Access Statistics for Enrico Scalas

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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 1 1 1 54 2 4 6 247
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 1 4 7 73
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 6 6 445
A parsimonious model for intraday European option pricing 0 0 0 19 2 2 7 105
A parsimonious model for intraday European option pricing 0 0 0 15 0 2 6 68
A spectral perspective on excess volatility 0 0 0 5 0 4 6 51
A spectral perspective on excess volatility 0 0 0 53 0 6 8 194
A stylized model for wealth distribution 0 0 1 46 0 3 8 68
Activity spectrum from waiting-time distribution 0 0 0 9 0 2 6 47
Analysis of short term price trends in daily stock-market index data 0 0 0 21 0 2 4 44
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 2 7 88
Anomalous waiting times in high-frequency financial data 0 0 0 22 0 5 8 94
Basel II for Physicists: A Discussion Paper 0 0 0 20 0 1 2 76
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 1 2 9 37
Correlations in the Bond-Future Market 0 0 0 9 0 3 5 107
Correlations in the Bond–Future Market 0 0 0 103 1 2 6 501
Coupled continuous time random walks in finance 0 0 0 9 1 8 10 82
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 0 0 1 29
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 1 2 15 9 23 42 85
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 0 3 4 98
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 389 1 4 10 845
Fractional calculus and continuous-time finance 0 0 1 395 2 7 13 1,033
Fractional calculus and continuous-time finance 0 0 0 47 2 6 13 192
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 2 10 14 1,129
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 0 1 14 172
Full characterization of the fractional Poisson process 0 0 0 19 0 6 8 88
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 0 8 14 158
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 0 2 2 24
Large scale simulation of synthetic markets 0 0 0 13 1 2 7 46
Learning short-option valuation in the presence of rare events 0 0 0 15 3 3 6 65
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 0 8 10 24
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 0 3 4 105
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 0 2 4 99
On pricing of interest rate derivatives 0 0 0 10 0 1 3 51
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 1 1 22 3 8 15 103
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 2 3 4 167
Performance of information criteria used for model selection of Hawkes process models of financial data 0 1 1 33 0 6 12 35
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 3 5 96
Speculative option valuation: A supercomputing approach 0 0 0 0 2 6 9 467
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 1 3 7 100
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 7 11 152
The Kuznets Curve and the Inequality Process 0 0 1 128 1 5 8 546
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 2 2 120
The art of fitting financial time series with Levy stable distributions 1 1 1 157 2 5 10 363
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 0 3 7 122
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 2 9 100
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 1 3 211
The rough Hawkes process 0 0 1 4 3 9 14 32
The rough Hawkes process 0 0 0 0 0 0 0 0
The value of information in a multi-agent market model 0 0 0 14 0 0 3 63
The value of information in a multi-agent market model 0 0 0 93 0 3 6 322
The value of information in financial markets: An agent-based simulation 0 0 0 37 1 1 6 121
The waiting-time distribution of LIFFE bond futures 0 0 0 8 0 1 1 54
Volatility in the Italian Stock Market: An Empirical Study 0 0 0 206 0 2 5 663
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 0 2 4 86
Waiting times between orders and trades in double-auction markets 0 0 0 18 0 7 17 105
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 1 2 3 504
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 0 4 6 110
Total Working Papers 2 5 10 3,128 45 232 447 11,212

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 1 24 1 4 7 138
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 0 4 5 7
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 2 5 38
A random telegraph signal of Mittag-Leffler type 0 0 0 2 0 0 1 12
A spectral perspective on excess volatility 0 0 0 7 1 3 11 49
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 4 5 24
Activity spectrum from waiting-time distribution 0 0 0 2 0 2 7 24
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 0 2 71 2 6 10 197
An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior 0 0 0 0 0 1 4 4
Analysis of price fluctuations in futures exchange markets 0 0 0 2 0 4 5 21
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 4 7 43
Continuous-time statistics and generalized relaxation equations 0 0 0 1 1 1 1 8
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 1 5 8 15
Correlations in the bond-future market 0 0 0 1 0 4 8 27
Coupled continuous time random walks in finance 0 0 0 4 2 4 8 34
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS 0 0 0 0 0 1 2 3
Dynamic scaling of a reaction-limited decay process 0 0 0 0 0 1 1 15
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets 0 0 0 1 0 2 2 18
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 1 2 3 6
Editorial 0 0 0 4 1 4 7 38
Editors’ foreword 0 0 0 0 0 2 3 14
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 1 4 6 8
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 0 2 7 23
Fitting the empirical distribution of intertrade durations 0 0 0 25 1 4 6 68
Fractional calculus and continuous-time finance 0 0 3 26 1 8 19 142
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 0 7 15 81
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 0 1 1 4 5 9
From Renewal Theory to High-Frequency Finance 0 0 0 11 0 3 4 49
Growth and allocation of resources in economics: The agent-based approach 0 0 0 9 0 9 11 49
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence 0 0 2 14 3 15 25 61
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 0 11 14 21
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 0 3 7 18
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 0 2 12 42
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 3 5 18
Multi-site correlation functions in two-dimensional lattice gases 0 1 1 2 1 6 8 24
On pricing of interest rate derivatives 0 0 0 11 0 2 2 40
Performance of information criteria for selection of Hawkes process models of financial data 0 1 1 5 0 4 5 17
Power laws from randomly sampled continuous-time random walks 0 0 0 0 0 5 7 26
Scaling in the market of futures 0 0 0 7 0 2 5 23
Semi-Markov Graph Dynamics 0 0 0 0 0 0 1 3
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 1 3 7 16
Statistical auditing and randomness test of lotto k/N-type games 0 0 1 10 2 10 21 76
Statistical equilibrium in simple exchange games I 0 0 0 2 0 1 3 34
Statistical equilibrium in simple exchange games I 0 0 0 12 0 5 6 43
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 0 15 0 2 6 57
Temperature and disequilibrium dependence of cluster growth 0 0 0 1 0 5 5 21
The application of continuous-time random walks in finance and economics 0 0 1 38 2 7 14 150
The distribution of first-passage times and durations in FOREX and future markets 0 0 1 2 0 4 8 36
The fractional non-homogeneous Poisson process 0 0 1 8 1 4 11 42
The rough Hawkes process 0 0 1 1 2 6 7 7
The value of information in a multi-agent market model 0 0 0 1 1 4 6 24
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 0 2 3 17
Volatility in the Italian stock market: an empirical study 0 0 0 2 0 4 8 34
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 7 10 41
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 1 3 5 45
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 2 8 11 44
Total Journal Articles 0 2 16 365 30 229 405 2,144

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 8 10 45
Total Books 0 0 0 0 0 8 10 45

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 1 5 10
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 1 2 7 48
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 1 7 12 20
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 0 1 4 5
Total Chapters 0 0 0 0 2 11 28 83

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Statistics updated 2026-04-09