# Enrico Scalas

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## Personal Details

First Name: | Enrico |

Middle Name: | |

Last Name: | Scalas |

Suffix: | |

RePEc Short-ID: | psc89 |

http://www.mfn.unipmn.it/~scalas | |

Universita' del Piemonte Orientale, Dipartimento di Scienze e Innovazione Tecnologica, Via T. Michel 11, 15121 Alessandria, Italy | |

+39 0131 360170 |

- 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).- 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.

- Livan, Giacomo & Alfarano, Simone & Milakovic, Mishael & Scalas, Enrico, 2014.
"
**A spectral perspective on excess volatility**," FinMaP-Working Papers 12, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.

- Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015.
"
- Tijana Radivojevi\'c & Jonatha Anselmi & Enrico Scalas, 2013.
"
**Ergodic transition in a simple model of the continuous double auction**," Papers 1305.2716, arXiv.org. - Linda Ponta & Enrico Scalas & Marco Raberto & Silvano Cincotti, 2012.
"
**Modeling non-stationarities in high-frequency financial time series**," Papers 1212.0479, arXiv.org, revised Mar 2013. - Enrico Scalas & Mauro Politi, 2012.
"
**A parsimonious model for intraday European option pricing**," Papers 1202.4332, arXiv.org.- Scalas, Enrico & Politi, Mauro, 2012.
"
**A parsimonious model for intraday European option pricing**," Economics Discussion Papers 2012-14, Kiel Institute for the World Economy (IfW).

- Scalas, Enrico & Politi, Mauro, 2012.
"
- 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. - 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. - Mauro Politi & Taisei Kaizoji & Enrico Scalas, 2011.
"
**Full characterization of the fractional Poisson process**," Papers 1104.4234, arXiv.org. - Enrico Scalas, 2011.
"
**A class of CTRWs: Compound fractional Poisson processes**," Papers 1103.0647, arXiv.org. - 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.- Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011.
"
**The fine structure of spectral properties for random correlation matrices: an application to financial markets**," MPRA Paper 28964, University Library of Munich, Germany.

- Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011.
"
- 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. - 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. - 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. - 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. - 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.- 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.

- Sazuka, Naoya & Inoue, Jun-ichi & Scalas, Enrico, 2009.
"
- 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. - Mauro Politi & Enrico Scalas, 2008.
"
**Activity spectrum from waiting-time distribution**," Papers 0801.3043, arXiv.org.- 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.

- Politi, Mauro & Scalas, Enrico, 2007.
"
- Scalas, Enrico & Garibaldi, Ubaldo, 2008.
"
**A Note on Aoki-Yoshikawa Model**," Economics Discussion Papers 2008-38, Kiel Institute for the World Economy (IfW). - Bence Toth & Enrico Scalas, 2007.
"
**The value of information in financial markets: An agent-based simulation**," Papers 0712.2687, arXiv.org. - 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.- 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, vol. 55(1), pages 115-120, 01.

- Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006.
"
**The value of information in a multi-agent market model**," Papers physics/0610026, arXiv.org, revised Feb 2007.

- B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007.
"
- 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.- 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.

- Eric Guerci & Enrico Scalas & Mauro Gallegati & David Mas & Alessandra Tedeschi, 2006.
"
**Growth and allocation of resources in economics: The agent-based approach**," Post-Print halshs-00871047, HAL.

- Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006.
"
- Scalas, Enrico & Kim, Kyungsik, 2006.
"
**The art of fitting financial time series with Levy stable distributions**," MPRA Paper 336, University Library of Munich, Germany.- Enrico Scalas & Kyungsik Kim, 2006.
"
**The art of fitting financial time series with Levy stable distributions**," Papers physics/0608224, arXiv.org.

- Enrico Scalas & Kyungsik Kim, 2006.
"
- 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.- 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.

- Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006.
"
- Enrico Scalas, 2006.
"
**Mixtures of compound Poisson processes as models of tick-by-tick financial data**," Papers physics/0608217, arXiv.org. - Mark M. Meerschaert & Enrico Scalas, 2006.
"
**Coupled continuous time random walks in finance**," Papers physics/0608281, arXiv.org.- 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.

- Meerschaert, Mark M. & Scalas, Enrico, 2006.
"
- 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.- 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.

- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2003.
"
**Anomalous waiting times in high-frequency financial data**," Papers cond-mat/0310305, arXiv.org.

- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004.
"
- Enrico Scalas, 2005.
"
**Five Years of Continuous-time Random Walks in Econophysics**," Finance 0501005, EconWPA.- Enrico Scalas, 2005.
"
**Five Years of Continuous-time Random Walks in Econophysics**," Papers cond-mat/0501261, arXiv.org.

- Enrico Scalas, 2005.
"
- Enrico Scalas, 2005.
"
**Basel II for Physicists: A Discussion Paper**," Papers cond-mat/0501320, arXiv.org. - Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004.
"
**Waiting-times and returns in high-frequency financial data: an empirical study**," Finance 0411014, EconWPA.- 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.

- M. Raberto & E. Scalas & F. Mainardi, 2002.
"
**Waiting-times and returns in high-frequency financial data: an empirical study**," Papers cond-mat/0203596, arXiv.org.

- Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002.
"
- T. Di Matteo & M. Airoldi & E. Scalas, 2004.
"
**On pricing of interest rate derivatives**," Papers cond-mat/0401445, arXiv.org.- 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.

- Di Matteo, T. & Airoldi, M. & Scalas, E., 2004.
"
- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004.
"
**Fractional calculus and continuous-time finance**," Finance 0411007, EconWPA.- 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.

- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000.
"
**Fractional calculus and continuous-time finance**," Papers cond-mat/0001120, arXiv.org.

- Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000.
"
- 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. - Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004.
"
**Volatility in the Italian Stock Market: An Empirical Study**," Finance 0411006, EconWPA.- 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.

- Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 1999.
"
**Volatility in the Italian Stock Market: an Empirical Study**," Papers cond-mat/9903221, arXiv.org.

- Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo, 1999.
"
- 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. - Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004.
"
**Fractional calculus and continuous-time finance II: the waiting- time distribution**," Finance 0411008, EconWPA.- 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.

- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2000.
"
**Fractional calculus and continuous-time finance II: the waiting-time distribution**," Papers cond-mat/0006454, arXiv.org, revised Nov 2000.

- Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000.
"
- Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004.
"
**Correlations in the Bond–Future Market**," Finance 0411005, EconWPA.- 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.

- Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 1999.
"
**Correlations in the Bond-Future Market**," Papers cond-mat/9903220, arXiv.org.

- Cuniberti, Gianaurelio & Raberto, Marco & Scalas, Enrico, 1999.
"
- Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000.
"
**The waiting-time distribution of LIFFE bond futures**," Papers cond-mat/0012497, arXiv.org. - 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.

- 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. - 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, vol. 73(1), pages 13-22, January. - 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. - 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. - 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. - 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. - 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.- 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.

- Naoya Sazuka & Jun-ichi Inoue & Enrico Scalas, 2008.
"
- 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. - Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008.
"
**Editorial**," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 1-1, June. - 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. - 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. - 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. - 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. - 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.- Mauro Politi & Enrico Scalas, 2008.
"
**Activity spectrum from waiting-time distribution**," Papers 0801.3043, arXiv.org.

- Mauro Politi & Enrico Scalas, 2008.
"
- 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, vol. 60(2), pages 241-246, November. - 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, vol. 60(2), pages 271-272, November.- E. Scalas & U. Garibaldi & S. Donadio, 2006.
"
**Statistical equilibrium in simple exchange games I**," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 53(2), pages 267-272, 09.

- E. Scalas & U. Garibaldi & S. Donadio, 2006.
"
- 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. - 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. - 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, vol. 55(1), pages 115-120, 01.- 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. - Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006.
"
**The value of information in a multi-agent market model**," Papers physics/0610026, arXiv.org, revised Feb 2007.

- Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006.
"
- 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. - 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.- Mark M. Meerschaert & Enrico Scalas, 2006.
"
**Coupled continuous time random walks in finance**," Papers physics/0608281, arXiv.org.

- Mark M. Meerschaert & Enrico Scalas, 2006.
"
- 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.- 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.

- Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006.
"
- 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.- Eric Guerci & Enrico Scalas & Mauro Gallegati & David Mas & Alessandra Tedeschi, 2006.
"
**Growth and allocation of resources in economics: The agent-based approach**," Post-Print halshs-00871047, HAL. - 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.

- Eric Guerci & Enrico Scalas & Mauro Gallegati & David Mas & Alessandra Tedeschi, 2006.
"
- 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. - 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.- 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. - Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2003.
"
**Anomalous waiting times in high-frequency financial data**," Papers cond-mat/0310305, arXiv.org.

- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005.
"
- 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.- T. Di Matteo & M. Airoldi & E. Scalas, 2004.
"
**On pricing of interest rate derivatives**," Papers cond-mat/0401445, arXiv.org.

- T. Di Matteo & M. Airoldi & E. Scalas, 2004.
"
- 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.- Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004.
"
**Waiting-times and returns in high-frequency financial data: an empirical study**," Finance 0411014, EconWPA. - M. Raberto & E. Scalas & F. Mainardi, 2002.
"
**Waiting-times and returns in high-frequency financial data: an empirical study**," Papers cond-mat/0203596, arXiv.org.

- Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004.
"
- 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.- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004.
"
**Fractional calculus and continuous-time finance II: the waiting- time distribution**," Finance 0411008, EconWPA. - Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2000.
"
**Fractional calculus and continuous-time finance II: the waiting-time distribution**," Papers cond-mat/0006454, arXiv.org, revised Nov 2000.

- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004.
"
- 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.- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000.
"
**Fractional calculus and continuous-time finance**," Papers cond-mat/0001120, arXiv.org. - Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004.
"
**Fractional calculus and continuous-time finance**," Finance 0411007, EconWPA.

- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000.
"
- 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.- Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004.
"
**Volatility in the Italian Stock Market: An Empirical Study**," Finance 0411006, EconWPA. - Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 1999.
"
**Volatility in the Italian Stock Market: an Empirical Study**," Papers cond-mat/9903221, arXiv.org.

- Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004.
"
- 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.- Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 1999.
"
**Correlations in the Bond-Future Market**," Papers cond-mat/9903220, arXiv.org. - Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004.
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**Correlations in the Bond–Future Market**," Finance 0411005, EconWPA.

- Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 1999.
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- Indiveri, G & Scalas, E & Levi, A.C & Gliozzi, A, 1999.
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**Morphologies in two-dimensional growth with attractive long-range interactions**," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 273(3), pages 217-230. - Reverberi, A.P. & Scalas, E., 1998.
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**Dynamic scaling of a reaction-limited decay process**," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 254(3), pages 348-357. - Scalas, Enrico, 1998.
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**Scaling in the market of futures**," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 253(1), pages 394-402. - Danani, A. & Ferrando, R. & Scalas, E. & Torri, M., 1996.
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**Multi-site correlation functions in two-dimensional lattice gases**," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 223(1), pages 149-166. - Gliozzi, A. & Levi, A.C. & Menessini, M. & Scalas, E., 1994.
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**Temperature and disequilibrium dependence of cluster growth**," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 203(3), pages 347-358.

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-CFN: Corporate Finance (1) 2006-10-21
- NEP-CMP: Computational Economics (1) 2006-10-21
- NEP-ECM: Econometrics (3) 2006-10-21 2011-03-05 2012-12-10
- NEP-ETS: Econometric Time Series (5) 2004-11-22 2004-11-22 2005-01-16 2006-10-21 2012-12-10. Author is listed
- 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
- NEP-FMK: Financial Markets (1) 2006-10-21
- NEP-LAB: Labour Economics (1) 2009-07-11
- NEP-MST: Market Microstructure (2) 2012-02-20 2012-12-10
- NEP-ORE: Operations Research (1) 2008-03-01
- NEP-RMG: Risk Management (2) 2005-01-16 2006-10-21

#### Most cited item

- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004.
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**Fractional calculus and continuous-time finance II: the waiting- time distribution**," Finance 0411008, EconWPA.

#### Most downloaded item (past 12 months)

- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004.
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**Fractional calculus and continuous-time finance**," Finance 0411007, EconWPA.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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