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Details about Marco Raberto

E-mail:
Phone:+39 010 3532028
Postal address:Dr. Marco Raberto DIME - University of Genoa Via Opera Pia 15 I-16145 Genova, Italy
Workplace:Centro Interdisciplinario in Economia e Finanza (CINEF) (Center for Interdisciplinary Research on Economics and Financial Engineering), Università degli Studi di Genova (University of Genoa), (more information at EDIRC)

Access statistics for papers by Marco Raberto.

Last updated 2013-10-11. Update your information in the RePEc Author Service.

Short-id: pra66


Jump to Journal Articles

Working Papers

2013

  1. Housing market bubbles and business cycles in an agent-based credit economy
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads
  2. Modeling non-stationarities in high-frequency financial time series
    Papers, arXiv.org Downloads

2012

  1. Macroprudential policies in an agent-based artificial economy
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads
    See also Journal Article in Revue de l'OFCE (2012)
  2. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) Downloads

    See also Journal Article in Journal of Economic Interaction and Coordination (2013)

2011

  1. Debt deleveraging and business cycles: An agent-based perspective
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads View citations (9)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2012)
  2. The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (1)
    See also Journal Article in Advances in Complex Systems (ACS) (2012)

2010

  1. Credit money and macroeconomic instability in the agent-based model and simulator Eurace
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads View citations (11)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2010)

2006

  1. Duopolistic competition in an electricity markets with heterogeneous cost functions
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. A dynamic model of a monetary production economy under the disequilibrium economics approach
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  2. Anomalous waiting times in high-frequency financial data
    Papers, arXiv.org Downloads View citations (2)
    Also in Papers, arXiv.org (2003) Downloads View citations (1)

    See also Journal Article in Quantitative Finance (2004)
  3. Multi-agent modeling and simulation of a sequential monetary production economy
    Computational Economics, EconWPA Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads

2004

  1. Correlations in the Bond–Future Market
    Finance, EconWPA Downloads
    Also in Papers, arXiv.org (1999) Downloads

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (1999)
  2. Fractional calculus and continuous-time finance II: the waiting- time distribution
    Finance, EconWPA Downloads View citations (8)
    Also in Papers, arXiv.org (2000) Downloads View citations (38)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2000)
  3. Volatility in the Italian Stock Market: An Empirical Study
    Finance, EconWPA Downloads
    Also in Papers, arXiv.org (1999) Downloads View citations (2)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (1999)
  4. Waiting-times and returns in high-frequency financial data: an empirical study
    Finance, EconWPA Downloads View citations (4)
    Also in Papers, arXiv.org (2002) Downloads View citations (22)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2002)

2002

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

2001

  1. Agent-based simulation of a financial market
    Papers, arXiv.org Downloads View citations (26)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2001)

2000

  1. Learning short-option valuation in the presence of rare events
    Papers, arXiv.org Downloads
  2. The waiting-time distribution of LIFFE bond futures
    Papers, arXiv.org Downloads

Journal Articles

2013

  1. Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility
    Transport Reviews, 2013, 33, (1), 44-70 Downloads View citations (1)
  2. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 Downloads View citations (4)
    See also Working Paper (2012)

2012

  1. Debt, deleveraging and business cycles: An agent-based perspective
    Economics - The Open-Access, Open-Assessment E-Journal, 2012, 6, 1-49 Downloads View citations (17)
    See also Working Paper (2011)
  2. EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES
    Advances in Complex Systems (ACS), 2012, 15, (su), 1203005-1-1203005-4 Downloads
  3. Macroprudential Policies in an Agent-Based Artificial Economy
    Revue de l'OFCE, 2012, N° 124, (5), 205-234 Downloads
    See also Working Paper (2012)
  4. Reply to Comments
    Revue de l'OFCE, 2012, N° 124, (5), 50a-52a Downloads
  5. THE IMPACT OF BANKS' CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH
    Advances in Complex Systems (ACS), 2012, 15, (su), 1250040-1-1250040-27 Downloads View citations (4)
    See also Working Paper (2011)

2010

  1. Credit money and macroeconomic instability in the agent-based model and simulator Eurace
    Economics - The Open-Access, Open-Assessment E-Journal, 2010, 4, 1-32 Downloads View citations (33)
    See also Working Paper (2010)

2008

  1. Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
    Computational Economics, 2008, 32, (1), 147-162 Downloads View citations (15)

2006

  1. A general equilibrium model of a production economy with asset markets
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 75-80 Downloads View citations (1)

2005

  1. Modeling and simulation of a double auction artificial financial market
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 34-45 Downloads View citations (4)

2004

  1. Anomalous waiting times in high-frequency financial data
    Quantitative Finance, 2004, 4, (6), 695-702 Downloads View citations (10)
    See also Working Paper (2005)

2003

  1. Traders' Long-Run Wealth in an Artificial Financial Market
    Computational Economics, 2003, 22, (2), 255-272 Downloads View citations (13)
    See also Working Paper (2002)
  2. Who wins? Study of long-run trader survival in an artificial stock market
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 227-233 Downloads View citations (5)

2002

  1. Waiting-times and returns in high-frequency financial data: an empirical study
    Physica A: Statistical Mechanics and its Applications, 2002, 314, (1), 749-755 Downloads View citations (18)
    See also Working Paper (2004)

2001

  1. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 Downloads View citations (25)
    See also Working Paper (2001)

2000

  1. Fractional calculus and continuous-time finance II: the waiting-time distribution
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 468-481 Downloads View citations (33)
    See also Working Paper (2004)

1999

  1. Correlations in the bond-future market
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 90-97 Downloads
    See also Working Paper (2004)
  2. Volatility in the Italian stock market: an empirical study
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 148-155 Downloads View citations (2)
    See also Working Paper (2004)
 
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