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Information about:
Enrico Scalas

Personal Details | Affiliation | Works
This is information that was supplied by Enrico Scalas in registering through RePEc. If you are Enrico Scalas , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Enrico
Middle Name:
Last Name: Scalas
Suffix:

RePEc Short-ID: psc89

Email:
Homepage: http://www.mfn.unipmn.it/~scalas
Postal Address: Universita' del Piemonte Orientale, Dipartimento di Scienze e Tecnologie Avanzate, Via T. Michel, 15121 Alessandria, Italy
Phone: +39 0131 360170

Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Angle, John & Nielsen, Francois & Scalas, Enrico, 2009. "The Kuznets Curve and the Inequality Process," MPRA Paper 16058, University Library of Munich, Germany, revised 29 Jun 2009. [Downloadable!]

  2. Mauro Politi & Enrico Scalas & Daniel Fulger & Guido Germano, 2009. "Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation," Quantitative Finance Papers 0903.1629, arXiv.org. [Downloadable!]

  3. Guido Germano & Mauro Politi & Enrico Scalas & Ren\'e L. Schilling, 2008. "Stochastic calculus for uncoupled continuous-time random walks," Quantitative Finance Papers 0802.3769, arXiv.org, revised Jan 2009. [Downloadable!]

  4. Scalas, Enrico & Garibaldi, Ubaldo, 2008. "A Note on Aoki-Yoshikawa Model," Economics Discussion Papers 2008-38, Kiel Institute for the World Economy. [Downloadable!]

  5. Naoya Sazuka & Jun-ichi Inoue & Enrico Scalas, 2008. "The distribution of first-passage times and durations in FOREX and future markets," Quantitative Finance Papers 0808.0372, arXiv.org. [Downloadable!]

  6. Mauro Politi & Enrico Scalas, 2008. "Activity spectrum from waiting-time distribution," Quantitative Finance Papers 0801.3043, arXiv.org. [Downloadable!]

  7. Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, Ren\'e L., 2008. "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper 7341, University Library of Munich, Germany. [Downloadable!]

  8. Bence Toth & Enrico Scalas, 2007. "The value of information in financial markets: An agent-based simulation," Quantitative Finance Papers 0712.2687, arXiv.org. [Downloadable!]

  9. Enrico Scalas & Mauro Gallegati & Eric Guerci & David Mas & Alessandra Tedeschi, 2006. "Growth and Allocation of Resources in Economics: The Agent-Based Approach," Quantitative Finance Papers physics/0608221, arXiv.org. [Downloadable!]

  10. Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  11. Mark M. Meerschaert & Enrico Scalas, 2006. "Coupled continuous time random walks in finance," Quantitative Finance Papers physics/0608281, arXiv.org. [Downloadable!]

  12. Enrico Scalas, 2006. "Mixtures of compound Poisson processes as models of tick-by-tick financial data," Quantitative Finance Papers physics/0608217, arXiv.org. [Downloadable!]

  13. Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006. "Waiting times between orders and trades in double-auction markets," Quantitative Finance Papers physics/0608273, arXiv.org. [Downloadable!]

  14. Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006. "The value of information in a multi-agent market model," MPRA Paper 341, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  15. Enrico Scalas, 2005. "Basel II for Physicists: A Discussion Paper," Quantitative Finance Papers cond-mat/0501320, arXiv.org. [Downloadable!]

  16. Enrico Scalas, 2005. "Five Years of Continuous-time Random Walks in Econophysics," Finance 0501005, EconWPA. [Downloadable!]
    Other versions:

  17. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005. "Anomalous waiting times in high-frequency financial data," Quantitative Finance Papers physics/0505210, arXiv.org. [Downloadable!]
    Other versions:

  18. Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004. "Volatility in the Italian Stock Market: An Empirical Study," Finance 0411006, EconWPA. [Downloadable!]
    Other versions:

  19. Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004. "Fractional calculus and continuous-time finance," Finance 0411007, EconWPA. [Downloadable!]
    Other versions:

  20. T. Di Matteo & M. Airoldi & E. Scalas, 2004. "On pricing of interest rate derivatives," Quantitative Finance Papers cond-mat/0401445, arXiv.org. [Downloadable!]

  21. Enrico Scalas & Silvano Cincotti, 2004. "A double-auction artificial market with time-irregularly spaced orders," Computing in Economics and Finance 2004 225, Society for Computational Economics.

  22. Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004. "Correlations in the Bond–Future Market," Finance 0411005, EconWPA. [Downloadable!]
    Other versions:

  23. Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004. "Waiting-times and returns in high-frequency financial data: an empirical study," Finance 0411014, EconWPA. [Downloadable!]
    Other versions:

  24. Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004. "Fractional calculus and continuous-time finance II: the waiting- time distribution," Finance 0411008, EconWPA. [Downloadable!]
    Other versions:

  25. Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano, 2004. "Speculative option valuation: A supercomputing approach," Computing in Economics and Finance 2004 269, Society for Computational Economics.

  26. Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000. "The waiting-time distribution of LIFFE bond futures," Quantitative Finance Papers cond-mat/0012497, arXiv.org. [Downloadable!]

  27. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000. "Learning short-option valuation in the presence of rare events," Quantitative Finance Papers cond-mat/0001253, arXiv.org. [Downloadable!]

Articles

  1. Enrico Scalas & Frank Schweitzer, 2009. "Editorial: Complex Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-2. [Downloadable!] (restricted)

  2. Scalas, Enrico & Garibaldi, Ubaldo, 2009. "A Dynamic Probabilistic Version of the Aoki-Yoshikawa Sectoral Productivity Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(15), pages 1-10. [Downloadable!]

  3. Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008. "Editorial," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 1-1, June. [Downloadable!] (restricted)

  4. M. Gallegati & A. Palestrini & D. Gatti & E. Scalas, 2006. "Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 5-19, May. [Downloadable!] (restricted)

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-10-21
  2. NEP-CMP: Computational Economics (1) 2006-10-21
  3. NEP-ECM: Econometrics (1) 2006-10-21
  4. NEP-ETS: Econometric Time Series (4) 2004-11-22 2004-11-22 2005-01-16 2006-10-21 Author is listed
  5. NEP-FIN: Finance (7) 2004-11-22 2004-11-22 2004-11-22 2004-11-22 2004-11-22 2005-01-16 2006-10-21 Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-10-21
  7. NEP-LAB: Labour Economics (1) 2009-07-11
  8. NEP-ORE: Operations Research (1) 2008-03-01
  9. NEP-PKE: Post Keynesian Economics (1) 2009-09-26
  10. NEP-RMG: Risk Management (2) 2005-01-16 2006-10-21
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This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.