Pubblicazioni

Expectile hidden Markov regression models for analyzing cryptocurrency returns

2024 - STATISTICS AND COMPUTING
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

The Doge of Wall Street: Analysis and Detection of Pump and Dump Cryptocurrency Manipulations

2023 - ACM TRANSACTIONS ON INTERNET TECHNOLOGY
LA MORGIA, Massimo; Mei, Alessandro; Sassi, Francesco; Stefa, Julinda

Democratizing money? The role of cryptocurrencies

2023 - PSL QUARTERLY REVIEW
Corsi, Marcella; Temperini, Jacopo

Forecasting cryptocurrencies log-returns. A LASSO-VAR and sentiment approach

2023 - APPLIED ECONOMICS
Ciganovic, M.; D'Amario, F.

On the state-of-the-art of FinTech world and the initial approach of central banks

2022 - INTERNATIONAL JOURNAL OF FINANCIAL INNOVATION IN BANKING
Bellini, Francesco; Vassalli, Federica

Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model

2022 - Book of the Short Papers
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

Modeling innovation in the cryptocurrency ecosystem

2022 - SCIENTIFIC REPORTS
Marzo, Giordano De; Pandolfelli, Francesco; Servedio, Vito D P

Betting on bitcoin: a profitable trading between directional and shielding strategies

2021 - DECISIONS IN ECONOMICS AND FINANCE
De Angelis, Paolo; De Marchis, R; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata

Pump and dumps in the Bitcoin era: real time detection of cryptocurrency market manipulations

2020 - Proceedings - International Conference on Computer Communications and Networks (ICCCN)
La Morgia, Massimo; Mei, Alessandro; Sassi, Francesco; Stefa, Julinda

La smaterializzazione dei segni monetarî: considerazioni civilistiche

2018 - RAGION PRATICA
Campagna, M. F.

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