021-11-16	Paper
Market attention and Bitcoin price modeling: theory, estimation and option pricing	2020-07-08	Paper
Does market attention affect bitcoin returns and volatility?	2019-10-23	Paper
A Continuous Time Model for Bitcoin Price Dynamics	2018-10-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Marco Patacca