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 0 145 0 1 3 435
A Multivariate Time-Changed Lévy Model for Financial Applications 0 0 0 17 0 1 4 51
A class of multivariate marked Poisson processes to model asset returns 0 0 2 7 0 1 5 28
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 23 0 0 2 61
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 0 200 1 1 3 460
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 1 2 50 1 4 8 124
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 2 5 24 0 2 10 39
Model Risk in Credit Risk 1 2 3 19 1 3 14 24
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 1 74 0 0 4 233
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 4 29 4 6 13 91
Refinement Derivatives and Values of Games 0 0 1 58 1 1 7 240
Single and joint default in a structural model with purely discontinuous assets 0 0 4 773 3 7 28 1,407
The incidence of characteristics in housing prices and offer prices 0 0 0 1 0 1 2 9
Total Working Papers 1 5 22 1,420 11 28 103 3,202

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 0 0 0 1 3
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 0 0 3 12 0 0 5 20
A Note on the Portfolio Selection Problem 0 0 0 21 0 0 4 108
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 0 2 10
Dependence calibration and portfolio fit with factor-based subordinators 1 1 1 2 1 1 2 4
Graphical models for complex networks: an application to Italian museums 0 0 0 2 0 0 2 10
Listing behaviour in the Italian real estate market 0 3 5 7 2 8 18 33
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 0 1 1 5 19
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 0 0 0 8 12
Refinement Derivatives and Values of Games 0 0 0 0 0 0 3 5
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 0 4 10 0 1 18 30
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 7 1 1 4 59
Total Journal Articles 1 4 13 66 5 12 72 313

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Statistics updated 2020-09-04