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 52 0 1 6 231
A class of CTRWs: Compound fractional Poisson processes 0 0 0 17 0 0 3 58
A double-auction artificial market with time-irregularly spaced orders 0 0 0 2 0 0 5 429
A parsimonious model for intraday European option pricing 0 0 0 12 0 1 1 55
A parsimonious model for intraday European option pricing 0 0 0 18 1 3 5 91
A spectral perspective on excess volatility 0 0 1 5 0 1 6 39
A spectral perspective on excess volatility 0 0 1 53 0 0 9 177
A stylized model for wealth distribution 0 0 1 31 0 0 2 35
Activity spectrum from waiting-time distribution 0 0 0 9 0 0 1 37
Analysis of short term price trends in daily stock-market index data 0 0 0 21 0 0 1 36
Anomalous waiting times in high-frequency financial data 0 0 0 21 0 0 3 82
Anomalous waiting times in high-frequency financial data 0 0 0 18 0 1 4 73
Basel II for Physicists: A Discussion Paper 0 0 0 19 0 0 4 68
Continuum and thermodynamic limits for a simple random-exchange model 0 2 5 5 0 3 16 16
Correlations in the Bond-Future Market 0 0 0 8 0 1 4 64
Correlations in the Bond–Future Market 0 0 0 103 0 1 3 492
Coupled continuous time random walks in finance 0 0 1 8 0 0 4 67
Ergodic transition in a simple model of the continuous double auction 0 0 0 10 0 0 2 25
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 2 7 0 1 6 15
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 23 0 1 3 89
Five Years of Continuous-time Random Walks in Econophysics 0 0 0 384 0 1 3 818
Fractional calculus and continuous-time finance 0 0 0 388 2 4 11 993
Fractional calculus and continuous-time finance 0 0 2 43 1 2 12 163
Fractional calculus and continuous-time finance II: the waiting- time distribution 0 0 0 357 0 2 7 1,096
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 0 19 1 2 6 140
Full characterization of the fractional Poisson process 0 0 0 19 0 0 4 79
Growth and Allocation of Resources in Economics: The Agent-Based Approach 0 0 1 51 0 0 5 140
Growth and allocation of resources in economics: The agent-based approach 0 0 0 0 0 0 4 19
Large scale simulation of synthetic markets 1 1 1 12 2 4 6 25
Learning short-option valuation in the presence of rare events 0 0 0 11 0 0 1 49
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 1 0 0 1 10
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 28 2 3 7 93
Modeling non-stationarities in high-frequency financial time series 0 0 1 84 0 2 9 89
On pricing of interest rate derivatives 0 0 0 10 0 1 5 44
On the non-stationarity of financial time series: impact on optimal portfolio selection 0 0 1 19 0 0 2 80
On-line trading as a renewal process: Waiting time and inspection paradox 0 0 0 34 0 1 4 154
Performance of information criteria used for model selection of Hawkes process models of financial data 0 0 0 30 0 0 2 18
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 0 3 88
Speculative option valuation: A supercomputing approach 0 0 0 0 0 0 3 451
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 21 0 0 4 89
Stochastic integration for uncoupled continuous-time random walks 0 0 0 27 1 1 2 136
The Kuznets Curve and the Inequality Process 0 0 1 124 0 0 5 526
The art of fitting financial time series with Levy stable distributions 0 0 0 155 0 0 4 337
The art of fitting financial time series with Levy stable distributions 0 0 0 31 0 0 1 114
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 26 0 0 1 109
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 62 1 1 6 198
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 23 1 2 5 80
The value of information in a multi-agent market model 0 0 1 91 0 0 3 305
The value of information in a multi-agent market model 0 0 0 13 0 0 2 57
The value of information in financial markets: An agent-based simulation 0 0 1 36 0 0 4 109
The waiting-time distribution of LIFFE bond futures 0 0 0 7 0 0 3 47
Volatility in the Italian Stock Market: An Empirical Study 0 0 3 204 1 2 7 650
Volatility in the Italian Stock Market: an Empirical Study 0 0 0 17 0 1 3 79
Waiting times between orders and trades in double-auction markets 0 0 0 17 0 1 2 79
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 204 1 3 8 484
Waiting-times and returns in high-frequency financial data: an empirical study 1 1 1 20 2 4 7 94
Total Working Papers 2 4 27 3,023 16 51 250 10,221


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 1 1 6 126
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process 0 0 0 4 1 1 1 26
A random telegraph signal of Mittag-Leffler type 0 0 0 1 0 0 0 9
A spectral perspective on excess volatility 0 0 0 6 0 2 5 35
Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics 0 0 0 0 0 0 0 15
Activity spectrum from waiting-time distribution 0 0 0 2 0 0 0 13
Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework 0 2 4 69 0 2 7 179
Analysis of price fluctuations in futures exchange markets 0 0 0 1 0 0 0 10
Anomalous waiting times in high-frequency financial data 0 0 0 2 0 1 4 34
Continuous-time statistics and generalized relaxation equations 0 0 0 1 0 0 1 6
Correlations in the bond-future market 0 0 0 1 0 1 3 18
Coupled continuous time random walks in finance 0 0 0 2 0 0 0 17
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 1 1 13
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets 0 0 0 1 0 1 3 15
EDITORIAL: COMPLEX NETWORKS 0 0 0 0 0 1 2 2
Editorial 0 0 0 4 0 0 0 31
Editors’ foreword 0 0 0 0 1 1 1 9
Ergodic Transition in a Simple Model of the Continuous Double Auction 0 0 0 0 0 0 0 0
Fat tails in financial return distributions revisited: Evidence from the Korean stock market 0 0 1 1 0 1 3 3
Fitting the empirical distribution of intertrade durations 0 0 0 6 0 0 1 31
Fractional calculus and continuous-time finance 0 2 4 14 0 5 18 78
Fractional calculus and continuous-time finance II: the waiting-time distribution 0 0 1 5 0 3 10 47
From Renewal Theory to High-Frequency Finance 0 0 2 6 0 1 9 28
Growth and allocation of resources in economics: The agent-based approach 0 0 0 8 0 0 2 35
Low-traffic limit and first-passage times for a simple model of the continuous double auction 0 0 0 0 0 0 1 4
Mixtures of compound Poisson processes as models of tick-by-tick financial data 0 0 0 0 2 3 3 3
Modeling non-stationarities in high-frequency financial time series 0 0 1 1 1 3 13 20
Morphologies in two-dimensional growth with attractive long-range interactions 0 0 0 0 0 0 2 11
Multi-site correlation functions in two-dimensional lattice gases 0 0 0 1 0 0 1 16
On pricing of interest rate derivatives 0 0 0 8 0 0 2 28
Performance of information criteria for selection of Hawkes process models of financial data 0 0 0 2 1 1 2 7
Power laws from randomly sampled continuous-time random walks 0 0 0 0 1 1 2 17
Scaling in the market of futures 1 1 2 5 1 2 4 14
Semi-Markov Graph Dynamics 0 0 0 0 0 0 0 0
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 1 8
Statistical auditing and randomness test of lotto k/N-type games 0 0 0 8 0 1 2 45
Statistical equilibrium in simple exchange games I 0 0 0 1 0 0 1 19
Statistical equilibrium in simple exchange games I 0 0 0 7 0 0 0 20
Statistical equilibrium in simple exchange games II. The redistribution game 0 0 0 13 0 1 3 43
Temperature and disequilibrium dependence of cluster growth 0 0 0 1 0 0 1 13
The application of continuous-time random walks in finance and economics 1 2 3 20 1 3 8 86
The distribution of first-passage times and durations in FOREX and future markets 0 0 0 1 0 0 1 22
The fractional non-homogeneous Poisson process 0 0 0 2 0 1 5 15
The value of information in a multi-agent market model 0 0 0 0 0 1 1 12
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities 0 0 0 0 0 0 2 13
Volatility in the Italian stock market: an empirical study 0 0 0 2 1 2 5 21
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 0 2 29
Waiting-times and returns in high-frequency financial data: an empirical study 0 0 0 3 1 2 6 25
Wealth distribution and the Lorenz curve: a finitary approach 0 0 0 6 1 1 1 28
Total Journal Articles 2 7 18 241 13 44 146 1,300


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 1 10 21
Total Books 0 0 0 0 0 1 10 21


Statistics updated 2021-01-03