Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Patrizia Semeraro"'
Publikováno v:
Territorio Italia, Vol 2014, Iss 1/14, Pp 59-82 (2014)
This study proposes an operational methodology for determining correction coefficients to apply to land registry values, determined on the basis of the marginal contribution of the location of a property to its market value. The importance of locati
Externí odkaz:
https://doaj.org/article/e9c0a03fd0c444cbba313fc889ddbdc7
Publikováno v:
Territorio Italia, Vol 2014, Iss 1/14, Pp 61-84 (2014)
Il presente lavoro propone una metodologia operativa per la definizione di coefficienti correttivi da applicare alle rendite catastali, definiti sulla base del contributo marginale della posizione al prezzo di mercato. L’importanza della posizione
Externí odkaz:
https://doaj.org/article/911d59fc650f40b7bbc65d68013764bb
Publikováno v:
Territorio Italia, Vol 2012, Iss 1/12, Pp 55-72 (2012)
Il problema della trasparenza del mercato immobiliare in Italia implica che molte analisi debbano essere fatte utilizzando i prezzi di offerta e che questi ultimi siano anche utilizzati dagli operatori del settore a fini estimativi. Nonostante l’im
Externí odkaz:
https://doaj.org/article/25d07fd80af54291a3ce4b8c098b3c02
Publikováno v:
Aestimum, Iss 65 (2015)
The recent dispositions related to the energy performance of buildings, launched by the European Directives 2002/91/EC and 2010/31/EU, turned attention to the Energy Performance Certificate (EPC). The aim of this study is to investigate the economic
Externí odkaz:
https://doaj.org/article/b0f509f79f1a4d45af622bd954261b8c
Publikováno v:
Aestimum, Iss 60 (2012)
In the study of variables affecting the determination of property prices, the spatial component is playing an increasingly significant role. In order to quantify the property value variability due to its location, it is necessary to resort to spatial
Externí odkaz:
https://doaj.org/article/c45f575da6ec465fa3d185ceb83b5c96
This paper builds a multivariate L\'evy-driven Ornstein-Uhlenbeck process for the management of non-maturing deposits, that are a major source of funding for banks. The contribution of the paper is both theoretical and operational. On the theoretical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3138e912317c6849b9b27d8bff271454
https://hdl.handle.net/11583/2978235
https://hdl.handle.net/11583/2978235
This paper studies the consequences of capturing non-linear dependence among the covariates that drive the default of different obligors and the overall riskiness of their credit portfolio. Joint default modeling is, without loss of generality, the c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bbe74d8b53890aa3e9733ee654bdf062
http://arxiv.org/abs/2205.01524
http://arxiv.org/abs/2205.01524
Autor:
Roberto Fontana, Patrizia Semeraro
Building on a new but simple method to characterize multivariate Bernoulli variables with given means, we investigate their dependence structure. We evaluate on some computational examples whether the assumption of exchangeability is binding. This is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ee32987d5b00f564e31f3371e6706c3
http://hdl.handle.net/11583/2951774
http://hdl.handle.net/11583/2951774
Autor:
Patrizia Semeraro
Publikováno v:
Communications in Statistics - Theory and Methods. 49:2339-2355
In this note, we use multivariate subordination to introduce a multivariate extension of the generalized asymmetric Laplace motion. The class introduced provides a unified framework for several mul...
Autor:
Patrizia Semeraro
We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a multiparameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8646e228217f7db945dbcfb386a5ad8