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**26**.

## Article

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