المؤلفون: Alessandra Cretarola, Gianna Figa-Talamanca, Marco Patacca

المساهمون: Cretarola, Alessandra, Figa-Talamanca, Gianna, Patacca, Marco

مصطلحات موضوعية: Stochastic Volatility, Jumps, Regime-Switching, Sentiment Analysis, Commodities

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000968198500001; volume:40; firstpage:281; lastpage:305; numberofpages:25; journal:APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY; https://hdl.handle.net/11391/1546894

الاتاحة: https://hdl.handle.net/11391/1546894
https://doi.org/10.1002/asmb.2763

المؤلفون: Gianna Figa' Talamanca, Andrea Fronzetti Colladon, Barbara Guardabascio, Marco Patacca, and Ludovica Segneri

المساهمون: Corazza, M., Gannon, F., Legros, F., Pizzi, C., Touzé, V., FIGA' TALAMANCA, Gianna, Fronzetti Colladon, Andrea, Guardabascio, Barbara, Patacca, Marco, Ludovica Segneri, And

مصطلحات موضوعية: Sentiment analysis, GARCH models, Volatility, Risk measures, Semantic Brand Score

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-3-031-64273-9; ispartofbook:Mathematical and Statistical Methods for Actuarial Sciences and Finance; firstpage:167; lastpage:171; numberofpages:5; https://hdl.handle.net/11391/1578253; https://doi.org/10.1007/978-3-031-64273-9_28

الاتاحة: https://hdl.handle.net/11391/1578253
https://doi.org/10.1007/978-3-031-64273-9_28

المؤلفون: Gianna Figà-Talamanca, Paola Musile Tanzi, Eleonora D'Urzo

المصدر: PLoS ONE, Vol 17, Iss 6, p e0269454 (2022)

مصطلحات موضوعية: Medicine, Science

Relation: https://doi.org/10.1371/journal.pone.0269454; https://doaj.org/toc/1932-6203; https://doaj.org/article/4535246a301841e0baa0e17e23fe7945

الاتاحة: https://doi.org/10.1371/journal.pone.0269454
https://doaj.org/article/4535246a301841e0baa0e17e23fe7945

المؤلفون: Gianna Figà-Talamanca, Sergio Focardi, Davide Mazza, Marco Patacca

المساهمون: Daisy Chou, Conall O'Sullivan and Vassilios G Papavassiliou, Figà-Talamanca, G, Focardi, S, Mazza, D, Patacca, M

مصطلحات موضوعية: Money, Cryptocurrencies, Money Theory, Innovation, Central Bank Digital Currencies, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-1-80061-271-6; ispartofbook:FinTech Research and Applications Challenges and Opportunities; alleditors:Daisy Chou, Conall O'Sullivan and Vassilios G Papavassiliou; https://hdl.handle.net/2108/311075

الاتاحة: https://hdl.handle.net/2108/311075

المؤلفون: Francesco Cesarone, Gianna Figà-Talamanca, Andrea Accattoli, Francesca Luciani

المساهمون: Scientific Committee, Cesarone, Francesco, Figà-Talamanca, Gianna, Accattoli, Andrea, Luciani, Francesca

مصطلحات موضوعية: Portfolio diversification, Portfolio optimization, Performance evaluation, Cryptocurrency and Equity markets

Relation: ispartofbook:XLVII Annual Meeting of the Italian Association for Mathematics Applied to Social and Economic Sciences; XLVII Annual Meeting of the Italian Association for Mathematics Applied to Social and Economic Sciences; https://hdl.handle.net/11590/459649; https://sites.google.com/view/amases2023/programme?authuser=0

الاتاحة: https://hdl.handle.net/11590/459649
https://sites.google.com/view/amases2023/programme?authuser=0

المؤلفون: alberto burchi, gianna figa talamanca, paola musile tanzi

المساهمون: Burchi, Alberto, FIGA' TALAMANCA, Gianna, MUSILE TANZI, Paola

مصطلحات موضوعية: open banking, financial innovation, financial advisors

وصف الملف: ELETTRONICO

Relation: ispartofbook:Working Papers of the Department of Economics; serie:WORKING PAPERS OF THE DEPARTMENT OF ECONOMICS, UNIVERSITY OF PERUGIA; https://hdl.handle.net/11391/1569156

الاتاحة: https://hdl.handle.net/11391/1569156

المؤلفون: Gianna Figà-Talamanca, Marco Patacca

المساهمون: Figà-Talamanca, G, Patacca, M

مصطلحات موضوعية: Sentiment analysis, GARCH models, Volatility, Risk measures, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000900814000006; journal:ANNALS OF OPERATIONS RESEARCH; https://hdl.handle.net/2108/310515; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85144202939; https://doi.org/10.1007/s10479-022-05129-w

الاتاحة: https://hdl.handle.net/2108/310515
https://doi.org/10.1007/s10479-022-05129-w

المؤلفون: Gianna Figá-Talamanca, Sergio Focardi, Marco Patacca

المساهمون: Figá-Talamanca, Gianna, Focardi, Sergio, Patacca, Marco

مصطلحات موضوعية: Cryptocurrencies, Cointegration, Dynamic factor models, Forecasting analysis, Pair-trading

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000614654500001; firstpage:1; lastpage:20; numberofpages:20; journal:DECISIONS IN ECONOMICS AND FINANCE; http://hdl.handle.net/11562/1037159; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85100502948

الاتاحة: http://hdl.handle.net/11562/1037159
https://doi.org/10.1007/s10203-021-00318-x

المؤلفون: Gianna Figà-Talamanca, Sergio Focardi, Marco Patacca

المساهمون: Figà-Talamanca, G, Focardi, S, Patacca, M

مصطلحات موضوعية: Cryptocurrencies, Regime switching, Hidden Markov Models, Forecasting analysis, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000660013800023; volume:57; firstpage:101425; lastpage:101439; numberofpages:15; journal:THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE; https://hdl.handle.net/2108/309522; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85103733013

الاتاحة: https://hdl.handle.net/2108/309522
https://doi.org/10.1016/j.najef.2021.101425

المؤلفون: Gianna Figà-Talamanca, Peter Carr

المساهمون: Figà-Talamanca, Gianna, Carr, Peter

مصطلحات موضوعية: VIX, SPIKES, S&, P500, American options

وصف الملف: STAMPA

Relation: volume:27; issue:6; firstpage:495; lastpage:520; numberofpages:26; journal:APPLIED MATHEMATICAL FINANCE; https://hdl.handle.net/11391/1452216

الاتاحة: https://hdl.handle.net/11391/1452216
https://doi.org/10.1080/1350486X.2021.1893196

المؤلفون: Gianna Figà-Talamanca, Marco Patacca

المساهمون: Figà-Talamanca, G, Patacca, M

مصطلحات موضوعية: Bitcoin, Investor attention, VAR models, GARCH models, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000710548900003; volume:47; issue:1; firstpage:71; lastpage:91; numberofpages:21; journal:ECONOMIA E POLITICA INDUSTRIALE; https://hdl.handle.net/2108/309523; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85071421269

الاتاحة: https://hdl.handle.net/2108/309523
https://doi.org/10.1007/s40812-019-00133-x

المؤلفون: Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca

المساهمون: Cretarola, A, Figà-Talamanca, G, Patacca, M

مصطلحات موضوعية: Bitcoin, Sentiment, Option pricing, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-3-319-89823-0; ispartofbook:Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018; firstpage:273; lastpage:277; numberofpages:5; https://hdl.handle.net/2108/309520; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85069443555

الاتاحة: https://hdl.handle.net/2108/309520
https://doi.org/10.1007/978-3-319-89824-7_49

المؤلفون: Alessandra Cretarola, Gianna Figà-Talamanca

المساهمون: Asma Salman, Cretarola, Alessandra, FIGA' TALAMANCA, Gianna

مصطلحات موضوعية: Bitcoin, market attention, arbitrage, option pricing, bubbles

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-1-83881-208-9; ispartofbook:Blockchain and Cryptocurrencies; numberofpages:18; http://hdl.handle.net/11391/1445880; https://www.intechopen.com/online-first/modeling-bitcoin-price-and-bubbles/

الاتاحة: http://hdl.handle.net/11391/1445880
https://doi.org/10.5772/intechopen.79386
https://www.intechopen.com/online-first/modeling-bitcoin-price-and-bubbles/

المؤلفون: Gianna Figà-Talamanca, Marco Patacca

المساهمون: Figà-Talamanca, G, Patacca, M

مصطلحات موضوعية: Bitcoin, Market attention, ARMA time series models, GARCH time series models, Box-Jenkins procedure, Forecasting analysis, Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000482243800008; volume:42; issue:1; firstpage:135; lastpage:155; numberofpages:21; journal:DECISIONS IN ECONOMICS AND FINANCE; https://hdl.handle.net/2108/309516; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85068152458

الاتاحة: https://hdl.handle.net/2108/309516
https://doi.org/10.1007/s10203-019-00258-7

المؤلفون: Gianna Figa-Talamanca, Maria Letizia Guerra

المصدر: Finance a uver - Czech Journal of Economics and Finance. 62:162-179

مصطلحات موضوعية: jel:D81, fuzzy numbers, stochastic volatility, risk-neutral measure, option pricing, jel:C13, jel:G13

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::92a823642565bbf83a00a79fba8c4c48
http://journal.fsv.cuni.cz/storage/1245_figa.pdf

المؤلفون: LAERTE SORINI, MARIA LETIZIA GUERRA, LUCIANO STEFANINI, GIANNA FIGA' TALAMANCA

المساهمون: Sorini, Laerte, Guerra, MARIA LETIZIA, Stefanini, Luciano, FIGA' TALAMANCA, Gianna

مصطلحات موضوعية: Fuzzy Numbers, Extension Principle,Sensitivity Analysis

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/isbn/9788024823515; info:eu-repo/semantics/altIdentifier/wos/WOS:000392032900005; ispartofbook:Procedings of the 47th meeting of the Euro Working Group on Financial Modelling; 47th meeting of the Euro Working Group on Financial Modelling; firstpage:63; lastpage:72; numberofpages:10; http://hdl.handle.net/11576/2511145

الاتاحة: http://hdl.handle.net/11576/2511145

المؤلفون: Alessandra Cretarola, Gianna Figà-Talamanca, PATACCA, MARCO

المساهمون: Cretarola, Alessandra, FIGA' TALAMANCA, Gianna, Patacca, Marco

مصطلحات موضوعية: BitCoin, Sentiment, Stochastic Models, Equivalent Martingale Measure, Option Pricing, Likelihood

وصف الملف: ELETTRONICO

Relation: http://hdl.handle.net/11391/1428323; https://ssrn.com/abstract=3042029

الاتاحة: http://hdl.handle.net/11391/1428323
https://doi.org/10.2139/ssrn.3042029
https://ssrn.com/abstract=3042029

المؤلفون: Alessandra Cretarola, Gianna Figà-Talamanca

Relation: http://link.springer.com/10.1007/s10479-019-03321-z

الاتاحة: http://link.springer.com/10.1007/s10479-019-03321-z

المؤلفون: Gianna Figa-Talamanca, Maria Letizia Guerra

Relation: http://journal.fsv.cuni.cz/storage/1245_figa.pdf

الاتاحة: http://journal.fsv.cuni.cz/storage/1245_figa.pdf

المؤلفون: Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca

Relation: http://link.springer.com/10.1007/s10203-019-00262-x

الاتاحة: http://link.springer.com/10.1007/s10203-019-00262-x