Simone Alfarano : Citation Profile


Are you Simone Alfarano?

Universitat Jaume I (50% share)
Universitat Jaume I (50% share)

13

H index

15

i10 index

701

Citations

RESEARCH PRODUCTION:

30

Articles

57

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 38
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 48 (6.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal340
   Updated: 2021-03-01    RAS profile: 2021-02-16    
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Relations with other researchers


Works with:

Camacho Cuena, Eva (19)

Colasante, Annarita (12)

Vidal-Tomás, David (7)

Gallegati, Mauro (5)

Milaković, Mishael (4)

Morone, Andrea (4)

Blanco-Arroyo, Omar (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simone Alfarano.

Is cited by:

Westerhoff, Frank (31)

Roventini, Andrea (27)

He, Xuezhong (27)

Morone, Andrea (20)

Scharfenaker, Ellis (18)

Raddant, Matthias (17)

Grazzini, Jakob (16)

Gallegati, Mauro (14)

Nuzzo, Simone (14)

Hommes, Cars (13)

Lamperti, Francesco (13)

Cites to:

Cornand, Camille (47)

Bottazzi, Giulio (39)

Milaković, Mishael (34)

Hommes, Cars (33)

Lux, Thomas (33)

Secchi, Angelo (29)

Sunder, Shyam (25)

Heinemann, Frank (22)

Shin, Hyun Song (20)

Pavan, Alessandro (20)

Riccaboni, Massimo (17)

Main data


Where Simone Alfarano has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Journal of Economic Interaction and Coordination4
Computational Economics3
The European Physical Journal B: Condensed Matter and Complex Systems2
Economics Letters2
Applied Economics Letters2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany21
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)11
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics9
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group4
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3
Kiel Working Papers / Kiel Institute for the World Economy (IfW)3

Recent works citing Simone Alfarano (2021 and 2020)


YearTitle of citing document
2020A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226.

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2020The Brazilian granular business cycle. (2020). Da Silva, Sergio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00022.

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2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks. (2020). Salecker, Jan ; Kopp, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301123.

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2020Implications of quantal response statistical equilibrium. (2020). Scharfenaker, Ellis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301585.

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2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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2020Beta uncertainty. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301011.

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2020An analytical solution for network models with heterogeneous and interacting agents. (2020). Stiglitz, Joseph ; Gallegati, Mauro ; Di Guilmi, Corrado ; Landini, S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:189-220.

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2020Bessel-like birth–death process. (2020). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317595.

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2020Ordering dynamics in the voter model with aging. (2020). Khalil, Nagi ; Peralta, Antonio F ; Toral, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:552:y:2020:i:c:s0378437119314219.

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2020The impact of business and political news on the GCC stock markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310778.

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2020Inequalities in financial markets: Evidences from a laboratory experiment. (2020). Morone, Andrea ; Caferra, Rocco. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:88:y:2020:i:c:s2214804320302809.

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2020The Age Distribution of Business Firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-36.

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2020The age distribution of business firms. (2020). Calvino, Flavio ; Guerini, Mattia ; Giachini, Daniele. In: Working Papers. RePEc:hal:wpaper:halshs-03040286.

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2020Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S. In: IIMA Working Papers. RePEc:iim:iimawp:14629.

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2020SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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2020Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163.

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2020Asset Price Volatility and Investment Horizons: An Experimental Investigation. (2020). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail. In: Working Papers. RePEc:nad:wpaper:20200053.

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2020Social Transmission Bias and Cultural Evolution in Financial Markets. (2020). Hirshleifer, David ; Akcay, Erol. In: NBER Working Papers. RePEc:nbr:nberwo:27745.

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2020Economic Production as Life: A Classical Approach to Computational Social Science. (2020). Codina, Oriol Valles. In: Working Papers. RePEc:new:wpaper:2001.

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2020The granularity of Portuguese firm-level exports. (2020). Cabral, Sonia ; Manteu, Cristina ; Gouveia, Carlos Melo. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202005.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2020Network calibration and metamodeling of a financial accelerator agent based model. (2020). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0217-8.

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2021Bayesian estimation and likelihood-based comparison of agent-based volatility models. (2021). Mozzhorin, Iurii ; Bertschinger, Nils. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00289-z.

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2020The risk and consequences of multiple breadbasket failures: an integrated copula and multilayer agent-based modeling approach. (2020). Naqvi, Asjad ; Hochrainer-Stigler, Stefan ; Gaupp, Franziska. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:42:y:2020:i:3:d:10.1007_s00291-020-00574-0.

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2020On firm size distribution: statistical models, mechanisms, and empirical evidence. (2020). Fiori, Anna Maria. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:3:d:10.1007_s10260-019-00485-7.

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2020The age distribution of business firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/20.

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2020Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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2020Trade clustering and power laws in financial markets. (2020). Nirei, Makoto ; Watanabe, Tsutomu ; Stachurski, John. In: Theoretical Economics. RePEc:the:publsh:3523.

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2020Statistical Equilibrium Methods in Analytical Political Economy. (2020). Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2020_05.

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2020Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21.

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2020Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001.

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2020Corporate boards, interorganizational ties and profitability: The case of Japan. (2020). Takahashi, Hiroshi ; Raddant, Matthias. In: Economics Working Papers. RePEc:zbw:cauewp:202002.

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2020Statistical mechanics of time series. (2020). Livan, Giacomo ; Marcaccioli, Riccardo. In: Papers. RePEc:arx:papers:1907.04925.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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Simone Alfarano has edited the books:


YearTitleTypeCited

Works by Simone Alfarano:


YearTitleTypeCited
2011The fine structure of spectral properties for random correlation matrices: an application to financial markets In: Papers.
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paper17
2011The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper.
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paper
2012Identification of Interaction Effects in Survey Expectations: A Cautionary Note In: Studies in Nonlinear Dynamics & Econometrics.
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article15
2010Identification of Interaction Effects in Survey Expectations: A Cautionary Note.(2010) In: MPRA Paper.
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paper
2010Identification of interaction effects in survey expectations: A cautionary note.(2010) In: BERG Working Paper Series.
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paper
2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY In: Macroeconomic Dynamics.
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article46
2005A noise trader model as a generator of apparent financial power laws and long memory.(2005) In: Economics Working Papers.
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This paper has another version. Agregated cites: 46
paper
2020Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control.
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article5
2019Exploiting ergodicity in forecasts of corporate profitability.(2019) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2008Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach In: Journal of Economic Dynamics and Control.
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article91
2005Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2005) In: Economics Working Papers.
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This paper has another version. Agregated cites: 91
paper
2006Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2006) In: Economics Working Papers.
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This paper has another version. Agregated cites: 91
paper
2009Network structure and N-dependence in agent-based herding models In: Journal of Economic Dynamics and Control.
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article47
2012A statistical equilibrium model of competitive firms In: Journal of Economic Dynamics and Control.
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article37
2008A Statistical Equilibrium Model of Competitive Firms.(2008) In: Economics Working Papers.
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paper
2008Does classical competition explain the statistical features of firm growth? In: Economics Letters.
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article27
2008Does Classical Competition Explain the Statistical Features of Firm Growth?.(2008) In: Economics Working Papers.
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2018On the determination of the granular size of the economy In: Economics Letters.
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article3
2018On the determination of the granular size of the economy.(2018) In: MPRA Paper.
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2006Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data In: Physica A: Statistical Mechanics and its Applications.
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article35
2010Firm profitability and the network of organizational capabilities In: Physica A: Statistical Mechanics and its Applications.
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article1
2017Granularity of the Business Cycle Fluctuations: The Spanish Case In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
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article5
2016Granularity of the business cycle fluctuations: The Spanish case.(2016) In: Working Papers.
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2011The role of public and private information in a laboratory financial market In: Working Papers. Serie AD.
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paper24
2011Extreme value theory as a theoretical background for power law behavior In: Working Papers.
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2010Extreme Value Theory as a Theoretical Background for Power Law Behavior.(2010) In: MPRA Paper.
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2010Extreme value theory as a theoretical background for power law behavior.(2010) In: Kiel Working Papers.
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2012On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers.
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paper9
2012On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
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2013On the distributional properties of size, profit and growth of Icelandic firms.(2013) In: Journal of Economic Interaction and Coordination.
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2014Gibrats law redux: Think profitability instead of growth In: Working Papers.
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2016Gibrat’s Law Redux: think profitability instead of growth.(2016) In: Industrial and Corporate Change.
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2014Gibrats law redux: Think profitability instead of growth.(2014) In: BERG Working Paper Series.
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2014A spectral perspective on excess volatility In: Working Papers.
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2015A spectral perspective on excess volatility.(2015) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 1
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2014A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 1
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2016The role of bank credit allocation: Evidence from the Spanish economy In: Working Papers.
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2016Long-run expectations in a Learning-to-Forecast Experiment In: Working Papers.
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2016Long-run expectations in a Learning-to-Forecast Experiment.(2016) In: MPRA Paper.
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2018Long-run expectations in a learning-to-forecast experiment.(2018) In: Applied Economics Letters.
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2017Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach In: Working Papers.
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2017Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach.(2017) In: MPRA Paper.
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2020Long-run expectations in a learning-to-forecast experiment: a simulation approach.(2020) In: Journal of Evolutionary Economics.
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2018The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment In: Working Papers.
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2018The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2018) In: MPRA Paper.
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2019The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment.(2019) In: Journal of Economic Interaction and Coordination.
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2018An agent based early warning indicator for financial market instability In: Working Papers.
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2018An agent based early warning indicator for financial market instability.(2018) In: MPRA Paper.
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2020An agent-based early warning indicator for financial market instability.(2020) In: Journal of Economic Interaction and Coordination.
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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison In: Working Papers.
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2020Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison.(2020) In: Computational Economics.
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2019Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison.(2019) In: MPRA Paper.
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2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model In: Computational Economics.
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article203
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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2019Granular companies and regional breakdown: An analysis of the Spanish case./EMPRESAS GRANULARES Y DESAGREGACIÓN REGIONAL: UN ANÁLISIS DEL CASO ESPAÑOL In: Estudios de Economia Aplicada.
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2020Single vs. multiple disclosures in an experimental asset market with information acquisition In: MPRA Paper.
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2020A cross-sectional analysis of growth and profit rate distribution: the Spanish case In: MPRA Paper.
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2010Estimation of a simple genetic algorithm applied to a laboratory experiment In: MPRA Paper.
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2010Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation In: MPRA Paper.
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2011A Note on institutional hierarchy and volatility in financial markets In: MPRA Paper.
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2013A note on institutional hierarchy and volatility in financial markets.(2013) In: The European Journal of Finance.
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2018Crowding out effect and traders overreliance on public information in financial markets: a lesson from the lab In: MPRA Paper.
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2019Price distortions and public information: theory, experiments and simulations In: MPRA Paper.
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2019Empresas granulares y desagregación regional: un análisis del caso español In: MPRA Paper.
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2019Welfare effects of public information in a laboratory financial market In: MPRA Paper.
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2020Overweighting of public information in financial markets: A lesson from the lab In: MPRA Paper.
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2020Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper.
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2002A minimal noise trader model with realistic time series In: Computing in Economics and Finance 2002.
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2004Critical behaviour and system size in agent-based models: an explanation In: Computing in Economics and Finance 2004.
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2006On the role of heterogeneous and imperfect information in a laboratory financial market In: Central European Journal of Operations Research.
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2007Empirical validation of stochastic models of interacting agents In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2010What distinguishes individual stocks from the index? In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2019Alternative approaches for the reformulation of economics In: Journal of Economic Interaction and Coordination.
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2012Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände In: Wirtschaftsdienst.
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2008A nonparametric approach tothe noise density in stochastic volatility models In: Applied Financial Economics Letters.
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2020Survival and the ergodicity of corporate profitability In: BERG Working Paper Series.
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2003A minimal noise trader model with realistic time series properties In: Economics Working Papers.
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2006A minimal noise trader model with realistic time series properties.(2006) In: Economics Working Papers.
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2009Network hierarchy in Kirmans ant model: fund investment can create systemic risk In: Economics Working Papers.
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2008Should Network Structure Matter in Agent-Based Finance? In: Economics Working Papers.
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2016Designing public communication and disclusure strategies for central banks and other policy bodies In: FinMaP-Policy Letters.
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2015Do investors rely too much on public information to be justified by its accuracy? An experimental study In: FinMaP-Working Papers.
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2014The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches In: FinMaP-Working Papers.
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2013The real versus the financial economy: A global tale of stability versus volatility In: Economics Discussion Papers.
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2014The real versus the financial economy: A global tale of stability versus volatility.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal.
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2008The small core of the German corporate board network In: Kiel Working Papers.
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2011The small core of the German corporate board network: New evidence from 2010 In: Kiel Working Papers.
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