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 1 54 0 2 7 249
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 0 2 8 75
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 3 9 448
A parsimonious model for intraday European option pricing 0 0 0 15 0 0 6 68
A parsimonious model for intraday European option pricing 0 0 0 19 0 4 8 109
A spectral perspective on excess volatility 0 0 0 5 0 4 10 55
A spectral perspective on excess volatility 0 0 0 53 0 3 11 197
A stylized model for wealth distribution 0 0 0 46 0 2 9 70
Activity spectrum from waiting-time distribution 0 0 0 9 0 2 7 49
Analysis of short term price trends in daily stock-market index data 0 0 0 21 0 5 9 49
Anomalous waiting times in high-frequency financial data 0 0 0 22 0 3 10 97
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 2 8 90
Basel II for Physicists: A Discussion Paper 0 0 0 20 0 1 3 77
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 0 1 10 38
Correlations in the Bond-Future Market 0 0 0 9 0 3 8 110
Correlations in the Bond–Future Market 0 0 0 103 0 2 8 503
Coupled continuous time random walks in finance 0 0 0 9 0 6 16 88
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 1 5 6 34
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 2 15 2 9 47 94
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 0 0 4 98
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 389 0 2 12 847
Fractional calculus and continuous-time finance 0 0 0 47 0 1 14 193
Fractional calculus and continuous-time finance 0 0 1 395 0 2 14 1,035
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 0 3 16 1,132
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 0 6 19 178
Full characterization of the fractional Poisson process 0 0 0 19 0 5 13 93
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 0 2 16 160
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 2 3 5 27
Large scale simulation of synthetic markets 0 0 0 13 2 6 13 52
Learning short-option valuation in the presence of rare events 0 0 0 15 0 3 9 68
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 0 1 11 25
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 0 2 5 107
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 1 3 7 102
On pricing of interest rate derivatives 0 0 0 10 0 4 7 55
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 1 22 1 7 20 110
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 0 2 6 169
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 1 33 1 2 14 37
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 4 9 100
Speculative option valuation: A supercomputing approach 0 0 0 0 1 5 13 472
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 3 10 103
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 2 12 154
The Kuznets Curve and the Inequality Process 0 0 1 128 0 3 11 549
The art of fitting financial time series with Levy stable distributions 0 0 1 157 0 2 11 365
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 2 4 122
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 0 1 8 123
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 3 6 214
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 3 12 103
The rough Hawkes process 0 0 0 4 1 6 19 38
The rough Hawkes process 0 0 0 0 0 2 2 2
The value of information in a multi-agent market model 0 0 0 14 0 2 4 65
The value of information in a multi-agent market model 0 0 0 93 1 2 7 324
The value of information in financial markets: An agent-based simulation 0 0 0 37 0 3 9 124
The waiting-time distribution of LIFFE bond futures 0 0 0 8 0 1 2 55
Volatility in the Italian Stock Market: An Empirical Study 0 0 0 206 0 2 7 665
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 0 0 4 86
Waiting times between orders and trades in double-auction markets 0 0 0 18 0 1 16 106
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 1 3 6 507
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 0 1 7 111
Total Working Papers 0 0 8 3,128 15 164 584 11,376

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 0 1 8 139
A Restless Time-Fractional Multiclass Queue 0 0 0 0 0 5 5 5
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 0 1 6 8
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 2 6 40
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 0 1 12 50
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 1 6 25
Activity spectrum from waiting-time distribution 0 0 0 2 0 2 9 26
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 0 2 71 0 1 11 198
An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior 0 0 0 0 0 0 3 4
Analysis of price fluctuations in futures exchange markets 0 0 0 2 0 2 7 23
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 4 10 47
Continuous-time statistics and generalized relaxation equations 0 0 0 1 0 0 1 8
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 0 1 9 16
Correlations in the bond-future market 0 0 0 1 0 2 10 29
Coupled continuous time random walks in finance 0 0 0 4 0 3 11 37
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS 0 0 0 0 0 0 2 3
Dynamic scaling of a reaction-limited decay process 0 0 0 0 0 0 1 15
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets 0 0 0 1 0 0 2 18
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 0 0 3 6
Editorial 0 0 0 4 1 2 9 40
Editors’ foreword 0 0 0 0 0 5 8 19
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 0 4 10 12
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 0 1 7 24
Fitting the empirical distribution of intertrade durations 0 0 0 25 1 2 8 70
Fractional calculus and continuous-time finance 0 0 2 26 0 2 18 144
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 0 6 20 87
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 0 1 0 2 6 11
From Renewal Theory to High-Frequency Finance 0 0 0 11 1 1 5 50
Growth and allocation of resources in economics: The agent-based approach 0 0 0 9 0 2 13 51
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence 0 0 2 14 2 11 34 72
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 0 5 19 26
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 0 0 6 18
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 0 3 14 45
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 1 6 19
Multi-site correlation functions in two-dimensional lattice gases 0 0 1 2 0 0 8 24
On pricing of interest rate derivatives 0 0 0 11 0 0 2 40
Performance of information criteria for selection of Hawkes process models of financial data 0 0 1 5 0 0 5 17
Power laws from randomly sampled continuous-time random walks 0 0 0 0 0 0 7 26
Scaling in the market of futures 0 0 0 7 0 0 5 23
Semi-Markov Graph Dynamics 0 0 0 0 0 3 4 6
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 7 16
Statistical auditing and randomness test of lotto k/N-type games 0 1 2 11 6 18 38 94
Statistical equilibrium in simple exchange games I 0 0 0 12 0 3 9 46
Statistical equilibrium in simple exchange games I 0 0 0 2 0 2 5 36
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 0 15 0 0 5 57
Temperature and disequilibrium dependence of cluster growth 0 0 0 1 0 1 6 22
The application of continuous-time random walks in finance and economics 0 1 1 39 1 4 16 154
The distribution of first-passage times and durations in FOREX and future markets 0 0 1 2 0 1 9 37
The fractional non-homogeneous Poisson process 0 0 1 8 0 1 11 43
The rough Hawkes process 1 1 1 2 1 3 9 10
The value of information in a multi-agent market model 0 0 0 1 0 1 7 25
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 0 1 4 18
Volatility in the Italian stock market: an empirical study 0 0 0 2 0 1 9 35
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 1 11 42
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 0 1 6 46
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 0 1 12 45
Total Journal Articles 1 3 16 368 13 115 501 2,259

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 2 6 16 51
Total Books 0 0 0 0 2 6 16 51

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 2 7 12
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 0 1 7 49
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 0 1 12 21
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 0 1 5 6
Total Chapters 0 0 0 0 1 5 31 88

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Statistics updated 2026-07-10