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 Noise Trader Model as a Generator of Apparant Power Laws and Long Memory 0 1 1 2 1 3 8 16
A Note on institutional hierarchy and volatility in financial markets 0 0 2 73 0 0 3 197
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 0 31 0 0 2 82
A Statistical Equilibrium Model of Competitive Firms 0 0 3 140 0 0 9 389
A minimal noise trader model with realistic time series 0 0 0 2 1 1 4 234
A minimal noise trader model with realistic time series properties 1 1 1 68 1 2 6 282
A minimal noise trader model with realistic time series properties 0 0 1 88 0 1 6 332
A noise trader model as a generator of apparent financial power laws and long memory 0 2 6 241 2 7 24 803
A spectral perspective on excess volatility 2 4 6 48 4 7 15 145
A spectral perspective on excess volatility 0 0 0 4 0 0 3 24
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 4 189
Designing public communication and disclusure strategies for central banks and other policy bodies 0 1 4 4 0 2 5 5
Do investors rely too much on public information to be justified by its accuracy? An experimental study 1 2 8 68 1 4 25 134
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 4 66 0 0 4 391
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model 0 0 0 8 0 0 0 16
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 1 51 0 1 5 140
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 2 8 110 0 2 16 245
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 14 0 0 2 53
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 2 8 86 6 14 36 244
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 0 0 1 10
Extreme value theory as a theoretical background for power law behavior 0 0 4 82 0 1 13 259
Gibrat's law redux: Think profitability instead of growth 0 0 6 55 0 4 15 80
Gibrat's law redux: Think profitability instead of growth 0 1 5 70 0 3 16 172
Granularity of the business cycle fluctuations: The Spanish case 1 1 31 31 2 5 35 35
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 1 34 0 0 15 145
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 2 106
Long-run expectations in a Learning-to-Forecast Experiment 1 1 16 16 1 1 5 5
Long-run expectations in a Learning-to-Forecast Experiment 0 1 32 32 0 3 35 35
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 1 29 29 1 3 21 21
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 1 11 11 0 3 6 6
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 1 7 93 1 8 46 481
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 3 27 0 1 8 103
On the distributional properties of size, profit and growth of Icelandic firms 0 1 1 43 0 2 6 147
Should Network Structure Matter in Agent-Based Finance? 0 0 1 24 0 0 4 84
Should Network Structure Matter in Agent-Based Finance? 0 0 3 86 0 1 7 192
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 2 40 0 2 16 59
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 58 0 0 6 184
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 1 1 4 66
The real versus the financial economy: A global tale of stability versus volatility 1 2 4 43 2 5 24 157
The role of bank credit allocation: Evidence from the Spanish economy 0 6 52 52 4 16 66 66
The role of public and private information in a laboratory financial market 0 1 7 113 1 2 39 347
The small core of the German corporate board network 0 0 1 56 0 0 20 307
The small core of the German corporate board network: New evidence from 2010 0 0 2 133 0 1 21 484
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 1 4 6 0 1 8 20
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 1 2 20 0 1 5 83
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 89 1 1 8 216
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 2 5 121 0 2 12 413
Total Working Papers 8 36 285 2,499 30 111 641 8,204


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 0 2 5 150 0 2 12 463
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 1 2 49
A note on institutional hierarchy and volatility in financial markets 0 0 0 21 0 0 3 96
A spectral perspective on excess volatility 0 0 1 4 1 1 5 23
A statistical equilibrium model of competitive firms 0 1 4 50 0 2 15 172
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 1 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 0 1 6 147
Empirical validation of stochastic models of interacting agents 0 0 3 19 0 3 12 90
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 2 6 183 2 6 23 572
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 1 1 4 19 1 6 18 74
Firm profitability and the network of organizational capabilities 0 0 2 10 0 0 4 53
Gibrat’s Law Redux: think profitability instead of growth 0 1 4 4 0 1 16 16
Granularity of the Business Cycle Fluctuations: The Spanish Case 1 4 12 12 2 11 26 26
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 1 41
Network Approaches to Interbank Markets: Foreword 0 1 6 7 0 1 12 21
Network Approaches to Interbank Markets: Foreword 0 0 0 8 0 0 2 19
Network structure and N-dependence in agent-based herding models 0 0 7 110 1 4 27 326
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 7 0 1 4 42
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 13 0 1 5 68
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 26 0 1 6 87
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 85 0 1 8 249
What distinguishes individual stocks from the index? 0 1 1 19 0 1 4 85
Total Journal Articles 2 13 57 798 7 44 212 2,773


Statistics updated 2017-09-03