E. Scalas

Identifiers

• name variant E. Scalas 0.60 · backfill

Papers (7)

1. Performance of information criteria used for model selection of Hawkes process models of financial data q-fin.ST · 2017 · author #3
2. The fractional non-homogeneous Poisson process math.PR · 2016 · author #2
3. Analysis of short term price trends in daily stock-market index data q-fin.ST · 2012 · author #4
4. The fine structure of spectral properties for random correlation matrices: an application to financial markets q-fin.ST · 2011 · author #3
5. On pricing of interest rate derivatives cond-mat.stat-mech · 2004 · author #3
6. Waiting-times and returns in high-frequency financial data: an empirical study cond-mat.stat-mech · 2002 · author #2
7. Learning short-option valuation in the presence of rare events cond-mat.stat-mech · 2000 · author #3

Mentions

• 1211.3060 #4 · backfill · confidence 0.70 E. Scalas
• 1102.4076 #3 · backfill · confidence 0.70 E. Scalas

Frequent Coauthors

• F. Mainardi 2 shared papers
• M. Raberto 2 shared papers
• M. Trinh 2 shared papers
• A. G. Hawkes 1 shared papers
• A.R. Hern\'andez Montoya 1 shared papers
• G. Cuniberti 1 shared papers
• G. Livan 1 shared papers
• G. Servizi 1 shared papers
• H.F. Coronel-Brizio 1 shared papers
• H.R Olivares S\'anchez 1 shared papers
• J. M. Chen 1 shared papers
• M. Airoldi 1 shared papers
• M. Riani 1 shared papers
• N. Leonenko 1 shared papers
• S. Alfarano 1 shared papers
• T. Di Matteo 1 shared papers