Browsing All of EconStor by Author Alfarano, Simone


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Year of PublicationTitleAuthor(s)
2003A minimal noise trader model with realistic time series propertiesAlfarano, Simone; Lux, Thomas
2005A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone; Lux, Thomas
2005Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approachAlfarano, Simone; Lux, Thomas; Wagner, Friedrich
2006A minimal noise trader model with realistic time series propertiesAlfarano, Simone; Lux, Thomas
2006Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approachAlfarano, Simone; Lux, Thomas; Wagner, Friedrich
2008The small core of the German corporate board networkMilaković, Mishael; Alfarano, Simone; Lux, Thomas
2008Should Network Structure Matter in Agent-Based Finance?Alfarano, Simone; Milaković, Mishael
2008Does Classical Competition Explain the Statistical Features of Firm Growth?Alfarano, Simone; Milaković, Mishael
2008A Statistical Equilibrium Model of Competitive FirmsIrle, Albrecht; Milaković, Mishael; Alfarano, Simone; Kauschke, Jonas
2009Network hierarchy in Kirman's ant model: fund investment can create systemic riskAlfarano, Simone; Milaković, Mishael; Raddant, Matthias
2010Extreme value theory as a theoretical background for power law behaviorAlfarano, Simone; Lux, Thomas
2010Identification of interaction effects in survey expectations: A cautionary noteAlfarano, Simone; Milaković, Mishael
2011The small core of the German corporate board network: New evidence from 2010Milakovic, Mishael; Alfarano, Simone; Lux, Thomas
2012Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände: Verflechtungsstrukturen im Jahr 2010Milakovic, Mishael; Alfarano, Simone; Lux, Thomas
2013The real versus the financial economy: A global tale of stability versus volatilityAlfarano, Simone; Förster, Niels; Milaković, Mishael; Mundt, Philipp
2014Gibrat's law redux: Think profitability instead of growthMundt, Philipp; Milakovic, Mishael; Alfarano, Simone
2014A spectral perspective on excess volatilityLivan, Giacomo; Alfarano, Simone; Milakovic, Mishael; Scalas, Enrico
2014The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental ApproachesAlfarano, Simone; Camacho, Eva; Petrovic, Marko; Provenzano, Giulia
2014The real versus the financial economy: A global tale of stability versus volatilityMundt, Philipp; Förster, Niels; Alfarano, Simone; Milaković, Mishael
2015Do investors rely too much on public information to be justified by its accuracy? An experimental studyAlfarano, Simone; Camacho, Eva; Morone, Andrea