PATRIZIA SEMERARO

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Associate Professor

Componente Commissione Open Access di Ateneo
Member of Interdepartmental Center (R3C - Responsible Risk Resilience Centre)

+39 0110907536 / 7536 (DISMA)

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Most recent publications

Fontana, Roberto; Semeraro, Patrizia (2022)
Computational and Analytical Bounds for Multivariate Bernoulli Distributions. In: JOURNAL OF STATISTICAL THEORY AND PRACTICE, vol. 16, pp. 1-12. ISSN 1559-8616 Download fulltext
Fontana, R.; Luciano, E.; Semeraro, P. (2020)
Model risk in credit risk. In: MATHEMATICAL FINANCE. ISSN 0960-1627
Di Nardo, E.; Marena, M.; Semeraro, P. (2020)
On non-linear dependence of multivariate subordinated Lévy processes. In: STATISTICS & PROBABILITY LETTERS, vol. 166. ISSN 0167-7152
Semeraro, Patrizia (2019)
A note on the multivariate generalized asymmetric Laplace motion. In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, pp. 1-17. ISSN 0361-0926
Jevtic, Petar; Marena, Marina; Semeraro, Patrizia (2019)
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows. In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. ISSN 0219-0249
Fontana, Roberto; Semeraro, Patrizia (2018)
Representation of multivariate Bernoulli distributions with a given set of specified moments. In: JOURNAL OF MULTIVARIATE ANALYSIS, vol. 168, pp. 290-303. ISSN 0047-259X
Marena, Marina; Romeo, Andrea; Semeraro, Patrizia (2018)
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS. In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. ISSN 0219-0249
Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia (2018)
Graphical models for complex networks: an application to Italian museums. In: JOURNAL OF APPLIED STATISTICS, pp. 2020-2038. ISSN 0266-4763
Curto, Rocco; Fregonara, Elena; Semeraro, Patrizia (2017)
A spatial analysis for the real estate market applications.. In: Advances in Automated Valuation Modeling. AVM After the Non-Agency Mortgage Crisis / D'Amato, Maurizio; Kauko, Tom, S.L., Springer International Publishing, pp. 163-179. ISBN: 978-3-319-49746-4
Fregonara, Elena; Rolando, Diana; Semeraro, Patrizia (2017)
Energy performance certificates in the Turin real estate market.. In: JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, vol. 10, pp. 149-169. ISSN 1753-9269
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