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 0 0 11 459
A Multivariate Time-Changed Lévy Model for Financial Applications 0 0 1 20 0 0 5 63
A class of multivariate marked Poisson processes to model asset returns 0 0 0 12 0 0 12 50
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 0 1 16 84
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 0 206 1 1 7 480
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 0 0 52 0 0 13 146
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 0 0 32 0 0 8 62
Model Risk in Credit Risk 0 0 0 22 0 2 14 60
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 0 2 16 264
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 0 52 1 2 7 157
Refinement Derivatives and Values of Games 0 0 0 59 0 1 13 271
Single and joint default in a structural model with purely discontinuous assets 0 0 0 784 0 0 14 1,491
The incidence of characteristics in housing prices and offer prices 0 0 0 1 1 1 7 19
Total Working Papers 0 0 1 1,485 3 10 143 3,606

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 1 1 1 3 2 2 10 22
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 0 1 2 38 0 2 9 86
A Note on the Portfolio Selection Problem 0 0 0 23 0 1 6 119
A note on Marked Point Processes and multivariate subordination 0 0 0 5 0 1 8 22
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 1 1 8 17
Graphical models for complex networks: an application to Italian museums 0 0 0 2 0 2 2 14
Listing behaviour in the Italian real estate market 0 0 0 10 0 1 14 62
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 1 7 30
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 2 0 1 8 25
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 0 1 33 1 2 15 120
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 2 3 12 79
Total Journal Articles 1 2 4 127 6 17 99 596
1 registered items for which data could not be found
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Statistics updated 2026-10-11