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 1 3 243
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 0 1 2 68
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 0 2 439
A parsimonious model for intraday European option pricing 0 0 0 15 3 3 4 66
A parsimonious model for intraday European option pricing 0 0 0 19 0 0 3 101
A spectral perspective on excess volatility 0 0 0 5 1 2 2 47
A spectral perspective on excess volatility 0 0 0 53 0 2 2 188
A stylized model for wealth distribution 0 0 1 46 0 1 4 64
Activity spectrum from waiting-time distribution 0 0 0 9 0 0 3 43
Analysis of short term price trends in daily stock-market index data 0 0 0 21 0 0 1 41
Anomalous waiting times in high-frequency financial data 0 0 0 22 0 1 4 89
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 1 6 84
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 0 2 4 32
Correlations in the Bond-Future Market 0 0 0 9 1 1 3 104
Correlations in the Bond–Future Market 0 0 0 103 0 3 3 498
Coupled continuous time random walks in finance 0 0 0 9 0 2 2 74
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 1 1 2 29
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 1 1 14 3 5 13 55
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 1 1 2 95
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 389 0 3 4 838
Fractional calculus and continuous-time finance 1 1 1 395 1 2 6 1,023
Fractional calculus and continuous-time finance 0 0 0 47 0 4 6 183
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 0 2 3 1,118
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 4 6 11 165
Full characterization of the fractional Poisson process 0 0 0 19 1 1 1 81
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 1 2 3 147
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 1 2 4 41
Learning short-option valuation in the presence of rare events 0 0 0 15 1 2 3 61
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 1 1 1 15
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 0 0 2 102
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 0 2 2 97
On pricing of interest rate derivatives 0 0 0 10 0 1 3 50
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 0 21 1 2 7 95
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 2 3 5 27
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 1 2 92
Speculative option valuation: A supercomputing approach 0 0 0 0 0 1 3 460
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 2 2 4 96
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 1 1 3 144
The Kuznets Curve and the Inequality Process 1 1 1 128 1 1 5 540
The art of fitting financial time series with Levy stable distributions 0 0 0 156 1 1 2 355
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 0 0 118
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 1 3 5 119
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 1 2 2 210
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 1 2 3 93
The rough Hawkes process 0 0 2 4 2 3 7 23
The value of information in a multi-agent market model 0 0 0 14 0 0 3 62
The value of information in a multi-agent market model 0 0 0 93 2 2 3 319
The value of information in financial markets: An agent-based simulation 0 0 0 37 3 3 7 120
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 1 1 659
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 0 2 3 84
Waiting times between orders and trades in double-auction markets 0 0 0 18 2 4 8 95
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 0 0 1 104
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 0 0 2 501
Total Working Papers 2 3 6 3,123 42 89 196 10,909

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 1 1 1 24 1 3 3 134
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 0 1 1 3
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 1 3 35
A random telegraph signal of Mittag-Leffler type 0 0 0 2 0 1 1 12
A spectral perspective on excess volatility 0 0 0 7 0 1 2 39
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 1 2 20
Activity spectrum from waiting-time distribution 0 0 0 2 1 2 3 20
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 1 2 71 0 1 3 190
Analysis of price fluctuations in futures exchange markets 0 0 0 2 1 1 1 17
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 0 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 0 0 1 3 0 0 4 10
Correlations in the bond-future market 0 0 0 1 1 2 2 21
Coupled continuous time random walks in finance 0 0 0 4 1 3 5 30
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS 0 0 0 0 0 1 1 2
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 1 1 1 32
Editors’ foreword 0 0 0 0 0 0 1 12
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 0 2 2 4
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 1 2 4 20
Fitting the empirical distribution of intertrade durations 0 0 0 25 1 1 2 63
Fractional calculus and continuous-time finance 1 1 3 26 3 5 10 132
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 1 1 3 68
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 1 1 1 46
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 1 1 2 14 4 5 11 45
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 2 3 3 10
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 1 1 3 14
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 4 5 6 36
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 1 2 14
Multi-site correlation functions in two-dimensional lattice gases 0 0 0 1 1 1 1 17
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 1 1 20
Scaling in the market of futures 0 0 0 7 1 2 4 21
Semi-Markov Graph Dynamics 0 0 0 0 0 1 1 3
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 4 4 13
Statistical auditing and randomness test of lotto k/N-type games 0 1 1 10 0 1 4 59
Statistical equilibrium in simple exchange games I 0 0 0 2 0 0 3 33
Statistical equilibrium in simple exchange games I 0 0 0 12 0 1 1 38
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 1 15 1 1 3 53
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 3 38 1 1 7 139
The distribution of first-passage times and durations in FOREX and future markets 1 1 1 2 1 2 4 32
The fractional non-homogeneous Poisson process 0 1 1 8 1 4 8 37
The value of information in a multi-agent market model 0 0 0 1 0 1 1 19
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 1 1 27
Waiting times between orders and trades in double-auction markets 0 0 0 3 2 2 3 34
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 1 2 3 42
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 0 1 2 35
Total Journal Articles 4 7 16 362 33 72 136 1,852

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 1 1 4 36
Total Books 0 0 0 0 1 1 4 36

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 2 2 7
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 0 2 4 44
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 0 1 5 11
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 0 1 2 2
Total Chapters 0 0 0 0 0 6 13 64

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Statistics updated 2025-12-06