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Enrico Scalas

Personal Details

First Name:Enrico
Middle Name:
Last Name:Scalas
Suffix:
RePEc Short-ID:psc89
http://www.sussex.ac.uk/profiles/330303
Department of Mathematics University of Sussex BN1 9QH Falmer, Brighton United Kingdom
+44 1273 876641
Terminal Degree:1974 Department of Economics; University of Minnesota (from RePEc Genealogy)

Research output

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Working papers

  1. Bertram During & Nicos Georgiou & Sara Merino-Aceituno & Enrico Scalas, 2020. "Continuum and thermodynamic limits for a simple random-exchange model," Papers 2003.00930, arXiv.org.
  2. Cheoljun Eom & Taisei Kaizoji & Enrico Scalas, 2019. "Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market," Papers 1904.02567, arXiv.org.
  3. J. M. Chen & A. G. Hawkes & E. Scalas & M. Trinh, 2017. "Performance of information criteria used for model selection of Hawkes process models of financial data," Papers 1702.06055, arXiv.org, revised Apr 2017.
  4. Bertram During & Nicos Georgiou & Enrico Scalas, 2016. "A stylized model for wealth distribution," Papers 1609.08978, arXiv.org.
  5. Enrico Scalas & Fabio Rapallo & Tijana Radivojevi'c, 2016. "Low-traffic limit and first-passage times for a simple model of the continuous double auction," Papers 1603.09666, arXiv.org.
  6. Gerardo-Giorda, Luca & Germano, Guido & Scalas, Enrico, 2015. "Large scale simulation of synthetic markets," LSE Research Online Documents on Economics 67563, London School of Economics and Political Science, LSE Library.
  7. Giacomo Livan & Simone Alfarano & Mishael Milakovic & Enrico Scalas, 2014. "A spectral perspective on excess volatility," Working Papers 2014/13, Economics Department, Universitat Jaume I, Castellón (Spain).
  8. Tijana Radivojevi'c & Jonatha Anselmi & Enrico Scalas, 2013. "Ergodic transition in a simple model of the continuous double auction," Papers 1305.2716, arXiv.org.
  9. H. F. Coronel-Brizio & A. R. Hern'andez Montoya & H. R Olivares S'anchez & E. Scalas, 2012. "Analysis of short term price trends in daily stock-market index data," Papers 1211.3060, arXiv.org.
  10. Giacomo Livan & Jun-ichi Inoue & Enrico Scalas, 2012. "On the non-stationarity of financial time series: impact on optimal portfolio selection," Papers 1205.0877, arXiv.org, revised Jul 2012.
  11. Enrico Scalas & Mauro Politi, 2012. "A parsimonious model for intraday European option pricing," Papers 1202.4332, arXiv.org.
  12. Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012. "Modeling non-stationarities in high-frequency financial time series," Papers 1212.0479, arXiv.org, revised Feb 2017.
  13. G. Livan & S. Alfarano & E. Scalas, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers 1102.4076, arXiv.org.
  14. Enrico Scalas, 2011. "A class of CTRWs: Compound fractional Poisson processes," Papers 1103.0647, arXiv.org.
  15. Mauro Politi & Taisei Kaizoji & Enrico Scalas, 2011. "Full characterization of the fractional Poisson process," Papers 1104.4234, arXiv.org.
  16. Jun-ichi Inoue & Naoya Sazuka & Enrico Scalas, 2010. "On-line trading as a renewal process: Waiting time and inspection paradox," Papers 1007.3347, arXiv.org.
  17. 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.
  18. Mauro Politi & Enrico Scalas & Daniel Fulger & Guido Germano, 2009. "Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation," Papers 0903.1629, arXiv.org.
  19. Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L., 2008. "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper 7341, University Library of Munich, Germany.
  20. Mauro Politi & Enrico Scalas, 2008. "Activity spectrum from waiting-time distribution," Papers 0801.3043, arXiv.org.
  21. Scalas, Enrico & Garibaldi, Ubaldo, 2008. "A Note on Aoki-Yoshikawa Model," Economics Discussion Papers 2008-38, Kiel Institute for the World Economy (IfW).
  22. Naoya Sazuka & Jun-ichi Inoue & Enrico Scalas, 2008. "The distribution of first-passage times and durations in FOREX and future markets," Papers 0808.0372, arXiv.org.
  23. Guido Germano & Mauro Politi & Enrico Scalas & Ren'e L. Schilling, 2008. "Stochastic calculus for uncoupled continuous-time random walks," Papers 0802.3769, arXiv.org, revised Jan 2009.
  24. Bence Toth & Enrico Scalas, 2007. "The value of information in financial markets: An agent-based simulation," Papers 0712.2687, arXiv.org.
  25. Mark M. Meerschaert & Enrico Scalas, 2006. "Coupled continuous time random walks in finance," Papers physics/0608281, arXiv.org.
  26. Enrico Scalas, 2006. "Mixtures of compound Poisson processes as models of tick-by-tick financial data," Papers physics/0608217, arXiv.org.
  27. Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany.
  28. Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006. "Waiting times between orders and trades in double-auction markets," Papers physics/0608273, arXiv.org.
  29. 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.
  30. Enrico Scalas & Mauro Gallegati & Eric Guerci & David Mas & Alessandra Tedeschi, 2006. "Growth and Allocation of Resources in Economics: The Agent-Based Approach," Papers physics/0608221, arXiv.org.
  31. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005. "Anomalous waiting times in high-frequency financial data," Papers physics/0505210, arXiv.org.
  32. Enrico Scalas, 2005. "Five Years of Continuous-time Random Walks in Econophysics," Finance 0501005, University Library of Munich, Germany.
  33. Enrico Scalas, 2005. "Basel II for Physicists: A Discussion Paper," Papers cond-mat/0501320, arXiv.org.
  34. Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004. "Fractional calculus and continuous-time finance II: the waiting- time distribution," Finance 0411008, University Library of Munich, Germany.
  35. Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004. "Fractional calculus and continuous-time finance," Finance 0411007, University Library of Munich, Germany.
  36. Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004. "Correlations in the Bond–Future Market," Finance 0411005, University Library of Munich, Germany.
  37. Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004. "Volatility in the Italian Stock Market: An Empirical Study," Finance 0411006, University Library of Munich, Germany.
  38. 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.
  39. Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004. "Waiting-times and returns in high-frequency financial data: an empirical study," Finance 0411014, University Library of Munich, Germany.
  40. T. Di Matteo & M. Airoldi & E. Scalas, 2004. "On pricing of interest rate derivatives," Papers cond-mat/0401445, arXiv.org.
  41. 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.
  42. Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000. "The waiting-time distribution of LIFFE bond futures," Papers cond-mat/0012497, arXiv.org.
  43. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000. "Learning short-option valuation in the presence of rare events," Papers cond-mat/0001253, arXiv.org.

Articles

  1. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
  2. Eom, Cheoljun & Kaizoji, Taisei & Scalas, Enrico, 2019. "Fat tails in financial return distributions revisited: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 526(C).
  3. Maggie Chen & Alan Hawkes & Khaldoun Khashanah & David McMillan & Mathieu Rosenbaum & Enrico Scalas & Steve Yang, 2018. "Editors’ foreword," Quantitative Finance, Taylor & Francis Journals, vol. 18(2), pages 191-192, February.
  4. J. Chen & A. G. Hawkes & E. Scalas & M. Trinh, 2018. "Performance of information criteria for selection of Hawkes process models of financial data," Quantitative Finance, Taylor & Francis Journals, vol. 18(2), pages 225-235, February.
  5. Scalas, Enrico & Rapallo, Fabio & Radivojević, Tijana, 2017. "Low-traffic limit and first-passage times for a simple model of the continuous double auction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 61-72.
  6. Enrico Scalas, 2017. "Continuous-time statistics and generalized relaxation equations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 90(11), pages 1-5, November.
  7. Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan, 2017. "The fractional non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 147-156.
  8. Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015. "A spectral perspective on excess volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
  9. Enrico Scalas & Tijana Radivojević & Ubaldo Garibaldi, 2015. "Wealth distribution and the Lorenz curve: a finitary approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 79-89, April.
  10. Tijana Radivojević & Jonatha Anselmi & Enrico Scalas, 2014. "Ergodic Transition in a Simple Model of the Continuous Double Auction," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-5, February.
  11. Scalas, Enrico & Viles, Noèlia, 2014. "A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 385-410.
  12. Marco Raberto & Fabio Rapallo & Enrico Scalas, 2011. "Semi-Markov Graph Dynamics," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-13, August.
  13. M. Politi & E. Scalas & D. Fulger & G. Germano, 2010. "Spectral densities of Wishart-Lévy free stable random matrices," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 73(1), pages 13-22, January.
  14. Ferraro, Simone & Manzini, Michele & Masoero, Aldo & Scalas, Enrico, 2009. "A random telegraph signal of Mittag-Leffler type," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 3991-3999.
  15. 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 (IfW), vol. 3, pages 1-10.
  16. 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.
  17. Politi, Mauro & Scalas, Enrico, 2009. "From Renewal Theory to High-Frequency Finance," European Journal of Economic and Social Systems, Lavoisier, vol. 22(1), pages 83-98.
  18. Sazuka, Naoya & Inoue, Jun-ichi & Scalas, Enrico, 2009. "The distribution of first-passage times and durations in FOREX and future markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(14), pages 2839-2853.
  19. Minicozzi, Pamela & Rapallo, Fabio & Scalas, Enrico & Dondero, Francesco, 2008. "Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(25), pages 6310-6318.
  20. Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008. "Editorial," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 1-1, June.
  21. Politi, Mauro & Scalas, Enrico, 2008. "Fitting the empirical distribution of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(8), pages 2025-2034.
  22. Lim, Gyuchang & Kim, SooYong & Kim, Kyungsik & Lee, Dong-In & Scalas, Enrico, 2008. "Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2831-2836.
  23. Coronel-Brizio, H.F. & Hernández-Montoya, A.R. & Rapallo, F. & Scalas, E., 2008. "Statistical auditing and randomness test of lotto k/N-type games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(25), pages 6385-6390.
  24. Lim, Gyuchang & Kim, SooYong & Scalas, Enrico & Kim, Kyungsik & Chang, Ki-Ho, 2008. "Analysis of price fluctuations in futures exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2823-2830.
  25. U. Garibaldi & E. Scalas & P. Viarengo, 2007. "Statistical equilibrium in simple exchange games II. The redistribution game," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 60(2), pages 241-246, November.
  26. Politi, Mauro & Scalas, Enrico, 2007. "Activity spectrum from waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(1), pages 43-48.
  27. Lim, Gyuchang & Kim, SooYong & Scalas, Enrico & Kim, Kyungsik, 2007. "Volatilities, traded volumes, and the hypothesis of price increments in derivative securities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(2), pages 577-585.
  28. E. Scalas & U. Garibaldi & S. Donadio, 2007. "Statistical equilibrium in simple exchange games I," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 60(2), pages 271-272, November.
  29. Cheol-Hyun Kim & C. H. Park & Soo Yong Kim & Kyungsik Kim & Enrico Scalas, 2007. "Dynamics Of Avalanche Activities In Financial Markets," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 119-127.
  30. Mosetti, Giancarlo & Jug, Giancarlo & Scalas, Enrico, 2007. "Power laws from randomly sampled continuous-time random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(1), pages 233-238.
  31. Scalas, Enrico, 2007. "Mixtures of compound Poisson processes as models of tick-by-tick financial data," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 33-40.
  32. B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007. "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(1), pages 115-120, January.
  33. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006. "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
  34. Meerschaert, Mark M. & Scalas, Enrico, 2006. "Coupled continuous time random walks in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.
  35. Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006. "Growth and allocation of resources in economics: The agent-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 86-90.
  36. Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
  37. 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;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 5-19, May.
  38. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004. "Anomalous waiting times in high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 695-702.
  39. Di Matteo, T. & Airoldi, M. & Scalas, E., 2004. "On pricing of interest rate derivatives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 339(1), pages 189-196.
  40. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
  41. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
  42. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
  43. Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo, 1999. "Volatility in the Italian stock market: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 148-155.
  44. Indiveri, G & Scalas, E & Levi, A.C & Gliozzi, A, 1999. "Morphologies in two-dimensional growth with attractive long-range interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 273(3), pages 217-230.
  45. Cuniberti, Gianaurelio & Raberto, Marco & Scalas, Enrico, 1999. "Correlations in the bond-future market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 90-97.
  46. Reverberi, A.P. & Scalas, E., 1998. "Dynamic scaling of a reaction-limited decay process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 254(3), pages 348-357.
  47. Scalas, Enrico, 1998. "Scaling in the market of futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 253(1), pages 394-402.
  48. Danani, A. & Ferrando, R. & Scalas, E. & Torri, M., 1996. "Multi-site correlation functions in two-dimensional lattice gases," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 223(1), pages 149-166.
  49. Gliozzi, A. & Levi, A.C. & Menessini, M. & Scalas, E., 1994. "Temperature and disequilibrium dependence of cluster growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 203(3), pages 347-358.

Chapters

  1. Tijana Radivojević & Jonatha Anselmi & Enrico Scalas, 2012. "A stylized model for the continuous double auction," Lecture Notes in Economics and Mathematical Systems, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar (ed.), Managing Market Complexity, edition 127, chapter 0, pages 115-125, Springer.
  2. Enrico Scalas, 2006. "Five Years of Continuous-time Random Walks in Econophysics," Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 3-16, Springer.
  3. Silvano Cincotti & Sergio M. Focardi & Linda Ponta & Marco Raberto & Enrico Scalas, 2006. "The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market," Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 239-247, Springer.
  4. Enrico Scalas & Silvano Cincotti & Christian Dose & Marco Raberto, 2005. "Fraudulent Agents in an Artificial Financial Market," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 317-326, Springer.

Books

  1. Lukáš Pichl & Cheoljun Eom & Enrico Scalas & Taisei Kaizoji (ed.), 2020. "Advanced Studies of Financial Technologies and Cryptocurrency Markets," Springer Books, Springer, number 978-981-15-4498-9, April.
  2. Garibaldi,Ubaldo & Scalas,Enrico, 2010. "Finitary Probabilistic Methods in Econophysics," Cambridge Books, Cambridge University Press, number 9780521515597.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (5) 2004-11-22 2004-11-22 2005-01-16 2006-10-21 2012-12-10. Author is listed
  2. NEP-ECM: Econometrics (4) 2006-10-21 2011-03-05 2012-12-10 2017-02-26
  3. NEP-MST: Market Microstructure (3) 2012-02-20 2012-12-10 2017-02-26
  4. NEP-CMP: Computational Economics (2) 2006-10-21 2016-09-11
  5. NEP-FMK: Financial Markets (2) 2006-10-21 2019-04-08
  6. NEP-RMG: Risk Management (2) 2005-01-16 2006-10-21
  7. NEP-CFN: Corporate Finance (1) 2006-10-21
  8. NEP-HIS: Business, Economic & Financial History (1) 2016-10-09
  9. NEP-LAB: Labour Economics (1) 2009-07-11
  10. NEP-ORE: Operations Research (1) 2008-03-01

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