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 4 6 454
A Multivariate Time-Changed Lévy Model for Financial Applications 1 1 1 20 1 4 4 62
A class of multivariate marked Poisson processes to model asset returns 0 0 0 12 1 7 9 46
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 1 9 15 83
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 0 206 0 0 3 476
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 0 0 52 0 6 7 140
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 0 0 32 1 3 3 57
Model Risk in Credit Risk 0 0 0 22 1 4 13 54
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 0 7 14 260
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 1 52 0 2 8 154
Refinement Derivatives and Values of Games 0 0 0 59 0 7 11 268
Single and joint default in a structural model with purely discontinuous assets 0 0 0 784 0 2 11 1,486
The incidence of characteristics in housing prices and offer prices 0 0 0 1 0 3 3 15
Total Working Papers 1 1 2 1,485 7 58 107 3,555

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 4 7 18
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 1 1 4 37 1 2 10 83
A Note on the Portfolio Selection Problem 0 0 0 23 0 0 5 117
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 2 5 18
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 1 5 6 15
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 7 11 59
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 1 2 5 28
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 1 2 0 2 3 19
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 1 1 33 2 8 13 116
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 1 5 8 74
Total Journal Articles 1 2 6 125 6 37 73 559
1 registered items for which data could not be found
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Statistics updated 2026-04-09