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	2	2	3	450
A Multivariate Time-Changed Lévy Model for Financial Applications	0	0	0	19	0	0	0	58
A class of multivariate marked Poisson processes to model asset returns	0	0	1	12	0	0	2	38
Dependence Calibration and Portfolio Fit with FactorBased Time Changes	0	0	0	24	0	1	1	69
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators	0	0	0	206	0	1	2	474
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion	0	0	0	52	0	0	1	133
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market	0	0	1	32	0	0	1	54
Model Risk in Credit Risk	0	0	0	22	0	2	6	46
Multivariate Variance Gamma and Gaussian dependence: a study with copulas	0	0	0	75	0	1	3	248
Pricing multivariate barrier reverse convertibles with factor-based subordinators	0	0	2	52	1	2	7	151
Refinement Derivatives and Values of Games	0	0	0	59	1	2	3	260
Single and joint default in a structural model with purely discontinuous assets	0	0	0	784	1	3	8	1,479
The incidence of characteristics in housing prices and offer prices	0	0	0	1	0	0	1	12
Total Working Papers	0	0	4	1,484	5	14	38	3,472

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	0	0	2	12
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS	0	0	3	36	1	2	8	79
A Note on the Portfolio Selection Problem	0	0	0	23	1	2	3	115
A note on Marked Point Processes and multivariate subordination	0	0	0	5	0	1	3	15
Dependence calibration and portfolio fit with factor-based subordinators	0	0	0	2	1	1	2	10
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	2	2	50
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS	0	0	0	1	1	1	1	24
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS	0	0	1	2	0	0	1	17
Representation of multivariate Bernoulli distributions with a given set of specified moments	0	0	0	32	0	3	6	107
Single and joint default in a structural model with purely discontinuous asset prices	0	0	0	8	0	0	2	67
Total Journal Articles	0	0	4	123	4	12	30	508

1 registered items for which data could not be found

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Statistics updated 2025-12-06