Gianna Figà-Talamanca

11 papers C 2Journal 5Unranked 4
YearRankTypeTitle / Venue / Authors
2024 J jnl
An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk.
Ann. Oper. Res.
Gianna Figà-Talamanca, Marco Patacca
2021 J jnl
Detecting bubbles in Bitcoin price dynamics via market exuberance.
Ann. Oper. Res.
Alessandra Cretarola, Gianna Figà-Talamanca
2019 C conf
Studying forward looking bubbles in Bitcoin/USD exchange rates.
IDEAS
Stefano Bistarelli, Gianna Figà-Talamanca, Francesco Lucarini, Ivan Mercanti
2018 — conf
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper).
GECON
Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca
2018 — conf
Two SMART Fuzzy Aggregation Operators.
WILF
Andrea Capotorti, Gianna Figà-Talamanca
2016 — conf
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model.
SMPS
Andrea Capotorti, Gianna Figà-Talamanca
2014 — conf
Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers.
IPMU (1)
Andrea Capotorti, Gianna Figà-Talamanca
2013 J jnl
On an implicit assessment of fuzzy volatility in the Black and Scholes environment.
Fuzzy Sets Syst.
Andrea Capotorti, Gianna Figà-Talamanca
2009 C conf
Fuzzy Option Value with Stochastic Volatility Models.
ISDA
Gianna Figà-Talamanca, Maria Letizia Guerra
2009 J jnl
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model.
Comput. Stat. Data Anal.
Gianna Figà-Talamanca
2005 J jnl
Runs tests for assessing volatility forecastability in financial time series.
Eur. J. Oper. Res.
Fabio Bellini, Gianna Figà-Talamanca