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 0 0 2 242
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 0 1 3 67
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 0 3 439
A parsimonious model for intraday European option pricing 0 0 0 15 0 1 2 63
A parsimonious model for intraday European option pricing 0 0 0 19 0 1 3 101
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 1 3 46 2 3 6 63
Activity spectrum from waiting-time distribution 0 0 0 9 0 1 4 43
Analysis of short term price trends in daily stock-market index data 0 0 0 21 1 1 1 41
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 1 6 83
Anomalous waiting times in high-frequency financial data 0 0 0 22 0 1 3 88
Basel II for Physicists: A Discussion Paper 0 0 0 20 0 0 1 74
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 1 2 3 30
Correlations in the Bond-Future Market 0 0 0 9 0 1 2 103
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 1 72
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 0 0 1 28
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 1 13 1 5 11 50
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 0 0 2 94
Five Years of Continuous-time Random Walks in Econophysics 0 0 1 389 0 0 3 835
Fractional calculus and continuous-time finance 0 0 0 47 0 0 3 179
Fractional calculus and continuous-time finance 0 0 0 394 0 1 5 1,021
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 0 0 2 1,116
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 0 0 5 159
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 1 1 1 145
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 0 0 1 22
Large scale simulation of synthetic markets 0 0 0 13 0 0 2 39
Learning short-option valuation in the presence of rare events 0 0 0 15 0 0 1 59
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 0 1 3 102
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 1 1 2 49
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 1 21 2 3 7 93
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 0 0 3 163
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 0 32 0 1 2 24
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 0 1 91
Speculative option valuation: A supercomputing approach 0 0 0 0 0 1 2 459
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 1 1 2 94
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 2 2 143
The Kuznets Curve and the Inequality Process 0 0 0 127 1 1 4 539
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 0 1 118
The art of fitting financial time series with Levy stable distributions 0 0 0 156 0 0 3 354
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 0 1 3 116
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 0 2 91
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 1 208
The rough Hawkes process 0 1 2 4 1 2 5 20
The value of information in a multi-agent market model 0 0 0 93 0 0 1 317
The value of information in a multi-agent market model 0 0 0 14 1 1 3 62
The value of information in financial markets: An agent-based simulation 0 0 0 37 1 2 4 117
The waiting-time distribution of LIFFE bond futures 0 0 0 8 0 0 1 53
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 1 82
Waiting times between orders and trades in double-auction markets 0 0 0 18 0 1 4 91
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 0 0 3 501
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 0 0 2 104
Total Working Papers 0 2 8 3,120 14 38 139 10,820

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 0 2
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 0 3 34
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 0 1 38
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 0 1 19
Activity spectrum from waiting-time distribution 0 0 0 2 0 1 2 18
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 1 1 70 0 2 2 189
Analysis of price fluctuations in futures exchange markets 0 0 0 2 0 0 0 16
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 1 2 38
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 1 1 1 3 2 3 6 10
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 3 27
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 0 1 3
Editorial 0 0 0 4 0 0 0 31
Editors’ foreword 0 0 0 0 1 1 1 12
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 1 2 2 18
Fitting the empirical distribution of intertrade durations 0 0 0 25 0 0 3 62
Fractional calculus and continuous-time finance 0 1 2 25 0 2 6 127
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 0 0 3 67
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 0 1 0 0 1 5
From Renewal Theory to High-Frequency Finance 0 0 0 11 0 0 0 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 1 3 13 1 2 9 40
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 1 1 3 13
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 0 0 1 31
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 0 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 0 11 0 0 0 38
Performance of information criteria for selection of Hawkes process models of financial data 0 0 0 4 0 0 0 12
Power laws from randomly sampled continuous-time random walks 0 0 0 0 0 0 0 19
Scaling in the market of futures 0 0 0 7 1 1 2 19
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 0 9 1 2 4 58
Statistical equilibrium in simple exchange games I 0 0 0 2 2 2 3 33
Statistical equilibrium in simple exchange games I 0 0 0 12 0 0 0 37
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 1 15 0 0 2 52
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 0 4 38 0 1 8 138
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 1 1 2 3 30
The fractional non-homogeneous Poisson process 0 0 0 7 1 2 5 33
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 1 1 32
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 0 0 2 40
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 1 1 1 34
Total Journal Articles 1 4 12 355 14 28 84 1,780

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 0 3 35
Total Books 0 0 0 0 0 0 3 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 0 5
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 0 0 2 42
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 0 1 4 10
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 0 0 1 1
Total Chapters 0 0 0 0 0 1 7 58

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Statistics updated 2025-09-05