Enrico Scalas
Sapienza University of Rome(IT)
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling, Particle physics theoretical and experimental studies, Stochastic processes and financial applications, Fractional Differential Equations Solutions
Most-Cited Works
- → Fractional Calculus(2011)1,048 cited
- → Fractional Calculus: Models and Numerical Methods(2016)985 cited
- → Fractional calculus and continuous-time finance(2000)856 cited
- → Waiting-times and returns in high-frequency financial data: an empirical study(2002)506 cited
- → The application of continuous-time random walks in finance and economics(2005)269 cited
- → Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit(2001)233 cited
- → Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation(2004)210 cited