Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Gianna Figà‐Talamanca"'
Publikováno v:
PLoS ONE, Vol 17, Iss 6, p e0269454 (2022)
Robo-advice technology refers to services offered by a virtual financial advisor based on artificial intelligence. Research on the application of robo-advice technology already highlights the potential benefit in terms of financial inclusion. We anal
Externí odkaz:
https://doaj.org/article/4535246a301841e0baa0e17e23fe7945
Publikováno v:
Applied Stochastic Models in Business and Industry.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33ad17f5fbea40b6e0d9f0ca4981cc9b
https://doi.org/10.1002/asmb.2763
https://doi.org/10.1002/asmb.2763
Publikováno v:
Decisions in Economics and Finance. 44:863-882
In this paper, we apply dynamic factor analysis to model the joint behaviour of Bitcoin, Ethereum, Litecoin and Monero, as a representative basket of the cryptocurrencies asset class. The empirical results suggest that the basket price is suitably de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::178b1563a3c0cee01a9f01b5900e7ba5
https://doi.org/10.1007/s10203-021-00318-x
https://doi.org/10.1007/s10203-021-00318-x
Publikováno v:
Fuzzy Sets and Systems. 395:1-20
In this paper we introduce new average operators for merging any number of fuzzy numbers, without any exogenous components. The proposed n-ary operators are based on a specific adaptation of Marzullo's algorithm, and depart from the usual fuzzy arith
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2be964cffbfb9df10edb69d7f1c03325
https://doi.org/10.1016/j.fss.2019.04.027
https://doi.org/10.1016/j.fss.2019.04.027
Publikováno v:
Decisions in Economics and Finance. 43:187-228
The goal of this paper is to provide a novel quantitative framework to describe the Bitcoin price behavior, estimate model parameters and study the pricing problem for Bitcoin derivatives. To this end, we propose a continuous time model for Bitcoin p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f43127875ef4a8dfb8109d44f8dff1d
https://doi.org/10.1007/s10203-019-00262-x
https://doi.org/10.1007/s10203-019-00262-x
Publikováno v:
Annals of Operations Research. 299:459-479
Empirical evidence suggests the presence of bubble effects on Bitcoin price dynamics during its lifetime, starting in 2009. Previous research, mostly empirical, focused on statistical tests in order to detect a bubble behavior at some point in time.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eae78cc7375e2c3b489b83aaaf63d792
https://doi.org/10.1007/s10479-019-03321-z
https://doi.org/10.1007/s10479-019-03321-z
Autor:
Marco Patacca, Gianna Figà-Talamanca
Publikováno v:
Decisions in Economics and Finance. 42:135-155
In this paper, we analyze the relative impact of attention measures either on the mean or on the variance of Bitcoin returns by fitting nonlinear econometric models to historical data: Two non-overlapping subsamples are considered from January 1, 201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bfde4df0b9ab382889f321bb93a7fb2c
https://doi.org/10.1007/s10203-019-00258-7
https://doi.org/10.1007/s10203-019-00258-7
Publikováno v:
Digital Finance. 1:23-46
Bitcoin is a digital currency started in early 2009 by its inventor under the pseudonym of Satoshi Nakamoto. In the last few years, Bitcoin has received much attention and has shown a surprising price increase. Bitcoin is currently traded on many web
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c8b38890294c0163aab2e403a3bb1b8
https://doi.org/10.1007/s42521-019-00001-2
https://doi.org/10.1007/s42521-019-00001-2
In this paper we test for regime changes and possible regime commonalities in the price dynamics of Bitcoin, Ethereum, Litecoin and Monero, as representatives of the cryptocurrencies asset class. Several parametric models are considered for the joint
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42741d9b8bd891ef7b491cc42a5499eb
https://hdl.handle.net/2108/309522
https://hdl.handle.net/2108/309522
