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SEMERARO, PATRIZIA

SEMERARO, PATRIZIA  

Dipartimento di Scienze Matematiche  

003907  

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Risultati 1 - 20 di 35 (tempo di esecuzione: 0.025 secondi).
Citazione Data di pubblicazione Autori File
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 -
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
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
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
Listing behaviour in the Italian real estate market / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS. - ISSN 1753-8270. - 8:1(2015), pp. 97-117. [10.1108/IJHMA-01-2014-0003] 1-gen-2015 CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA IJHMA-01-2014-0003.pdf
Market Basket Analysis for studying cultural Consumer Behaviour: AMTP Card-Holders / Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia. - In: STATISTICA APPLICATA. - ISSN 1125-1964. - STAMPA. - 26:2(2016), pp. 73-92. 1-gen-2016 COSCIA, CRISTINAFONTANA, ROBERTOSEMERARO, PATRIZIA -
Microzone e Valori: Analisi in un Mercato Immobiliare Dinamico / Semeraro, Patrizia. - In: VALORI E VALUTAZIONI. - ISSN 2036-2404. - 6:(2011), pp. 155-173. 1-gen-2011 SEMERARO, PATRIZIA -
Model risk in credit risk / Fontana, R.; Luciano, E.; Semeraro, P.. - In: MATHEMATICAL FINANCE. - ISSN 0960-1627. - STAMPA. - (2020). [10.1111/mafi.12285] 1-gen-2020 Fontana R.Semeraro P. + Exchangeable_second_rev.pdf; mafi.12285.pdf
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS / Marena, Marina; Romeo, Andrea; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - (2018), p. 1850005. [10.1142/S021902491850005X] 1-gen-2018 ROMEO, ANDREASemeraro, Patrizia + -
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows / Jevtic, Petar; Marena, Marina; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - (2019). [10.1142/S0219024918500589] 1-gen-2019 Semeraro, Patrizia + -
Multivariate tempered stable additive subordination for financial models / Semeraro, Patrizia. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - (2022). [10.1007/s11579-022-00321-9] 1-gen-2022 Semeraro, Patrizia Semeraro2022_Article_MultivariateTemperedStableAddi.pdf