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Simone Alfarano
Simone Alfarano
Professor of Economics, Universitat Jaume I
Email verificata su uji.es
Titolo
Citata da
Citata da
Anno
Estimation of agent-based models: the case of an asymmetric herding model
S Alfarano, T Lux, F Wagner
Computational Economics 26, 19-49, 2005
4412005
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
S Alfarano, T Lux, F Wagner
Journal of Economic Dynamics and Control 32 (1), 101-136, 2008
2432008
Financial power laws: Empirical evidence, models, and mechanism
T Lux, S Alfarano
Chaos, Solitons & Fractals, 2016, 3-18, 2016
227*2016
Network structure and N-dependence in agent-based herding models
S Alfarano, M Milaković
Journal of Economic Dynamics and Control 33 (1), 78-92, 2009
1342009
A noise trader model as a generator of apparent financial power laws and long memory
S Alfarano, T Lux
Macroeconomic Dynamics 11 (S1), 80-101, 2007
1072007
A statistical equilibrium model of competitive firms
S Alfarano, M Milaković, A Irle, J Kauschke
Journal of Economic Dynamics and Control 36 (1), 136-149, 2012
1012012
Does classical competition explain the statistical features of firm growth?
S Alfarano, M Milaković
Economics Letters 101 (3), 272-274, 2008
802008
Estimation of a simple agent-based model of financial markets: An application to australian stock and foreign exchange data
S Alfarano, T Lux, F Wagner
Physica A: Statistical Mechanics and its Applications 370 (1), 38-42, 2006
682006
Advances in the agent-based modeling of economic and social behavior
M Steinbacher, M Raddant, F Karimi, E Camacho Cuena, S Alfarano, ...
SN Business & Economics 1 (7), 99, 2021
562021
Empirical validation of stochastic models of interacting agents
S Alfarano, T Lux, F Wagner
European Physical Journal B 55, 183-187, 2007
492007
Fine structure of spectral properties for random correlation matrices: An application to financial markets
G Livan, S Alfarano, E Scalas
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011
432011
The small core of the German corporate board network
M Milaković, S Alfarano, T Lux
Computational and Mathematical Organization Theory 16, 201-215, 2010
392010
On the determination of the granular size of the economy
O Blanco-Arroyo, A Ruiz-Buforn, D Vidal-Tomás, S Alfarano
Economics Letters 173, 35-38, 2018
322018
A minimal noise trader model with realistic time series properties
S Alfarano, T Lux
Long Memory in Economics - Teyssičre and Kirman (Eds.), 345-361, 2007
322007
An agent-based early warning indicator for financial market instability
D Vidal-Tomás, S Alfarano
Journal of Economic Interaction and Coordination 15 (1), 49-87, 2020
312020
On the distributional properties of size, profit and growth of Icelandic firms
EJ Erlingsson, S Alfarano, M Raberto, H Stefánsson
Journal of Economic Interaction and Coordination 8 (1), 57-74, 2012
312012
Extreme value theory as a theoretical background for power law behavior
S Alfarano, T Lux
Kiel Institute for the World Economy, 2010
302010
Gibrat’s Law Redux: Think profitability instead of growth
P Mundt, S Alfarano, M Milaković
Industrial and Corporate Change 25 (4), 549-571, 2016
292016
On the role of heterogeneous and imperfect information in a laboratory financial market
S Alfarano, I Barreda-Tarrazona, E Camacho-Cuena
Central European Journal of Operations Research 14, 417-433, 2006
252006
A Note on institutional hierarchy and volatility in financial markets
S Alfarano, M Milaković, M Raddant
European Journal of Finance, 2011
23*2011
Il sistema al momento non puň eseguire l'operazione. Riprova piů tardi.
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