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 0 7 249
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 1 1 9 76
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 1 10 449
A parsimonious model for intraday European option pricing 0 0 0 19 1 1 9 110
A parsimonious model for intraday European option pricing 0 0 0 15 2 2 7 70
A spectral perspective on excess volatility 0 0 0 5 0 0 10 55
A spectral perspective on excess volatility 0 0 0 53 0 0 11 197
A stylized model for wealth distribution 0 0 0 46 1 1 8 71
Activity spectrum from waiting-time distribution 0 0 0 9 1 1 7 50
Analysis of short term price trends in daily stock-market index data 0 0 0 21 1 1 9 50
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 0 7 90
Anomalous waiting times in high-frequency financial data 0 0 0 22 1 1 10 98
Basel II for Physicists: A Discussion Paper 0 0 0 20 1 1 4 78
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 1 1 9 39
Correlations in the Bond-Future Market 0 0 0 9 2 2 9 112
Correlations in the Bond–Future Market 0 0 0 103 0 0 8 503
Coupled continuous time random walks in finance 0 0 0 9 2 2 18 90
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 2 3 8 36
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 2 15 2 4 46 96
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 24 1 1 5 99
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 389 0 1 13 848
Fractional calculus and continuous-time finance 0 0 1 395 0 3 17 1,038
Fractional calculus and continuous-time finance 0 0 0 47 1 3 17 196
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 358 0 0 16 1,132
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 23 0 0 19 178
Full characterization of the fractional Poisson process 0 0 0 19 2 2 15 95
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 0 53 1 1 16 161
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 0 2 5 27
Large scale simulation of synthetic markets 0 0 0 13 4 6 17 56
Learning short-option valuation in the presence of rare events 0 0 0 15 1 1 10 69
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 2 1 1 12 26
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 30 0 0 5 107
Modeling non-stationarities in high-frequency financial time series 0 0 0 84 1 2 8 103
On pricing of interest rate derivatives 0 0 0 10 0 0 6 55
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 1 22 2 4 20 113
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 35 1 1 7 170
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 1 33 1 2 14 38
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 2 10 101
Speculative option valuation: A supercomputing approach 0 0 0 0 0 1 13 472
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 0 9 103
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 0 11 154
The Kuznets Curve and the Inequality Process 0 0 1 128 0 0 10 549
The art of fitting financial time series with Levy stable distributions 0 0 0 31 1 1 5 123
The art of fitting financial time series with Levy stable distributions 0 0 1 157 2 2 13 367
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 27 1 1 8 124
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 0 12 103
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 1 1 7 215
The rough Hawkes process 1 1 1 5 1 3 20 40
The rough Hawkes process 0 0 0 0 0 0 2 2
The value of information in a multi-agent market model 0 0 0 93 0 1 7 324
The value of information in a multi-agent market model 0 0 0 14 1 2 5 67
The value of information in financial markets: An agent-based simulation 0 0 0 37 0 0 7 124
The waiting-time distribution of LIFFE bond futures 0 0 0 8 1 1 3 56
Volatility in the Italian Stock Market: An Empirical Study 0 0 0 206 0 0 7 665
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 18 1 1 5 87
Waiting times between orders and trades in double-auction markets 0 0 0 18 1 1 16 107
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 21 1 1 8 112
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 1 3 8 509
Total Working Papers 1 1 9 3,129 47 73 614 11,434

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 0 8 139
A Restless Time-Fractional Multiclass Queue 0 1 1 1 0 2 7 7
A fractional Hawkes process II: Further characterization of the process 0 0 0 0 0 0 6 8
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 0 1 7 41
A random telegraph signal of Mittag-Leffler type 0 0 0 2 0 1 2 13
A spectral perspective on excess volatility 0 0 0 7 1 1 13 51
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 0 6 25
Activity spectrum from waiting-time distribution 0 0 0 2 0 0 8 26
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 0 1 71 0 0 9 198
An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior 0 0 0 0 1 1 4 5
Analysis of price fluctuations in futures exchange markets 0 0 0 2 0 1 8 24
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 0 9 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 0 3 0 2 8 18
Correlations in the bond-future market 0 0 0 1 0 0 10 29
Coupled continuous time random walks in finance 0 0 0 4 0 0 10 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 1 3 19
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 1 1 4 7
Editorial 0 0 0 4 0 1 9 40
Editors’ foreword 0 0 0 0 0 0 7 19
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 0 1 11 13
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 0 2 0 0 6 24
Fitting the empirical distribution of intertrade durations 0 0 0 25 0 1 8 70
Fractional calculus and continuous-time finance 0 0 1 26 0 0 17 144
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 11 2 2 22 89
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond 0 0 0 1 0 0 6 11
From Renewal Theory to High-Frequency Finance 0 0 0 11 0 1 5 50
Growth and allocation of resources in economics: The agent-based approach 0 0 0 9 0 1 14 52
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence 1 1 2 15 3 6 36 76
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 0 0 19 26
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 4 0 0 5 18
Modeling non-stationarities in high-frequency financial time series 0 0 0 3 0 0 14 45
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 0 6 19
Multi-site correlation functions in two-dimensional lattice gases 0 0 1 2 1 1 9 25
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 4 23
Semi-Markov Graph Dynamics 0 0 0 0 0 1 5 7
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 1 1 3 12 3 12 42 100
Statistical equilibrium in simple exchange games I 0 0 0 2 0 0 3 36
Statistical equilibrium in simple exchange games I 0 0 0 12 0 0 9 46
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 0 6 22
The application of continuous-time random walks in finance and economics 0 0 1 39 1 2 17 155
The distribution of first-passage times and durations in FOREX and future markets 0 0 1 2 0 0 7 37
The fractional non-homogeneous Poisson process 0 0 1 8 0 0 10 43
The rough Hawkes process 0 1 1 2 0 2 10 11
The value of information in a multi-agent market model 0 0 0 1 1 1 8 26
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 0 0 4 18
Volatility in the Italian stock market: an empirical study 0 0 0 2 0 0 9 35
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 1 11 43
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 5 0 0 6 46
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 0 0 11 45
Total Journal Articles 2 4 15 371 14 44 508 2,290

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 3 17 52
Total Books 0 0 0 0 1 3 17 52

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 7 12
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 0 0 0 7 49
Fraudulent Agents in an Artificial Financial Market 0 0 0 0 0 0 11 21
The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market 0 0 0 0 0 0 5 6
Total Chapters 0 0 0 0 0 1 30 88

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Statistics updated 2026-09-10