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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
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Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
Bistarelli, Stefano; Cretarola, Alessandra; … - In: Digital finance : smart data analytics, investment … 1 (2019) 1/4, pp. 23-46
Persistent link: https://www.econbiz.de/10012223861
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Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics
Cretarola, Alessandra; Figà-Talamanca, Gianna - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508016