Narrow search
Showing 1 - 5 of 5
Cover Image
Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
Cover Image
Does market attention affect Bitcoin returns and volatility?
Figà-Talamanca, Gianna; Patacca, Marco - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10012065182
Cover Image
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 863-882
Persistent link: https://www.econbiz.de/10012795004
Cover Image
Risk management with expectiles
Bellini, Fabio; Di Bernardino, Elena - In: The European journal of finance 23 (2017) 4/6, pp. 487-506
Persistent link: https://www.econbiz.de/10011736289
Cover Image
Implicit quantiles and expectiles
Bellini, Fabio; Rroji, Edit; Sala, Carlo - In: Risk management decisions and value under uncertainty, (pp. 733-753). 2022
Persistent link: https://www.econbiz.de/10013342040