Access Statistics for Patrizia Semeraro

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	4	451
A Multivariate Time-Changed Lévy Model for Financial Applications	0	0	0	19	2	2	2	60
A class of multivariate marked Poisson processes to model asset returns	0	0	1	12	5	6	8	44
Dependence Calibration and Portfolio Fit with FactorBased Time Changes	0	0	0	24	8	13	14	82
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators	0	0	0	206	0	2	3	476
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion	0	0	0	52	2	3	4	136
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market	0	0	1	32	1	1	2	55
Model Risk in Credit Risk	0	0	0	22	3	7	12	53
Multivariate Variance Gamma and Gaussian dependence: a study with copulas	0	0	0	75	6	11	13	259
Pricing multivariate barrier reverse convertibles with factor-based subordinators	0	0	2	52	1	3	9	153
Refinement Derivatives and Values of Games	0	0	0	59	6	8	10	267
Single and joint default in a structural model with purely discontinuous assets	0	0	0	784	1	7	12	1,485
The incidence of characteristics in housing prices and offer prices	0	0	0	1	2	2	3	14
Total Working Papers	0	0	4	1,484	38	68	96	3,535

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	4	6	16
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS	0	0	3	36	0	3	10	81
A Note on the Portfolio Selection Problem	0	0	0	23	0	3	5	117
A note on Marked Point Processes and multivariate subordination	0	0	0	5	2	3	5	18
Dependence calibration and portfolio fit with factor-based subordinators	0	0	0	2	2	3	4	12
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	6	8	10	58
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS	0	0	0	1	1	4	4	27
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS	0	0	1	2	2	2	3	19
Representation of multivariate Bernoulli distributions with a given set of specified moments	0	0	0	32	4	5	9	112
Single and joint default in a structural model with purely discontinuous asset prices	0	0	0	8	2	4	6	71
Total Journal Articles	0	0	4	123	21	39	62	543

1 registered items for which data could not be found

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Statistics updated 2026-02-12