Access Statistics for Simone Alfarano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 1 1 6 6 2 5 17 17
A Statistical Equilibrium Model of Competitive Firms 2 5 22 32 7 16 79 101
A minimal noise trader model with realistic time series 0 0 0 0 3 4 8 183
A minimal noise trader model with realistic time series properties 1 3 22 49 4 13 59 150
A minimal noise trader model with realistic time series properties 1 6 14 59 2 12 48 179
A noise trader model as a generator of apparent financial power laws and long memory 6 16 42 117 15 41 127 325
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 10 125
Does Classical Competition Explain the Statistical Features of Firm Growth? 1 2 9 31 7 17 69 135
Should Network Structure Matter in Agent-Based Finance? 1 1 4 4 3 6 15 15
Should Network Structure Matter in Agent-Based Finance? 1 3 9 42 3 6 20 52
The Small Core of the German Corporate Board Network 1 4 9 15 4 12 31 43
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 1 2 3 3 3 5 13 13
Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach 1 5 20 58 6 14 48 176
Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach 0 2 19 53 3 8 47 108
Total Working Papers 17 50 179 469 62 160 591 1,622


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 3 9 40 64 9 23 85 162
A nonparametric approach tothe noise density in stochastic volatility models 0 1 1 1 1 3 3 3
Does classical competition explain the statistical features of firm growth? 0 0 8 8 3 9 25 25
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 4 14 21 61 11 29 57 185
Network structure and N-dependence in agent-based herding models 2 3 8 8 4 9 35 35
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 6 19 34 5 12 45 82
Total Journal Articles 10 33 97 176 33 85 250 492


Statistics updated 2009-11-04