Simone Alfarano : Citation Profile


Are you Simone Alfarano?

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

12

H index

13

i10 index

499

Citations

RESEARCH PRODUCTION:

22

Articles

50

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 31
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 32 (6.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal340
   Updated: 2018-08-18    RAS profile: 2018-08-16    
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Relations with other researchers


Works with:

Milaković, Mishael (7)

Camacho Cuena, Eva (7)

Colasante, Annarita (6)

Raddant, Matthias (3)

Gallegati, Mauro (3)

Fricke, Daniel (2)

Blanco-Arroyo, Omar (2)

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 (27)

He, Xuezhong (26)

Morone, Andrea (18)

Roventini, Andrea (17)

Grazzini, Jakob (14)

Nuzzo, Simone (14)

Raddant, Matthias (14)

Lux, Thomas (14)

Milaković, Mishael (14)

Hommes, Cars (13)

Lamperti, Francesco (12)

Cites to:

Lux, Thomas (35)

Bottazzi, Giulio (25)

Hommes, Cars (23)

Milaković, Mishael (19)

Secchi, Angelo (17)

Sunder, Shyam (13)

Riccaboni, Massimo (12)

Kirman, Alan (12)

Pammolli, Fabio (12)

Cornand, Camille (11)

Pavan, Alessandro (10)

Main data


Where Simone Alfarano has published?


Journals with more than one article published# docs
Computational Economics3
Journal of Economic Dynamics and Control3
Physica A: Statistical Mechanics and its Applications2
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)9
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics9
Working Papers / Warwick Business School, Finance Group7
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
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group2

Recent works citing Simone Alfarano (2018 and 2017)


YearTitle of citing document
2018Multivariate Garch with dynamic beta. (2018). Raddant, Matthias ; Wagner, Friedrich . In: Papers. RePEc:arx:papers:1609.07051.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2017The q-dependent detrended cross-correlation analysis of stock market. (2017). Zhao, Longfeng ; Stanley, Eugene H ; Wang, Yougui ; Podobnik, Boris ; Fenu, Andrea ; Li, Wei. In: Papers. RePEc:arx:papers:1705.01406.

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2017Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander ; Sander van der Hoog, . In: Papers. RePEc:arx:papers:1706.06302.

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2017Spurious memory in non-equilibrium stochastic models of imitative behavior. (2017). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1707.09801.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138.

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2018SABCEMM-A Simulation Framework for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017A Statistical Equilibrium Approach to the Distribution of Profit Rates. (2017). Scharfenaker, Ellis ; Semieniuk, Gregor. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:3:p:465-499.

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2017Studies on Issues in Political Economy since the Global Financial Crisis. (2017). Jager, Kai. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:71.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2017Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Grazzini, Jakob ; Richiardi, Matteo G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Zheng, Min ; Li, Youwei ; Liu, Ruipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2017The dynamics of leverage in a demand-driven model with heterogeneous firms. (2017). Di Guilmi, Corrado ; Carvalho, Laura. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:70-90.

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2017Communities detection as a tool to assess a reform of the Italian interlocking directorship network. (2017). Ricciuti, Roberto ; Drago, Carlo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:91-104.

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2017Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game. (2017). Colasante, Annarita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:482-492.

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2017Inequality spectra. (2017). Eliazar, Iddo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:824-847.

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2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Impact of Firms’ Observation Network on the Carbon Market. (2017). Yu, Song-Min ; Zhu, Lei. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1164-:d:107410.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

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2017Speculation rather than enterprise? Keynes beauty contest revisited in theory and experiment. (2017). Dos Santos Ferreira, Rodolphe ; Cornand, Camille ; Boun My, Kene ; Bounmy, Kene . In: Working Papers. RePEc:hal:wpaper:halshs-01485677.

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2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

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2018Comparing Prediction Market Mechanisms: An Experiment-Based and Micro Validated Multi-Agent Simulation. (2018). , Frank ; Meyer, Matthias. In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2016-192-2.

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2017Eurace Open: An agent-based multi-country model. (2017). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano ; Ozel, Bulent ; Petrovic, Marko . In: Working Papers. RePEc:jau:wpaper:2017/09.

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2017Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

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2018A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Feldman, Todd ; Liu, Shuming. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9652-1.

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2017Towards a New Austrian Macroeconomics. (2017). White, Lawrence ; Veetil, Vipin P. In: The Review of Austrian Economics. RePEc:kap:revaec:v:30:y:2017:i:1:d:10.1007_s11138-016-0354-z.

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2018Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders. (2018). Zhang, Junhuan ; Musial, Katarzyna ; McBurney, Peter . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0631-3.

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2018The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Abid, Fathi ; Kaffel, Bilel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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2017Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models. (2017). Scharfenaker, Ellis ; Foley, Duncan. In: Working Papers. RePEc:new:wpaper:1710.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2018Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits. (2018). Grauwe, Paul ; Ji, Yuemei. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:2:d:10.1057_s41294-018-0061-9.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2017Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets. (2017). Biondo, Alessio Emanuele ; Rapisarda, Andrea ; Pluchino, Alessandro. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:3:d:10.1007_s40797-017-0052-4.

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2017Persistence in corporate networks. (2017). Raddant, Matthias ; Milaković, Mishael ; Birg, Laura. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0165-5.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2018Rationality and Asset Prices under Belief Heterogeneity. (2018). Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/07.

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2017Speculative bubbles and crashes: Fundamentalists and positive‐feedback trading. (2017). Cheng, Po-Keng ; McMillan, David ; Kim, Young Shin. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1381370.

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2017Speculation rather than enterprise? Keynes’ beauty contest revisited in theory and experiment.. (2017). Dos Santos Ferreira, Rodolphe ; Cornand, Camille ; Boun My, Kene ; Bounmy, Kene . In: Working Papers of BETA. RePEc:ulp:sbbeta:2017-13.

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2017Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: BERG Working Paper Series. RePEc:zbw:bamber:128.

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2017Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707.

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2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

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2017Paradigm shifts. (2017). Maugis, Pierre-Andre Guy. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201792.

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2018Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201820.

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2017Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets. (2017). Teglio, Andrea ; Nuzzo, Simone ; Morone, Andrea ; Grimalda, Gianluca ; Barreda-Tarrazona, Iván. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2072.

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2017Model uncertainty in macroeconomics: On the implications of financial frictions. (2017). Wieland, Volker ; Quintana, Jorge ; Lieberknecht, Philipp ; Binder, Michael. In: IMFS Working Paper Series. RePEc:zbw:imfswp:114.

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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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2011The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper.
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2012Identification of Interaction Effects in Survey Expectations: A Cautionary Note In: Studies in Nonlinear Dynamics & Econometrics.
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2010Identification of Interaction Effects in Survey Expectations: A Cautionary Note.(2010) In: MPRA Paper.
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2010Identification of interaction effects in survey expectations: A cautionary note.(2010) In: BERG Working Paper Series.
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2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY In: Macroeconomic Dynamics.
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2005A noise trader model as a generator of apparent financial power laws and long memory.(2005) In: Economics Working Papers.
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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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2005Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach.(2005) In: Working Papers.
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2006Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach.(2006) In: Working Papers.
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2005Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2005) In: Economics Working Papers.
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2006Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach.(2006) In: Economics Working Papers.
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2009Network structure and N-dependence in agent-based herding models In: Journal of Economic Dynamics and Control.
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2012A statistical equilibrium model of competitive firms In: Journal of Economic Dynamics and Control.
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2008A Statistical Equilibrium Model of Competitive Firms.(2008) In: Economics Working Papers.
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2008Does classical competition explain the statistical features of firm growth? In: Economics Letters.
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2008Does Classical Competition Explain the Statistical Features of Firm Growth?.(2008) In: Economics Working Papers.
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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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2010Firm profitability and the network of organizational capabilities In: Physica A: Statistical Mechanics and its Applications.
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2017Granularity of the Business Cycle Fluctuations: The Spanish Case In: Economía Coyuntural,Revista de temas de perspectivas y coyuntura.
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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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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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2006Extreme Value Theory as a Theoretical Background for Power Law Behaviour.(2006) In: Working Papers.
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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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2012On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper.
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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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2014A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers.
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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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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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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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2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model In: Computational Economics.
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2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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2016Network Approaches to Interbank Markets: Foreword.(2016) In: Computational Economics.
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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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2018On the determination of the granular size of the economy 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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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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2007A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets In: Working Papers.
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2007Should Network Structure Matter in Agent-Based Finance? In: Working Papers.
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2008Should Network Structure Matter in Agent-Based Finance?.(2008) In: Economics Working Papers.
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2006Empirical Validation of Stochastic Models of Interacting Agents: A Maximally Skewed Noise Trader Model In: Working Papers.
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2006A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory In: Working Papers.
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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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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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