Browse by Authors

336

Scalas, Enrico and Kim, Kyungsik (2006): The art of fitting financial time series with Levy stable distributions.

341

Toth, Bence and Scalas, Enrico and Huber, Juergen and Kirchler, Michael (2006): The value of information in a multi-agent market model.

7341

Scalas, Enrico and Germano, Guido and Politi, Mauro and Schilling, René L. (2008): Stochastic integration for uncoupled continuous-time random walks.

16058

Angle, John and Nielsen, Francois and Scalas, Enrico (2009): The Kuznets Curve and the Inequality Process. Forthcoming in: (December 2009)

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Livan, Giacomo and Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets.