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 1 448
A Multivariate Time-Changed Lévy Model for Financial Applications 0 0 1 19 0 0 1 58
A class of multivariate marked Poisson processes to model asset returns 0 1 1 12 0 2 2 38
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 0 0 0 24 0 0 0 68
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 0 0 0 206 0 0 1 473
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion 0 0 0 52 0 0 2 133
Measuring Determinants of House Prices: Listing Behaviour in Italian Real Estate Market 0 1 3 32 0 1 4 54
Model Risk in Credit Risk 0 0 0 22 0 0 1 41
Multivariate Variance Gamma and Gaussian dependence: a study with copulas 0 0 0 75 0 1 2 247
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 2 8 52 1 3 12 148
Refinement Derivatives and Values of Games 0 0 0 59 0 1 2 258
Single and joint default in a structural model with purely discontinuous assets 0 0 0 784 0 1 6 1,475
The incidence of characteristics in housing prices and offer prices 0 0 0 1 0 0 1 12
Total Working Papers 0 4 13 1,484 1 9 35 3,453

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 1 1 2 12
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS 2 2 4 35 2 2 6 75
A Note on the Portfolio Selection Problem 0 0 0 23 0 0 0 112
A note on Marked Point Processes and multivariate subordination 0 0 0 5 1 1 2 14
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 0 0 1 9
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 0 2 48
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 0 0 23
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 1 0 0 0 16
Representation of multivariate Bernoulli distributions with a given set of specified moments 0 0 0 32 0 0 4 103
Single and joint default in a structural model with purely discontinuous asset prices 0 0 0 8 0 0 2 66
Total Journal Articles 2 2 4 121 4 4 19 490
1 registered items for which data could not be found
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Statistics updated 2025-06-06