Concepedia

Enrico Scalas

ES

Statistics

Publications

84

Citations

4.5K

H-Index

30

Active since

1993

Affiliations

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”(Current)

Tecnologie Avanzate (Italy)

Istituto Nazionale di Fisica Nucleare, Sezione di Torino

Université Clermont Auvergne

University of Genoa

Enrico Scalas is an author at Università degli Studi del Piemonte Orientale “Amedeo Avogadro” specializing in engineering, physics, and business.

Top concepts

EngineeringPhysicsBusinessNatural SciencesFinanceApplied PhysicsAsset PricingEconomicsInstrumentationBiophysics

Publications per year

1993–2019

84

Publications

84

Fractional calculus and continuous-time finance

Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi · Physica A Statistical Mechanics and its Applications · 2000 · 849 citations · Full text

Fractional-order System, Fractional Dynamic, Financial Engineering +1

Waiting-times and returns in high-frequency financial data: an empirical study

Marco Raberto, Enrico Scalas, Francesco Mainardi · Physica A Statistical Mechanics and its Applications · 2002 · 501 citations · Full text

Empirical Finance, Economics, Financial Economics +8

The application of continuous-time random walks in finance and economics

Enrico Scalas · Physica A Statistical Mechanics and its Applications · 2005 · 268 citations

Econophysics, Economics, Computational Finance +8

Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation

Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi · Physical Review E · 2004 · 208 citations · Full text

Engineering, Random Walks, Entropy +14

Coupled continuous time random walks in finance

Mark M. Meerschaert, Enrico Scalas · Physica A Statistical Mechanics and its Applications · 2006 · 199 citations · Full text

Stochastic Dynamical System, Finance, Stochastic Phenomenon +1

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