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 1 1 2 448
A Multivariate Time-Changed Lévy Model for Financial Applications 0 0 1 19 0 0 1 58
A class of multivariate marked Poisson processes to model asset returns 0 0 0 11 0 0 0 36
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 0 0 0 68
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 1 206 0 1 2 473
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 0 0 52 1 1 3 133
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 0 5 31 0 0 7 53
Model Risk in Credit Risk 0 0 0 22 0 1 1 41
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 0 1 1 246
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 7 50 1 1 11 145
Refinement Derivatives and Values of Games 0 0 0 59 0 0 1 257
Single and joint default in a structural model with purely discontinuous assets 0 0 1 784 1 3 8 1,474
The incidence of characteristics in housing prices and offer prices 0 0 0 1 1 1 1 12
Total Working Papers 0 0 15 1,480 5 10 38 3,444

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 1 2 1 1 3 11
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 0 0 3 33 2 2 6 73
A Note on the Portfolio Selection Problem 0 0 1 23 0 0 1 112
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 1 1 13
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 1 1 1 9
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 1 10 0 0 3 48
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 0 0 23
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 1 0 0 0 16
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 0 1 32 0 2 5 103
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 1 1 2 66
Total Journal Articles 0 0 7 119 5 8 22 486
1 registered items for which data could not be found
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Statistics updated 2025-03-03