Simone Alfarano : Citation Profile


Are you Simone Alfarano?

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

13

H index

14

i10 index

629

Citations

RESEARCH PRODUCTION:

29

Articles

54

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 34
   Journals where Simone Alfarano has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 43 (6.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal340
   Updated: 2020-05-16    RAS profile: 2020-05-16    
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Relations with other researchers


Works with:

Camacho Cuena, Eva (14)

Colasante, Annarita (11)

Vidal-Tomás, David (7)

Gallegati, Mauro (5)

Morone, Andrea (4)

Milaković, Mishael (3)

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 (26)

Morone, Andrea (18)

Raddant, Matthias (16)

Nuzzo, Simone (14)

Grazzini, Jakob (14)

Richiardi, Matteo (13)

Lamperti, Francesco (13)

Hommes, Cars (13)

Gallegati, Mauro (13)

Cites to:

Cornand, Camille (36)

Lux, Thomas (32)

Hommes, Cars (31)

Bottazzi, Giulio (29)

Milaković, Mishael (27)

Sunder, Shyam (24)

Secchi, Angelo (21)

Heinemann, Frank (19)

Shin, Hyun Song (18)

Camacho Cuena, Eva (14)

Pavan, Alessandro (14)

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
Applied Economics Letters2
The European Physical Journal B: Condensed Matter and Complex Systems2
Economics Letters2
Physica A: Statistical Mechanics and its Applications2
Computational Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
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 Group3
Kiel Working Papers / Kiel Institute for the World Economy (IfW)3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3

Recent works citing Simone Alfarano (2020 and 2019)


YearTitle of citing document
2019Multivariate Garch with dynamic beta. (2018). Raddant, Matthias ; Wagner, Friedrich . In: Papers. RePEc:arx:papers:1609.07051.

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

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

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2019Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1809.02772.

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2019Approximation of the first passage time distribution for the birth-death processes. (2019). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1902.00924.

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2019A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan. In: Papers. RePEc:arx:papers:1902.05938.

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2019Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

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2019Bessel-like birth-death process. (2019). Kononovicius, Aleksejus ; Gontis, Vygintas. In: Papers. RePEc:arx:papers:1904.13064.

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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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2019Stylized Facts and Agent-Based Modeling. (2019). Trimborn, Torsten ; Cramer, Simon. In: Papers. RePEc:arx:papers:1912.02684.

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2019Idiosyncratic shocks: estimation and the impact on aggregate fluctuations. (2019). Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps46.

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2018Eigenvalue significance testing for genetic association. (2018). Zhou, Yia Hui ; Wright, Fred A ; Marron, J S. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:439-447.

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2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Franke, Reiner ; Zamparelli, Luca ; Veneziani, Roberto. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182.

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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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2019Firm growth and Laplace distribution: The importance of large jumps. (2019). Arata, Yoshiyuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:63-82.

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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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2019Asymmetric competition, risk, and return distribution. (2019). Oh, Ilfan ; Mundt, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:29-32.

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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159.

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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2019Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach. (2019). Di Guilmi, Corrado ; Catalano, Michele. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:117-144.

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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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201920 years of WEHIA: A journey in search of a safer road. (2019). Kirman, Alan ; Gallegati, Mauro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:5-14.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2019The noisy voter model under the influence of contrarians. (2019). Khalil, Nagi ; Toral, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:81-92.

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2019Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:171-191.

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

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2019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

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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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2019Asymmetric Double Pareto Distributions: Maximum Likelihood Estimation with Application to the Growth Rate Distribution of Firms.. (2019). Halvarsson, Daniel. In: Ratio Working Papers. RePEc:hhs:ratioi:0327.

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2018Long memory via networking. (2018). Schennach, Susanne. In: CeMMAP working papers. RePEc:ifs:cemmap:49/18.

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2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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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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2019The Econ in Econophysics. (2019). Shaikh, Anwar. In: Working Papers. RePEc:new:wpaper:1913.

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

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2019Стадное поведение на фондовом рынке: анализ и прогнозирование. (2019). Светлов К. В., . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:2:p:81-97.

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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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2019Drawing on different disciplines: macroeconomic agent-based models. (2019). HALDANE, ANDREW ; Turrell, Arthur E. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

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2019Debunking the granular origins of aggregate fluctuations: from real business cycles back to Keynes. (2019). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0590-4.

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2019More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2017Transitions in the stock markets of the US, UK and Germany. (2017). Raddant, Matthias ; Wagner, Friedrich . In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:2:p:289-297.

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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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2019Common trends in producers’ expectations, the nonlinear linkage with Uruguayan GDP and its implications in economic growth forecasting. (2019). Lanzilotta, Bibiana ; Brida, Juan ; Rosich, Lucia . In: Documentos de Trabajo (working papers). RePEc:ulr:wpaper:dt-28-19.

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2019Implications of Quantal Response Statistical Equilibrium. (2019). Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_07.

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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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2019Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics. (2019). Makarewicz, Tomasz. In: BERG Working Paper Series. RePEc:zbw:bamber:141.

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2019Asymmetric competition, risk, and return distribution. (2019). Oh, Ilfan ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:145.

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2019Autonomy of profit rate distribution and its dynamics from firm size measures: A statistical equilibrium approach. (2019). Oh, Ilfan. In: BERG Working Paper Series. RePEc:zbw:bamber:146.

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2019Animal spirits, risk premia and monetary policy at the zero lower bound. (2019). Proaño, Christian ; Lojak, Benjamin ; Acosta, Christian Proao. In: BERG Working Paper Series. RePEc:zbw:bamber:148.

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2019Topology and formation of production input interlinkages: Evidence from Japanese microdata. (2019). Mundt, Philipp ; Arata, Yoshiyuki. In: BERG Working Paper Series. RePEc:zbw:bamber:152.

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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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2019Paradigm shifts. (2019). Maugis, Pierre-Andre Guy. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201943.

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2019The Japanese corporate board network. (2019). Raddant, Matthias ; Takahashi, Hiroshi. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2130.

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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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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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2020Exploiting ergodicity in forecasts of corporate profitability In: Journal of Economic Dynamics and Control.
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2019Exploiting ergodicity in forecasts of corporate profitability.(2019) In: BERG Working Paper Series.
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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: 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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article41
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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2018On the determination of the granular size of the economy In: Economics Letters.
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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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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: Economia 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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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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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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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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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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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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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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2015A spectral perspective on excess volatility In: Applied Economics Letters.
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2018Long-run expectations in a learning-to-forecast experiment In: Applied Economics Letters.
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2008A nonparametric approach tothe noise density in stochastic volatility models In: Applied Financial Economics Letters.
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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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2016Designing public communication and disclusure strategies for central banks and other policy bodies In: FinMaP-Policy Letters.
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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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