Access Statistics for Patrizia Semeraro

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Normal Mean Variance Mixture for Return Processes in Finance 0 0 0 146 2 7 11 459
A Multivariate Time-Changed Lévy Model for Financial Applications 0 1 1 20 0 2 5 63
A class of multivariate marked Poisson processes to model asset returns 0 0 0 12 2 5 12 50
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 0 1 15 83
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 0 206 0 3 6 479
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 0 0 52 1 6 13 146
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 0 0 32 0 6 8 62
Model Risk in Credit Risk 0 0 0 22 0 4 16 57
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 0 2 15 262
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 0 52 0 1 7 155
Refinement Derivatives and Values of Games 0 0 0 59 0 2 12 270
Single and joint default in a structural model with purely discontinuous assets 0 0 0 784 1 3 14 1,489
The incidence of characteristics in housing prices and offer prices 0 0 0 1 0 3 6 18
Total Working Papers 0 1 1 1,485 6 45 140 3,593

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE 0 0 0 2 0 2 8 20
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 0 1 2 37 0 2 9 84
A Note on the Portfolio Selection Problem 0 0 0 23 0 1 6 118
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 3 7 21
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 0 2 7 16
Graphical models for complex networks: an application to Italian museums 0 0 0 2 0 0 0 12
Listing behaviour in the Italian real estate market 0 0 0 10 0 2 13 61
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 2 6 29
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 1 2 0 5 8 24
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 0 1 33 1 4 15 118
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 0 3 10 76
Total Journal Articles 0 1 4 125 1 26 89 579
1 registered items for which data could not be found
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Statistics updated 2026-06-04