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 0 0 0 53 1 2 4 244
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 1 2 4 70
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 4 4 5 443
A parsimonious model for intraday European option pricing 0 0 0 19 0 2 5 103
A parsimonious model for intraday European option pricing 0 0 0 15 2 5 6 68
A spectral perspective on excess volatility 0 0 0 5 4 5 6 51
A spectral perspective on excess volatility 0 0 0 53 2 2 4 190
A stylized model for wealth distribution 0 0 1 46 3 4 8 68
Activity spectrum from waiting-time distribution 0 0 0 9 2 4 7 47
Analysis of short term price trends in daily stock-market index data 0 0 0 21 2 3 4 44
Anomalous waiting times in high-frequency financial data 0 0 0 18 2 4 9 88
Anomalous waiting times in high-frequency financial data 0 0 0 22 3 3 7 92
Basel II for Physicists: A Discussion Paper 0 0 0 20 1 2 3 76
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 1 4 8 36
Correlations in the Bond-Future Market 0 0 0 9 0 1 3 104
Correlations in the Bond–Future Market 0 0 0 103 1 2 5 500
Coupled continuous time random walks in finance 0 0 0 9 7 7 9 81
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 0 1 1 29
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 1 1 2 15 8 18 27 70
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 3 4 5 98
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 389 3 6 10 844
Fractional calculus and continuous-time finance 0 1 1 395 4 8 12 1,030
Fractional calculus and continuous-time finance 0 0 0 47 1 4 9 187
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 8 9 12 1,127
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 1 11 17 172
Full characterization of the fractional Poisson process 0 0 0 19 5 7 7 87
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 6 10 12 156
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 1 1 2 23
Large scale simulation of synthetic markets 0 0 0 13 1 5 7 45
Learning short-option valuation in the presence of rare events 0 0 0 15 0 2 4 62
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 6 8 8 22
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 3 3 5 105
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 2 2 4 99
On pricing of interest rate derivatives 0 0 0 10 1 1 4 51
On the non-stationarity of financial time series: impact on optimal portfolio selection 1 1 1 22 3 4 10 98
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 1 2 3 165
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 0 32 5 9 11 34
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 2 4 5 95
Speculative option valuation: A supercomputing approach 0 0 0 0 3 4 6 464
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 2 5 7 99
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 6 8 10 151
The Kuznets Curve and the Inequality Process 0 1 1 128 4 6 9 545
The art of fitting financial time series with Levy stable distributions 0 0 0 156 2 6 7 360
The art of fitting financial time series with Levy stable distributions 0 0 0 31 1 1 1 119
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 2 3 7 121
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 1 2 210
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 2 8 10 100
The rough Hawkes process 0 0 1 4 3 5 9 26
The value of information in a multi-agent market model 0 0 0 93 3 5 6 322
The value of information in a multi-agent market model 0 0 0 14 0 1 4 63
The value of information in financial markets: An agent-based simulation 0 0 0 37 0 3 6 120
The waiting-time distribution of LIFFE bond futures 0 0 0 8 1 1 2 54
Volatility in the Italian Stock Market: An Empirical Study 0 0 0 206 2 4 5 663
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 2 2 5 86
Waiting times between orders and trades in double-auction markets 0 0 0 18 6 11 17 104
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 1 2 2 503
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 4 6 7 110
Total Working Papers 2 4 7 3,125 144 257 394 11,124

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 1 1 24 2 3 5 136
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 4 4 5 7
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 2 3 6 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 8 9 47
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 4 4 5 24
Activity spectrum from waiting-time distribution 0 0 0 2 1 4 6 23
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 0 2 71 4 5 8 195
Analysis of price fluctuations in futures exchange markets 0 0 0 2 4 5 5 21
Anomalous waiting times in high-frequency financial data 0 0 0 2 4 5 7 43
Continuous-time statistics and generalized relaxation equations 0 0 0 1 0 0 1 7
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 3 3 7 13
Correlations in the bond-future market 0 0 0 1 4 7 8 27
Coupled continuous time random walks in finance 0 0 0 4 2 3 7 32
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS 0 0 0 0 1 1 2 3
Dynamic scaling of a reaction-limited decay process 0 0 0 0 1 1 1 15
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets 0 0 0 1 1 1 1 17
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 1 2 2 5
Editorial 0 0 0 4 2 5 5 36
Editors’ foreword 0 0 0 0 2 2 3 14
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 2 2 4 6
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 2 4 7 23
Fitting the empirical distribution of intertrade durations 0 0 0 25 2 4 4 66
Fractional calculus and continuous-time finance 0 1 3 26 4 9 15 138
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 6 13 14 80
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 0 1 1 1 2 6
From Renewal Theory to High-Frequency Finance 0 0 0 11 3 4 4 49
Growth and allocation of resources in economics: The agent-based approach 0 0 0 9 6 8 8 46
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence 0 1 2 14 5 10 16 51
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 10 12 13 20
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 3 5 7 18
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 2 10 12 42
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 2 3 4 17
Multi-site correlation functions in two-dimensional lattice gases 0 0 0 1 3 5 5 21
On pricing of interest rate derivatives 0 0 0 11 2 2 2 40
Performance of information criteria for selection of Hawkes process models of financial data 0 0 0 4 3 4 4 16
Power laws from randomly sampled continuous-time random walks 0 0 0 0 3 4 5 24
Scaling in the market of futures 0 0 0 7 1 2 5 22
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 2 2 6 15
Statistical auditing and randomness test of lotto k/N-type games 0 0 1 10 2 9 13 68
Statistical equilibrium in simple exchange games I 0 0 0 2 1 1 3 34
Statistical equilibrium in simple exchange games I 0 0 0 12 5 5 6 43
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 1 15 1 4 6 56
Temperature and disequilibrium dependence of cluster growth 0 0 0 1 3 3 3 19
The application of continuous-time random walks in finance and economics 0 0 2 38 4 9 12 147
The distribution of first-passage times and durations in FOREX and future markets 0 1 1 2 3 4 7 35
The fractional non-homogeneous Poisson process 0 0 1 8 3 5 10 41
The value of information in a multi-agent market model 0 0 0 1 3 4 5 23
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 2 3 3 17
Volatility in the Italian stock market: an empirical study 0 0 0 2 4 7 8 34
Waiting times between orders and trades in double-auction markets 0 0 0 3 7 9 10 41
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 2 3 4 44
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 5 6 8 41
Total Journal Articles 0 4 15 362 150 242 330 2,061

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 6 8 8 43
Total Books 0 0 0 0 6 8 8 43

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 1 3 5 10
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 1 3 6 47
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 6 8 12 19
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 1 3 5 5
Total Chapters 0 0 0 0 9 17 28 81

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Statistics updated 2026-02-12