Enrico Scalas

Economics and Econometrics · 2000–2016

A researcher in the Science corpus: 9 papers; trusts 23 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it; #3,024 of 23,481 by trust here, #2,171 by citations
• Finance — 19 citations into it; #1,878 of 10,518 by trust here, #1,377 by citations
• Modeling and Simulation — 19 citations into it; #117 of 2,105 by trust here, #49 by citations
• Statistical and Nonlinear Physics — 19 citations into it; #8,520 of 10,127 by trust here, #6,727 by citations
• Applied Mathematics — 9 citations into it
• Management Science and Operations Research — 6 citations into it; #5,083 of 11,946 by trust here, #3,357 by citations
• Numerical Analysis — 6 citations into it; #958 of 3,586 by trust here, #129 by citations

Whom Enrico Scalas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francesco Mainardi
2. Rudolf Gorenflo
3. Robert Buff
4. Ralf Metzler
5. Marco Raberto
6. Wim Schoutens
7. Joseph Klafter
8. Jem N. Corcoran
9. Mark M. Meerschaert
10. John P. Nolan

Who trusts Enrico Scalas overall

1. Charles Tadjeran
2. Mark M. Meerschaert
3. Valentina V. Tarasova
4. Francesco Mainardi
5. Vasily E. Tarasov
6. Ralf Metzler
7. Dumitru Băleanu
8. Ting Wei
9. Rudolf Gorenflo
10. Joseph Klafter

Papers from Enrico Scalas's perspective

Ordered by how strongly the researchers Enrico Scalas trusts endorse each paper. Same corpus, a different order for every researcher.

1. An Introduction to Probability Theory and Its Applications
2. Fractional calculus and continuous-time finance
3. Fractional Integrals and Derivatives: Theory and Applications
4. Modelling Extremal Events for Insurance and Finance
5. Fractional Calculus: Integral and Differential Equations of Fractional Order
6. Continuous Time Finance
7. Stochastic Models for Fractional Calculus
8. Fractional Poisson processes and related planar random motions
9. Fractional Calculus: Some Basic Problems in Continuum and Statistical Mechanics
10. The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

Their papers

• Fractional calculus and continuous-time finance (2000) — 869 citations
• Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit (2001) — 284 citations
• Waiting-times and returns in high-frequency financial data: an empirical study (2002) — 537 citations
• A fractional generalization of the Poisson processes (2007) — 226 citations
• Statistical equilibrium in simple exchange games II. The redistribution game (2007) — 50 citations
• Coupled continuous time random walks in finance (2006) — 207 citations
• The fractional non-homogeneous Poisson process (2016) — 50 citations
• Fractional Calculus: Models and Numerical Methods (2012) — 1,941 citations
• The application of continuous-time random walks in finance and economics (2006) — 265 citations