Browsing All of EconStor by Author Alfarano, Simone

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