Simone Alfarano
Simone Alfarano
Professor of Economics, Universitat Jaume I
Verified email at uji.es
Title
Cited by
Cited by
Year
Estimation of agent-based models: the case of an asymmetric herding model
S Alfarano, T Lux, F Wagner
Computational Economics 26 (1), 19-49, 2005
3682005
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
2082008
Financial power laws: Empirical evidence, models, and mechanism
T Lux, S Alfarano
Chaos, Solitons & Fractals, 2016, 3-18, 2016
164*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
1112009
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
902007
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
832012
Does classical competition explain the statistical features of firm growth?
S Alfarano, M Milaković
Economics Letters 101 (3), 272-274, 2008
692008
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
512006
Fine structure of spectral properties for random correlation matrices: An application to financial markets
G Livan, S Alfarano, E Scalas
Physical Review E 84 (1), 016113, 2011
412011
The small core of the German corporate board network
M Milaković, S Alfarano, T Lux
Computational and mathematical organization theory 16 (2), 201-215, 2010
412010
Empirical validation of stochastic models of interacting agents
S Alfarano, T Lux, F Wagner
European Physical Journal B 55, 183-187, 2007
412007
Lecture Notes in Economics and Mathematical Systems 610
M Beckmann, HP Künzi, G Fandel, W Trockel
40*1977
A minimal noise trader model with realistic time series properties
S Alfarano, T Lux
Long Memory in Economics - Teyssière and Kirman (Eds.), 345-361, 2007
282007
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
252012
The role of public and private information in a laboratory financial market
S Alfarano, E Camacho, A Morone
IVIE, 2011
232011
A Note on institutional hierarchy and volatility in financial markets
S Alfarano, M Milaković, M Raddant
European Journal of Finance, 2011
212011
Gibrat’s Law Redux: think profitability instead of growth
P Mundt, S Alfarano, M Milaković
Industrial and Corporate Change 25 (4), 549-571, 2016
202016
Extreme value theory as a theoretical background for power law behavior
S Alfarano, T Lux
Kiel Institute for the World Economy, 2010
202010
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 (4), 417-433, 2006
202006
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
152018
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