Habyarimana, Cassien, Aduda, Jane A, Scalas, Enrico, Chen, Jing, Hawkes, Alan G and Polito, Federico (2023) A fractional Hawkes process II: further characterization of the process. Physica A: Statistical Mechanics and its Applications, 615. pp. 1-11. ISSN 0378-4371

Nekovee, Maziar, Zhang, Yi, Xu, Jiuping and Li, Zongmin (2022) The impact of official rumor-refutation information on the dynamics of rumor spread. Physica A: Statistical Mechanics and its Applications. pp. 1-22. ISSN 0378-4371

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Modeling non-stationarities in high-frequency financial time series. Physica A: Statistical Mechanics and its Applications, 521. pp. 173-196. ISSN 0378-4371

Nekovee, Maziar and Pinto, Jonathan (2019) Modelling the impact of organizationan structure and whistle blowers on intra-organizational corruption contagion. Physica A: Statistical Mechanics and its Applications, 522. pp. 339-349. ISSN 0378-4371

Scalas, Enrico, Rapallo, Fabio and Radivojević, Tijana (2017) Low-traffic limit and first-passage times for a simple model of the continuous double auction. Physica A: Statistical Mechanics and its Applications, 485. pp. 61-72. ISSN 0378-4371

Ferraro, Simone, Manzini, Michele, Masoero, Aldo and Scalas, Enrico (2009) A random telegraph signal of Mittag-Leffler type. Physica A: Statistical Mechanics and its Applications, 388 (19). pp. 3991-3999. ISSN 0378-4371

Sazuka, Naoya, Inoue, Jun-Ichi and Scalas, Enrico (2009) The distribution of first-passage times and durations in FOREX and future markets. Physica A: Statistical Mechanics and its Applications, 388 (14). pp. 2839-2853. ISSN 0378-4371

Attaullah, Ali, Davidson, Ian and Tippett, Mark (2009) A wave function for Stock Market Returns. Physica A: Statistical Mechanics and its Applications, 388 (4). pp. 455-461. ISSN 0378-4371

Lim, Gyuchang, Kim, SooYong, Scalas, Enrico, KIm, Kyungsik and Chang, Ki-Ho (2008) Analysis of price fluctuations in futures exchange markets. Physica A: Statistical Mechanics and its Applications, 387 (12). pp. 2823-2830. ISSN 0378-4371

Lim, Gyuchang, Kim, SooYong, Kim, Kyungsik, Lee, Dong-In and Scalas, Enrico (2008) Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets. Physica A: Statistical Mechanics and its Applications, 387 (12). pp. 2831-2836. ISSN 0378-4371

Politi, Mauro and Scalas, Enrico (2008) Fitting the empirical distribution of intertrade durations. Physica A: Statistical Mechanics and its Applications, 387 (8-9). pp. 2025-2034. ISSN 0378-4371

Düring, B and Toscani, G (2007) Hydrodynamics from kinetic models of conservative economies. Physica A: Statistical Mechanics and its Applications, 384 (2). pp. 493-506. ISSN 0378-4371

Lim, Gyuchang, Kim, Soo Yong, Scalas, Enrico and Kim, Kyungsik (2007) Volatilities, traded volumes, and the hypothesis of price increments in derivative securities. Physica A: Statistical Mechanics and its Applications, 382 (2). pp. 577-585. ISSN 0378-4371

Mosetti, Giancarlo, Jug, Giancarlo and Scalas, Enrico (2007) Power laws from randomly sampled continuous-time random walks. Physica A: Statistical Mechanics and its Applications, 375 (1). pp. 233-238. ISSN 0378-4371

Nekovee, M, Moreno, Y, Bianconi, G and Marsili, M (2007) Theory of rumour spreading in complex social networks. Physica A: Statistical Mechanics and its Applications, 374 (1). pp. 457-470. ISSN 0378-4371

Meerschaert, Mark M and Scalas, Enrico (2006) Coupled continuous time random walks in finance. Physica A: Statistical Mechanics and its Applications, 370 (1). pp. 114-118. ISSN 0378-4371

Scalas, Enrico, Kaizoji, Taisei, Kirchler, Michael, Huber, Jürgen and Tedeschi, Alessandra (2006) Waiting times between orders and trades in double-auction markets. Physica A: Statistical Mechanics and its Applications, 366. pp. 463-471. ISSN 0378-4371

Scalas, Enrico (2006) The application of continuous-time random walks in finance and economics. Physica A: Statistical Mechanics and its Applications, 362 (2). pp. 225-239. ISSN 0378-4371

Di Matteo, T, Airoldi, M and Scalas, E (2004) On pricing of interest rate derivatives. Physica A: Statistical Mechanics and its Applications, 339 (1-2). pp. 189-196. ISSN 0378-4371

Raberto, Marco, Scalas, Enrico and Mainardi, Francesco (2002) Waiting-times and returns in high-frequency financial data: an empirical study. Physica A: Statistical Mechanics and its Applications, 314 (1-4). pp. 749-755. ISSN 0378-4371

Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2000) Fractional calculus and continuous-time finance. Physica A: Statistical Mechanics and its Applications, 284 (1-4). pp. 376-384. ISSN 0378-4371

Indiveri, Giovanni, Scalas, Enrico, Levi, Andrea C and Gliozzi, Alessandra (1999) Morphologies in two-dimensional growth with attractive long-range interactions. Physica A: Statistical Mechanics and its Applications, 273 (3-4). pp. 217-230. ISSN 0378-4371

Raberto, Marco, Scalas, Enrico, Cuniberti, Giovanni and Riani, Massimo (1999) Volatility in the Italian stock market: an empirical study. Physica A: Statistical Mechanics and its Applications, 269 (1). pp. 148-155. ISSN 0378-4371

Cuniberti, Giovanni, Raberto, Marco and Scalas, Enrico (1999) Correlations in the bond-future market. Physica A: Statistical Mechanics and its Applications, 269 (1). pp. 90-97. ISSN 0378-4371

Reverberi, A P and Scalas, E (1998) Dynamic scaling of a reaction-limited decay process. Physica A: Statistical Mechanics and its Applications, 254 (3-4). pp. 348-357. ISSN 0378-4371

Scalas, Enrico (1998) Scaling in the market of futures. Physica A: Statistical Mechanics and its Applications, 253 (1-4). pp. 394-402. ISSN 0378-4371

Danani, A, Ferrando, R, Scalas, E and Torri, M (1996) Multi-site correlation functions in two-dimensional lattice gases. Physica A: Statistical Mechanics and its Applications, 223 (1-2). pp. 149-166. ISSN 0378-4371

Gliozzi, A, Levi, A C, Menessini, M and Scalas, E (1994) Temperature and disequilibrium dependence of cluster growth. Physica A: Statistical Mechanics and its Applications, 203 (3-4). pp. 347-358. ISSN 0378-4371