Browse by Authors

23 August 2006

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

4 October 2006

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

25 February 2008

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

12 March 2009

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

19 February 2011

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