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 2 4 452
A Multivariate Time-Changed Lévy Model for Financial Applications 0 0 0 19 1 3 3 61
A class of multivariate marked Poisson processes to model asset returns 0 0 1 12 1 7 9 45
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 0 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 4 7 7 140
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 0 1 32 1 2 3 56
Model Risk in Credit Risk 0 0 0 22 0 7 12 53
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 1 12 14 260
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 2 52 1 3 9 154
Refinement Derivatives and Values of Games 0 0 0 59 1 8 11 268
Single and joint default in a structural model with purely discontinuous assets 0 0 0 784 1 7 12 1,486
The incidence of characteristics in housing prices and offer prices 0 0 0 1 1 3 3 15
Total Working Papers 0 0 4 1,484 13 76 104 3,548

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 2 6 7 18
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 0 0 3 36 1 3 9 82
A Note on the Portfolio Selection Problem 0 0 0 23 0 2 5 117
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 3 5 18
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 2 4 5 14
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 1 9 11 59
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 3 4 27
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 1 1 1 33 2 7 11 114
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 2 6 7 73
Total Journal Articles 1 1 5 124 10 45 67 553
1 registered items for which data could not be found
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Statistics updated 2026-03-04