SEMERARO, PATRIZIA
SEMERARO, PATRIZIA
Dipartimento di Scienze Matematiche
003907
"Measuring determinants of house prices: listing behaviour in the Italian real estate market"
2013 Fregonara, Elena; Semeraro, Patrizia
A class of multivariate marked Poisson processes to model asset returns
2014 Semeraro, Patrizia; Petar, Jevtic
A Generalized Normal Mean Variance Mixture for Return Processesin Finance
2010 Luciano, E.; Semeraro, Patrizia
A multivariate Variance Gamma model for financial application
2008 Semeraro, Patrizia
A note on Marked Point Processes and multivariate subordination
2017 Jevtić, Petar; Marena, Marina; Semeraro, Patrizia
A note on the multivariate generalized asymmetric Laplace motion
2019 Semeraro, Patrizia
A Note on the Portfolio Selection Problem
2005 Pellerey, Franco; Semeraro, Patrizia
A positive dependence notion based on the supermodular order
2003 Pellerey, Franco; Semeraro, Patrizia
A spatial analysis for the real estate market applications.
2017 Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia
Aging and Stochastic comparisons for a covariate failure model
2002 Pellerey, Franco; Semeraro, Patrizia
Come rendere più eque le rendite catastali in attesa della revisione degli estimi? How can land registry values be made fairer pending a review of valuations?
2014 Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia
Computational and Analytical Bounds for Multivariate Bernoulli Distributions
2022 Fontana, Roberto; Semeraro, Patrizia
Convex comparisons for discrete time claim processes with correlated risks
2002 Pellerey, Franco; Semeraro, Patrizia
Dependence calibration and portfolio fit with factor-based subordinators
2016 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Energy performance certificates in the Turin real estate market.
2017 Fregonara, Elena; Rolando, Diana; Semeraro, Patrizia
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing
2023 Fontana, R.; Semeraro, P.
Extending Time-Changed Lèvy Asset Models Through MultivariateSubordinators.
2007 Luciano, E.; Semeraro, Patrizia
Generalized normal mean variance mixture and subordinated Brownian motion.
2007 Luciano, E.; Semeraro, Patrizia
Graphical models for complex networks: an application to Italian museums
2018 Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia
High dimensional Bernoulli distributions: algebraic representation and applications
In corso di stampa Fontana, Roberto; Semeraro, Patrizia
Citazione | Data di pubblicazione | Autori | File |
---|---|---|---|
"Measuring determinants of house prices: listing behaviour in the Italian real estate market" / Fregonara, Elena; Semeraro, Patrizia. - ELETTRONICO. - (2013), pp. 172-172. (Intervento presentato al convegno European Real Estate Society - ERES Conference tenutosi a Vienna nel 3th-6th July 2013). | 1-gen-2013 | FREGONARA, ELENASEMERARO, PATRIZIA | - |
A class of multivariate marked Poisson processes to model asset returns / Semeraro, Patrizia; Petar, Jevtic (CARLO ALBERTO NOTEBOOKS). - In: Carlo Alberto NotebooksELETTRONICO. - Torino, 2014. - pp. 1-18 | 1-gen-2014 | SEMERARO, PATRIZIA + | - |
A Generalized Normal Mean Variance Mixture for Return Processesin Finance / Luciano, E.; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - 13:(2010), pp. 415-440. [10.1142/S0219024910005838] | 1-gen-2010 | SEMERARO, PATRIZIA + | - |
A multivariate Variance Gamma model for financial application / Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - STAMPA. - 11:1(2008), pp. 13-36. | 1-gen-2008 | SEMERARO, PATRIZIA | - |
A note on Marked Point Processes and multivariate subordination / Jevtić, Petar; Marena, Marina; Semeraro, Patrizia. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 122:(2017), pp. 162-167. [10.1016/j.spl.2016.11.008] | 1-gen-2017 | SEMERARO, PATRIZIA + | - |
A note on the multivariate generalized asymmetric Laplace motion / Semeraro, Patrizia. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - (2019), pp. 1-17. [10.1080/03610926.2019.1571609] | 1-gen-2019 | Semeraro, Patrizia | - |
A Note on the Portfolio Selection Problem / Pellerey, Franco; Semeraro, Patrizia. - In: THEORY AND DECISION. - ISSN 0040-5833. - 59:(2005), pp. 295-306. | 1-gen-2005 | PELLEREY, FRANCOSEMERARO, PATRIZIA | - |
A positive dependence notion based on the supermodular order / Pellerey, Franco; Semeraro, Patrizia. - (2003). | 1-gen-2003 | PELLEREY, FRANCOSEMERARO, PATRIZIA | - |
A spatial analysis for the real estate market applications / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia (STUDIES IN SYSTEMS, DECISION AND CONTROL). - In: Advances in Automated Valuation Modeling. AVM After the Non-Agency Mortgage Crisis / D'Amato, Maurizio; Kauko, Tom. - ELETTRONICO. - [s.l] : Springer International Publishing, 2017. - ISBN 978-3-319-49746-4. - pp. 163-179 [10.1007/978-3-319-49746-4_9] | 1-gen-2017 | CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA | - |
Aging and Stochastic comparisons for a covariate failure model / Pellerey, Franco; Semeraro, Patrizia. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - 39:(2002), pp. 421-425. | 1-gen-2002 | PELLEREY, FRANCOSEMERARO, PATRIZIA | - |
Come rendere più eque le rendite catastali in attesa della revisione degli estimi? How can land registry values be made fairer pending a review of valuations? / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia. - In: TERRITORIO ITALIA. - ISSN 2240-7707. - 1:(2014), pp. 61-84. [10.14609/Ti_1_14_5e] | 1-gen-2014 | CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA | - |
Computational and Analytical Bounds for Multivariate Bernoulli Distributions / Fontana, Roberto; Semeraro, Patrizia. - In: JOURNAL OF STATISTICAL THEORY AND PRACTICE. - ISSN 1559-8616. - 16:1(2022), pp. 1-12. [10.1007/s42519-021-00231-x] | 1-gen-2022 | Fontana, RobertoSemeraro, Patrizia | s42519-021-00231-x.pdf |
Convex comparisons for discrete time claim processes with correlated risks / Pellerey, Franco; Semeraro, Patrizia. - (2002), pp. 389-392. (Intervento presentato al convegno XXVI Convegno AMASES nel Verona, 11-14 settembre 2002). | 1-gen-2002 | PELLEREY, FRANCOSEMERARO, PATRIZIA | - |
Dependence calibration and portfolio fit with factor-based subordinators / Luciano, Elisa; Marena, Marina; Semeraro, Patrizia. - In: QUANTITATIVE FINANCE. - ISSN 1469-7688. - 16:7(2016), pp. 1037-1052. [10.1080/14697688.2015.1114661] | 1-gen-2016 | SEMERARO, PATRIZIA + | Dependence calibration and portfolio fit with factor based subordinators.pdf; Dependence_calibration_rev2.pdf |
Energy performance certificates in the Turin real estate market / Fregonara, Elena; Rolando, Diana; Semeraro, Patrizia. - In: JOURNAL OF EUROPEAN REAL ESTATE RESEARCH. - ISSN 1753-9269. - 10:2(2017), pp. 149-169. [10.1108/JERER-05-2016-0022] | 1-gen-2017 | FREGONARA, ELENAROLANDO, DIANASEMERARO, PATRIZIA | - |
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing / Fontana, R.; Semeraro, P.. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - 225:(2023), pp. 52-70. [10.1016/j.jspi.2022.11.005] | 1-gen-2023 | Fontana, R.Semeraro, P. | JSPI_FS.pdf; ExchBern_jspi_Rev2.pdf |
Extending Time-Changed Lèvy Asset Models Through MultivariateSubordinators / Luciano, E.; Semeraro, Patrizia. - (2007). | 1-gen-2007 | SEMERARO, PATRIZIA + | - |
Generalized normal mean variance mixture and subordinated Brownian motion / Luciano, E.; Semeraro, Patrizia. - (2007). | 1-gen-2007 | SEMERARO, PATRIZIA + | - |
Graphical models for complex networks: an application to Italian museums / Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia. - In: JOURNAL OF APPLIED STATISTICS. - ISSN 0266-4763. - (2018), pp. 2020-2038. [10.1080/02664763.2017.1406901] | 1-gen-2018 | Coscia, CristinaFontana, RobertoSemeraro, Patrizia | - |
High dimensional Bernoulli distributions: algebraic representation and applications / Fontana, Roberto; Semeraro, Patrizia. - In: BERNOULLI. - ISSN 1573-9759. - (In corso di stampa). | In corso di stampa | Fontana, RobertoSemeraro, Patrizia | 2205.12744.pdf |