Details about Marco Raberto

Access statistics for papers by Marco Raberto.

Last updated 2005-08-24. Update your information in the RePEc Author Service.

Short-id: pra66

Working Papers

2005

1. Multi-agent modeling and simulation of a sequential monetary production economy
   Computational Economics, EconWPA
   Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2004

2. Correlations in the Bond–Future Market
   Finance, EconWPA
3. Fractional calculus and continuous-time finance II: the waiting- time distribution
   Finance, EconWPA View citations
4. Volatility in the Italian Stock Market: An Empirical Study
   Finance, EconWPA
5. Waiting-times and returns in high-frequency financial data: an empirical study
   Finance, EconWPA View citations

2002

6. Traders’ long-run wealth in an artificial financial market
   Computing in Economics and Finance 2002, Society for Computational Economics View citations
   See also Journal Article in Computational Economics (2003)

Journal Articles

2003

1. Traders' Long-Run Wealth in an Artificial Financial Market
   Computational Economics, 2003, 22, (2), 255-272 View citations
   See also Working Paper (2002)