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publications

(66)

• Porting a distributed meeting system to the Eclipse communication framework.
  Fabio Calefato and Filippo Lanubile and Mario Scalas ETX 46-49 (2007)
  to dblp by dblp on 2008-06-17 00:00:00
  | URL | BibTeX  
• Anomalous waiting times in high-frequency financial data
  Enrico Scalas and Rudolf Gorenflo and Hugh Luckock and Francesco Mainardi and Maurizio Mantelli and Marco Raberto Quantitative Finance 4 695--702 (2004)
  to imported by smicha and 1 other person on 2008-04-23 19:09:19
  | URL | BibTeX  
• Mixtures of compound Poisson processes as models of tick-by-tick financial data
  Enrico Scalas Chaos, Solitons \& Fractals 34 33--40 (2007)
  to imported by smicha on 2008-04-22 12:52:29
  | URL | BibTeX  
• Coupled continuous time random walks in finance
  Mark M. Meerschaert and Enrico Scalas Physica A: Statistical Mechanics and its Applications 370 114--118 (2006)
  to Anomalous diffusion by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Fractional calculus and continuous-time finance II: the waiting-time distribution
  Francesco Mainardi and Marco Raberto and Rudolf Gorenflo and Enrico Scalas Physica A: Statistical Mechanics and its Applications 287 468--481 (2000)
  to Stochastic processes by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Analysis of price fluctuations in futures exchange markets
  Gyuchang Lim and SooYong Kim and Enrico Scalas and Kyungsik Kim and Ki-Ho Chang Physica A: Statistical Mechanics and its Applications 387 2823--2830 (2008)
  to Fokker-Planck equation by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Volatilities, traded volumes, and the hypothesis of price increments in derivative securities
  Gyuchang Lim and SooYong Kim and Enrico Scalas and Kyungsik Kim Physica A: Statistical Mechanics and its Applications 382 577--585 (2007)
  to Detrended analysis fluctuation by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets
  Gyuchang Lim and SooYong Kim and Kyungsik Kim and Dong-In Lee and Enrico Scalas Physica A: Statistical Mechanics and its Applications 387 2831--2836 (2008)
  to Equilibrium and out-of-equilibrium states by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Morphologies in two-dimensional growth with attractive long-range interactions
  G. Indiveri and E. Scalas and A. C. Levi and A. Gliozzi Physica A: Statistical Mechanics and its Applications 273 217--230 (1999)
  to Morphology by smicha on 2008-04-22 10:36:30
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• Temperature and disequilibrium dependence of cluster growth
  A. Gliozzi and A. C. Levi and M. Menessini and E. Scalas Physica A: Statistical and Theoretical Physics 203 347--358 (1994)
  to imported by smicha on 2008-04-22 10:36:30
  | URL | BibTeX