Access Statistics for Enrico Scalas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Aoki-Yoshikawa Model 0 0 1 53 1 1 3 241
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 0 0 3 66
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 1 2 5 439
A parsimonious model for intraday European option pricing 0 0 0 15 0 0 2 62
A parsimonious model for intraday European option pricing 0 0 0 19 0 0 0 98
A spectral perspective on excess volatility 0 0 0 53 0 0 0 186
A spectral perspective on excess volatility 0 0 0 5 0 0 0 45
A stylized model for wealth distribution 0 0 3 45 0 0 4 60
Activity spectrum from waiting-time distribution 0 0 0 9 0 0 1 40
Analysis of short term price trends in daily stock-market index data 0 0 0 21 0 0 0 40
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 1 2 79
Anomalous waiting times in high-frequency financial data 0 0 0 22 0 0 0 85
Basel II for Physicists: A Discussion Paper 0 0 0 20 0 0 1 73
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 0 0 1 28
Correlations in the Bond-Future Market 0 0 0 9 0 0 0 101
Correlations in the Bond–Future Market 0 0 0 103 0 0 0 495
Coupled continuous time random walks in finance 0 0 0 9 0 0 2 72
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 0 1 1 28
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 3 13 0 1 6 43
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 0 0 1 93
Five Years of Continuous-time Random Walks in Econophysics 0 0 1 389 1 1 3 835
Fractional calculus and continuous-time finance 0 0 0 47 0 1 2 178
Fractional calculus and continuous-time finance 0 0 1 394 2 3 5 1,020
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 0 0 2 1,115
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 0 1 1 155
Full characterization of the fractional Poisson process 0 0 0 19 0 0 0 80
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 0 0 0 144
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 0 0 0 21
Large scale simulation of synthetic markets 0 0 0 13 0 1 1 38
Learning short-option valuation in the presence of rare events 0 0 0 15 0 0 0 58
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 0 0 0 14
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 1 1 2 101
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 0 0 0 95
On pricing of interest rate derivatives 0 0 0 10 0 0 1 47
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 1 21 0 0 2 88
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 1 3 3 163
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 0 32 0 1 2 23
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 0 0 90
Speculative option valuation: A supercomputing approach 0 0 0 0 0 1 2 458
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 0 0 92
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 0 0 141
The Kuznets Curve and the Inequality Process 0 0 0 127 0 1 2 536
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 0 2 118
The art of fitting financial time series with Levy stable distributions 0 0 0 156 0 0 3 353
The distribution of first-passage times and durations in FOREX and future markets 0 0 1 27 0 0 2 114
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 1 208
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 0 1 90
The rough Hawkes process 0 1 2 3 1 2 9 18
The value of information in a multi-agent market model 0 0 1 14 0 0 1 59
The value of information in a multi-agent market model 0 0 1 93 0 0 1 316
The value of information in financial markets: An agent-based simulation 0 0 0 37 0 1 1 114
The waiting-time distribution of LIFFE bond futures 0 0 0 8 0 0 0 52
Volatility in the Italian Stock Market: An Empirical Study 0 0 0 206 0 0 0 658
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 0 0 0 81
Waiting times between orders and trades in double-auction markets 0 0 1 18 1 1 2 88
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 0 2 3 501
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 0 0 1 103
Total Working Papers 0 1 16 3,118 9 26 87 10,739

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Probabilistic Version of the Aoki-Yoshikawa Sectoral Productivity Model 0 0 0 23 0 0 0 131
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 0 0 1 2
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 0 2 32
A random telegraph signal of Mittag-Leffler type 0 0 0 2 0 0 0 11
A spectral perspective on excess volatility 0 0 0 7 0 1 1 38
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 1 1 19
Activity spectrum from waiting-time distribution 0 0 0 2 0 0 1 17
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 0 0 69 0 0 1 187
Analysis of price fluctuations in futures exchange markets 0 0 1 2 0 0 1 16
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 0 0 36
Continuous-time statistics and generalized relaxation equations 0 0 0 1 1 1 1 7
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 2 1 1 3 7
Correlations in the bond-future market 0 0 0 1 0 0 0 19
Coupled continuous time random walks in finance 0 0 0 4 1 1 2 26
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS 0 0 0 0 0 0 0 1
Dynamic scaling of a reaction-limited decay process 0 0 0 0 0 0 0 14
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets 0 0 0 1 0 0 0 16
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 0 1 1 3
Editorial 0 0 0 4 0 0 0 31
Editors’ foreword 0 0 0 0 0 0 0 11
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 0 0 0 2
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 0 0 1 16
Fitting the empirical distribution of intertrade durations 0 0 2 25 0 1 5 62
Fractional calculus and continuous-time finance 0 0 1 23 0 1 5 123
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 0 1 2 66
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 1 1 0 0 2 4
From Renewal Theory to High-Frequency Finance 0 0 1 11 0 0 2 45
Growth and allocation of resources in economics: The agent-based approach 0 0 0 9 0 0 0 38
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence 0 0 2 12 0 1 6 35
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 0 0 0 7
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 0 0 1 11
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 0 0 0 30
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 1 1 13
Multi-site correlation functions in two-dimensional lattice gases 0 0 0 1 0 0 0 16
On pricing of interest rate derivatives 0 0 2 11 0 0 2 38
Performance of information criteria for selection of Hawkes process models of financial data 0 0 1 4 0 0 1 12
Power laws from randomly sampled continuous-time random walks 0 0 0 0 0 0 1 19
Scaling in the market of futures 0 0 0 7 0 0 0 17
Semi-Markov Graph Dynamics 0 0 0 0 0 0 0 2
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 0 9
Statistical auditing and randomness test of lotto k/N-type games 0 0 1 9 0 0 2 55
Statistical equilibrium in simple exchange games I 0 0 0 12 0 0 1 37
Statistical equilibrium in simple exchange games I 0 0 0 2 0 1 2 31
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 0 14 0 0 2 50
Temperature and disequilibrium dependence of cluster growth 0 0 0 1 0 0 0 16
The application of continuous-time random walks in finance and economics 0 1 3 36 0 3 7 135
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 1 0 0 1 28
The fractional non-homogeneous Poisson process 0 0 0 7 0 2 3 31
The value of information in a multi-agent market model 0 0 0 1 0 0 1 18
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 0 0 0 14
Volatility in the Italian stock market: an empirical study 0 0 0 2 0 0 0 26
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 0 0 31
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 0 1 3 40
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 0 0 0 33
Total Journal Articles 0 1 15 347 3 18 66 1,734

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Finitary Probabilistic Methods in Econophysics 0 0 0 0 0 3 4 35
Total Books 0 0 0 0 0 3 4 35

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A stylized model for the continuous double auction 0 0 0 0 0 0 1 5
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 0 1 1 41
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 0 1 2 7
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 0 1 3 5 54

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03