| A multivariate variance gamma model for financial applications P Semeraro International journal of theoretical and applied finance 11 (01), 1-18, 2008 | 120 | 2008 |
| A multivariate variance gamma model for financial applications P Semeraro International journal of theoretical and applied finance 11 (01), 1-18, 2008 | 120 | 2008 |
| Multivariate time changes for Lévy asset models: Characterization and calibration E Luciano, P Semeraro Journal of Computational and Applied Mathematics 233 (8), 1937-1953, 2010 | 112 | 2010 |
| Multivariate time changes for Lévy asset models: Characterization and calibration E Luciano, P Semeraro Journal of Computational and Applied Mathematics 233 (8), 1937-1953, 2010 | 112 | 2010 |
| Energy performance certificates in the Turin real estate market E Fregonara, D Rolando, P Semeraro Journal of European Real Estate Research, 2017 | 78 | 2017 |
| The impact of house characteristics on the bargaining outcome P Semeraro, E Fregonara Journal of European Real Estate Research, 2013 | 41 | 2013 |
| The impact of house characteristics on the bargaining outcome P Semeraro, E Fregonara Journal of European Real Estate Research, 2013 | 41 | 2013 |
| Single and joint default in a structural model with purely discontinuous asset prices F Fiorani, E Luciano, P Semeraro Quantitative Finance 10 (3), 249-263, 2010 | 40 | 2010 |
| Single and joint default in a structural model with purely discontinuous asset prices F Fiorani, E Luciano, P Semeraro Quantitative Finance 10 (3), 249-263, 2010 | 40 | 2010 |
| Single and joint default in a structural model with purely discontinuous asset prices F Fiorani, E Luciano, P Semeraro Quantitative Finance 10 (3), 249-263, 2010 | 40 | 2010 |
| Dependence calibration and portfolio fit with factor-based subordinators E Luciano, M Marena, P Semeraro Quantitative Finance 16 (7), 1037-1052, 2016 | 36 | 2016 |
| Listing behaviour in the Italian real estate market R Curto, E Fregonara, P Semeraro International Journal of Housing Markets and Analysis, 2015 | 35 | 2015 |
| A generalized normal mean-variance mixture for return processes in finance E Luciano, P Semeraro International Journal of Theoretical and Applied Finance 13 (03), 415-440, 2010 | 33 | 2010 |
| A generalized normal mean-variance mixture for return processes in finance E Luciano, P Semeraro International Journal of Theoretical and Applied Finance 13 (03), 415-440, 2010 | 33 | 2010 |
| Extending time-changed Lévy asset models through multivariate subordinators E Luciano, P Semeraro Collegio Carlo Alberto Working Paper, 2007 | 25 | 2007 |
| Representation of multivariate Bernoulli distributions with a given set of specified moments R Fontana, P Semeraro Journal of Multivariate Analysis 168, 290-303, 2018 | 18 | 2018 |
| Preservation of positive and negative orthant dependence concepts under mixtures and applications F Belzunce, P Semeraro Journal of Applied Probability 41 (4), 961-974, 2004 | 18 | 2004 |
| Preservation of positive and negative orthant dependence concepts under mixtures and applications F Belzunce, P Semeraro Journal of Applied Probability 41 (4), 961-974, 2004 | 18 | 2004 |
| Model Risk in Credit Risk R Fontana, E Luciano, P Semeraro Mathematical Finance, 1-27, 2021 | 16 | 2021 |
| Multivariate Variance Gamma and Gaussian dependence: a study with copulas E Luciano, P Semeraro Mathematical and Statistical Methods for Actuarial Sciences and Finance, 193-203, 2010 | 16 | 2010 |
