Concepedia
Statistics
Publications
15
Citations
597
H-Index
13
Active since
2004
Affiliations
Polytechnic University of Turin(Current)
University of Turin
Collegio Carlo Alberto
Patrizia Semeraro is an author at Polytechnic University of Turin specializing in business, finance, and economics.
Top concepts
BusinessFinanceEconomicsAsset PricingEconomic AnalysisManagementStatisticsEngineeringEconometricsReal Estate Price Index
Publications per year
2004–2019
A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
Patrizia Semeraro · International Journal of Theoretical and Applied Finance · 2008 · 114 citations
Multivariate Stochastic Volatility, Financial Economics, Asset Pricing +14
Multivariate time changes for Lévy asset models: Characterization and calibration
Elisa Luciano, Patrizia Semeraro · Journal of Computational and Applied Mathematics · 2009 · 109 citations
Volatility Modeling, Economics, Asset Pricing +8
Energy performance certificates in the Turin real estate market
Elena Fregonara, Diana Rolando, Patrizia Semeraro · Journal of European real estate research · 2017 · 77 citations
Housing, Economics, Residential Development +14
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators
Elisa Luciano, Patrizia Semeraro · RePEc: Research Papers in Economics · 2007 · 41 citations
Single and joint default in a structural model with purely discontinuous assets
Filo Fiorani, Elisa Luciano, Patrizia Semeraro · RePEc: Research Papers in Economics · 2007 · 37 citations
Empirical Finance, Discontinuous Assets, Structural Problem +17
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