Details about Simone Alfarano

Access statistics for papers by Simone Alfarano.

Last updated 2013-06-15. Update your information in the RePEc Author Service.

Short-id: pal340

Working Papers

2013

1. The real versus the financial economy: A global tale of stability versus volatility
   Economics Discussion Papers, Kiel Institute for the World Economy

2012

2. On the distributional properties of size, pro fit and growth of Icelandic firms
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012)
   See also Journal Article in Journal of Economic Interaction and Coordination (2013)

2011

3. A Note on institutional hierarchy and volatility in financial markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Extreme Value Theory as a Theoretical Background for Power Law Behavior
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
   Also in Kiel Working Papers, Kiel Institute for the World Economy (2010)
   MPRA Paper, University Library of Munich, Germany (2010)
5. The Small Core of the German Corporate Board Network: New Evidence from 2010
   Kiel Working Papers, Kiel Institute for the World Economy
6. The fine structure of spectral properties for random correlation matrices: an application to financial markets
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in Papers, arXiv.org (2011) View citations (2)
7. The role of public and private information in a laboratory financial market
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

2010

8. Estimation of a simple genetic algorithm applied to a laboratory experiment
   MPRA Paper, University Library of Munich, Germany
9. Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation
   MPRA Paper, University Library of Munich, Germany View citations (1)
10. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2010) View citations (4)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)

2009

11. Network hierarchy in Kirman's ant model: fund investment can create systemic risk
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)

2008

12. A Statistical Equilibrium Model of Competitive Firms
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)
13. Does Classical Competition Explain the Statistical Features of Firm Growth?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)
    See also Journal Article in Economics Letters (2008)
14. Should Network Structure Matter in Agent-Based Finance?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (5)
    Also in Working Papers, Warwick Business School, Financial Econometrics Research Centre (2007)
15. The Small Core of the German Corporate Board Network
    Kiel Working Papers, Kiel Institute for the World Economy View citations (3)

2007

16. A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets
    Working Papers, Warwick Business School, Financial Econometrics Research Centre

2006

17. A minimal noise trader model with realistic time series properties
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2003) View citations (2)
18. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2005) View citations (6)
    Working Papers, Warwick Business School, Financial Econometrics Research Centre (2005)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

19. A noise trader model as a generator of apparent financial power laws and long memory
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (9)
    See also Journal Article in Macroeconomic Dynamics (2007)

2004

20. Critical behaviour and system size in agent-based models: an explanation
    Computing in Economics and Finance 2004, Society for Computational Economics

2002

21. A minimal noise trader model with realistic time series
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (6)

Journal Articles

2013

1. On the distributional properties of size, profit and growth of Icelandic firms
   Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74
   See also Working Paper (2012)

2012

2. A statistical equilibrium model of competitive firms
   Journal of Economic Dynamics and Control, 2012, 36, (1), 136-149 View citations (3)
   See also Working Paper (2008)
3. Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände
   Wirtschaftsdienst, 2012, 92, (11), 770-776
4. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
   Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-23
   See also Working Paper (2010)

2010

5. Firm profitability and the network of organizational capabilities
   Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4769-4775
6. What distinguishes individual stocks from the index?
   The European Physical Journal B - Condensed Matter and Complex Systems, 2010, 73, (1), 23-28 View citations (1)

2009

7. Network structure and N-dependence in agent-based herding models
   Journal of Economic Dynamics and Control, 2009, 33, (1), 78-92 View citations (13)

2008

8. A nonparametric approach tothe noise density in stochastic volatility models
   Applied Financial Economics Letters, 2008, 4, (5), 311-314
9. Does classical competition explain the statistical features of firm growth?
   Economics Letters, 2008, 101, (3), 272-274 View citations (5)
   See also Working Paper (2008)
10. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Journal of Economic Dynamics and Control, 2008, 32, (1), 101-136 View citations (14)
    See also Working Paper (2006)

2007

11. A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
    Macroeconomic Dynamics, 2007, 11, (S1), 80-101 View citations (16)
    See also Working Paper (2005)
12. Empirical validation of stochastic models of interacting agents
    The European Physical Journal B - Condensed Matter and Complex Systems, 2007, 55, (2), 183-187

2006

13. Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 38-42 View citations (3)
14. On the role of heterogeneous and imperfect information in a laboratory financial market
    Central European Journal of Operations Research, 2006, 14, (4), 417-433 View citations (5)

2005

15. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
    Computational Economics, 2005, 26, (1), 19-49 View citations (53)