14
H index
15
i10 index
700
Citations
Enrico Scalas : Citation Profile
| RESEARCH PRODUCTION: 53 Articles 57 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Enrico Scalas. | Is cited by:
| Cites to:
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Main data
Where Enrico Scalas has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 29 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 6 |
| Quantitative Finance | 3 |
| Journal of Economic Interaction and Coordination | 3 |
| PLOS ONE | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 37 |
| Finance / University Library of Munich, Germany | 6 |
| MPRA Paper / University Library of Munich, Germany | 5 |
| Computing in Economics and Finance 2004 / Society for Computational Economics | 2 |
| Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel) | 2 |
Recent works citing Enrico Scalas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
| 2023 | From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033. Full description at Econpapers || Download paper |
| 2024 | A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480. Full description at Econpapers || Download paper |
| 2023 | Fast solution methods for Riesz space fractional diffusion equations with non-separable coefficients. (2023). She, Zi-Hang ; Lao, Cheng-Xue ; Yang, Hong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300322008979. Full description at Econpapers || Download paper |
| 2024 | Efficient L1-ADI finite difference method for the two-dimensional nonlinear time-fractional diffusion equation. (2024). Huang, Chaobao ; Sun, Tao ; Chen, HU ; Jiang, Yubing. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s009630032400081x. Full description at Econpapers || Download paper |
| 2024 | Adaptive asymptotic tracking control of uncertain fractional-order nonlinear systems with unknown control coefficients and actuator faults. (2024). Tong, Shaocheng ; Sun, KE ; Ma, Zhiyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002893. Full description at Econpapers || Download paper |
| 2023 | Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals. (2023). Stindl, Tom. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:182-198. Full description at Econpapers || Download paper |
| 2023 | Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868. Full description at Econpapers || Download paper |
| 2024 | Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528. Full description at Econpapers || Download paper |
| 2023 | An unconditionally convergent RSCSCS iteration method for Riesz space fractional diffusion equations with variable coefficients. (2023). Qu, Wei ; Qiu, Li-Min ; She, Zi-Hang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:633-646. Full description at Econpapers || Download paper |
| 2024 | Qualitative behavior in a fractional order IS-LM-AS macroeconomic model with stability analysis. (2024). Bazán Navarro, Ciro ; Benazic, Renato Mario ; Bazan, Ciro Eduardo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:217:y:2024:i:c:p:425-443. Full description at Econpapers || Download paper |
| 2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers || Download paper |
| 2023 | Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels. (2023). Wang, Xiangjun ; Dai, Min ; Zhang, Zhikun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123008464. Full description at Econpapers || Download paper |
| 2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper |
| 2024 | Recovering network topology and dynamics from sequences: A machine learning approach. (2024). Amancio, Diego R ; Silva, Filipi N ; Guerreiro, Lucas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001262. Full description at Econpapers || Download paper |
| 2024 | Mission reliability-centered opportunistic maintenance approach for multistate manufacturing systems. (2024). He, Yihai ; Yang, Xiuzhen ; Dai, Wei ; Cai, Yuqi ; Liao, Ruoyu. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:241:y:2024:i:c:s0951832023006075. Full description at Econpapers || Download paper |
| 2023 | Price behavior of small-cap stocks and momentum: A study using principal component momentum. (2023). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300034x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4. Full description at Econpapers || Download paper |
| 2023 | Innovation, localized externalities, and the British Industrial Revolution, 1700-1850. (2023). Nuvolari, Alessandro ; Gragnolati, Ugo M. In: LEM Papers Series. RePEc:ssa:lemwps:2023/26. Full description at Econpapers || Download paper |
Enrico Scalas has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Enrico Scalas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | The rough Hawkes process In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The value of information in financial markets: An agent-based simulation In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Activity spectrum from waiting-time distribution In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Activity spectrum from waiting-time distribution.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2009 | Stochastic calculus for uncoupled continuous-time random walks In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | The distribution of first-passage times and durations in FOREX and future markets In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | The distribution of first-passage times and durations in FOREX and future markets.(2009) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2009 | Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | On-line trading as a renewal process: Waiting time and inspection paradox In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | A class of CTRWs: Compound fractional Poisson processes In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Full characterization of the fractional Poisson process In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | A parsimonious model for intraday European option pricing In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A parsimonious model for intraday European option pricing.(2012) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | On the non-stationarity of financial time series: impact on optimal portfolio selection In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Analysis of short term price trends in daily stock-market index data In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Modeling non-stationarities in high-frequency financial time series In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Modeling non-stationarities in high-frequency financial time series.(2019) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2013 | Ergodic transition in a simple model of the continuous double auction In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Ergodic Transition in a Simple Model of the Continuous Double Auction.(2014) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | Low-traffic limit and first-passage times for a simple model of the continuous double auction In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Low-traffic limit and first-passage times for a simple model of the continuous double auction.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | A stylized model for wealth distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Performance of information criteria used for model selection of Hawkes process models of financial data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2019 | Fat tails in financial return distributions revisited: Evidence from the Korean stock market.(2019) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2020 | Continuum and thermodynamic limits for a simple random-exchange model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Continuum and thermodynamic limits for a simple random-exchange model.(2022) In: Stochastic Processes and their Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2000 | Fractional calculus and continuous-time finance In: Papers. [Full Text][Citation analysis] | paper | 129 |
| 2000 | Fractional calculus and continuous-time finance.(2000) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
| 2004 | Fractional calculus and continuous-time finance.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
| 2000 | Learning short-option valuation in the presence of rare events In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution In: Papers. [Full Text][Citation analysis] | paper | 123 |
| 2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution.(2000) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | article | |
| 2004 | Fractional calculus and continuous-time finance II: the waiting- time distribution.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 2000 | The waiting-time distribution of LIFFE bond futures In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Waiting-times and returns in high-frequency financial data: an empirical study In: Papers. [Full Text][Citation analysis] | paper | 66 |
| 2002 | Waiting-times and returns in high-frequency financial data: an empirical study.(2002) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2004 | Waiting-times and returns in high-frequency financial data: an empirical study.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2003 | Anomalous waiting times in high-frequency financial data In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2005 | Anomalous waiting times in high-frequency financial data.(2005) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2004 | Anomalous waiting times in high-frequency financial data.(2004) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2004 | On pricing of interest rate derivatives In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | On pricing of interest rate derivatives.(2004) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2005 | Five Years of Continuous-time Random Walks in Econophysics In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2006 | Five Years of Continuous-time Random Walks in Econophysics.(2006) In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] This paper has nother version. Agregated cites: 18 | chapter | |
| 2005 | Five Years of Continuous-time Random Walks in Econophysics.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2005 | Basel II for Physicists: A Discussion Paper In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Correlations in the Bond-Future Market In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Correlations in the bond-future market.(1999) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2004 | Correlations in the Bond–Future Market.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1999 | Volatility in the Italian Stock Market: an Empirical Study In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 1999 | Volatility in the Italian stock market: an empirical study.(1999) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2004 | Volatility in the Italian Stock Market: An Empirical Study.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2006 | Mixtures of compound Poisson processes as models of tick-by-tick financial data In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Mixtures of compound Poisson processes as models of tick-by-tick financial data.(2007) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | Growth and Allocation of Resources in Economics: The Agent-Based Approach In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Growth and allocation of resources in economics: The agent-based approach.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2006 | Growth and allocation of resources in economics: The agent-based approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | The art of fitting financial time series with Levy stable distributions In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | The art of fitting financial time series with Levy stable distributions.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2006 | Waiting times between orders and trades in double-auction markets In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2006 | Waiting times between orders and trades in double-auction markets.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2006 | Coupled continuous time random walks in finance In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 2006 | Coupled continuous time random walks in finance.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2007 | The value of information in a multi-agent market model In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | The value of information in a multi-agent market model.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2007 | The value of information in a multi-agent market model.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2010 | Finitary Probabilistic Methods in Econophysics In: Cambridge Books. [Citation analysis] | book | 39 |
| 2021 | Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 1994 | Temperature and disequilibrium dependence of cluster growth In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1996 | Multi-site correlation functions in two-dimensional lattice gases In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1998 | Scaling in the market of futures In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 1998 | Dynamic scaling of a reaction-limited decay process In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1999 | Morphologies in two-dimensional growth with attractive long-range interactions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | The application of continuous-time random walks in finance and economics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 40 |
| 2007 | Power laws from randomly sampled continuous-time random walks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2007 | Volatilities, traded volumes, and the hypothesis of price increments in derivative securities In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2008 | Analysis of price fluctuations in futures exchange markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2008 | Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2008 | Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2008 | Statistical auditing and randomness test of lotto k/N-type games In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2008 | Fitting the empirical distribution of intertrade durations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 26 |
| 2009 | A random telegraph signal of Mittag-Leffler type In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2023 | A fractional Hawkes process II: Further characterization of the process In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2017 | The fractional non-homogeneous Poisson process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
| 2015 | Large scale simulation of synthetic markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A spectral perspective on excess volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | A spectral perspective on excess volatility.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Semi-Markov Graph Dynamics In: PLOS ONE. [Full Text][Citation analysis] | article | 3 |
| 2009 | The Kuznets Curve and the Inequality Process In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Stochastic integration for uncoupled continuous-time random walks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | From Renewal Theory to High-Frequency Finance In: European Journal of Economic and Social Systems. [Full Text][Citation analysis] | article | 0 |
| 2004 | A double-auction artificial market with time-irregularly spaced orders In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2004 | Speculative option valuation: A supercomputing approach In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2006 | Statistical equilibrium in simple exchange games I In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 17 |
| 2007 | Statistical equilibrium in simple exchange games I.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2007 | Statistical equilibrium in simple exchange games II. The redistribution game In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 7 |
| 2010 | Spectral densities of Wishart-Lévy free stable random matrices In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| 2017 | Continuous-time statistics and generalized relaxation equations In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| 2015 | Wealth distribution and the Lorenz curve: a finitary approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2006 | Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 18 |
| 2008 | Editorial In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2005 | Fraudulent Agents in an Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
| 2006 | The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
| 2012 | A stylized model for the continuous double auction In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2023 | Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2018 | Editors’ foreword In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Performance of information criteria for selection of Hawkes process models of financial data In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | EDITORIAL: COMPLEX NETWORKS In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
| 2007 | DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 0 |
| 2008 | A Note on Aoki-Yoshikawa Model In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Dynamic Probabilistic Version of the Aoki-Yoshikawa Sectoral Productivity Model In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] | article | 6 |
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