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Information about:
Simone Alfarano

Personal Details | Affiliation | Works
This is information that was supplied by Simone Alfarano in registering through RePEc. If you are Simone Alfarano , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Simone
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Last Name: Alfarano
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RePEc Short-ID: pal340

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Irle, Albrecht & Milakovic, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008,10, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

  2. Simone Alfarano & Thomas Lux & Mishael Milakovic, 2008. "The Small Core of the German Corporate Board Network," Kiel Working Papers 1446, Kiel Institute for the World Economy. [Downloadable!]

  3. Alfarano, Simone & Milakovic, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008,03, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Published as:

  4. Michael Milakovic & Simone Alfarano, 2007. "Should Network Structure Matter in Agent-Based Finance?," Working Papers wp07-02, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
    Other versions:

  5. Reiner Franke & Simone Alfarano, 2007. "A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets," Working Papers wp07-01, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  6. Alfarano, Simone & Lux, Thomas, 2005. "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers 2005,13, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Published as:

  7. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005. "Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach," Economics Working Papers 2005,14, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  8. Simone Alfarano & Friedrich Wagner, 2004. "Critical behaviour and system size in agent-based models: an explanation," Computing in Economics and Finance 2004 315, Society for Computational Economics.

  9. Alfarano, Simone & Lux, Thomas, 2003. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2003,15, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:

  10. Simone Alfarano & Thomas Lux, 2002. "A minimal noise trader model with realistic time series," Computing in Economics and Finance 2002 317, Society for Computational Economics.

Articles

  1. Alfarano, Simone & Milakovic, Mishael, 2009. "Network structure and N-dependence in agent-based herding models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 78-92, January. [Downloadable!] (restricted)

  2. Alfarano, Simone & Milakovic, Mishael, 2008. "Does classical competition explain the statistical features of firm growth?," Economics Letters, Elsevier, vol. 101(3), pages 272-274, December. [Downloadable!] (restricted)
    Other versions:

  3. Simone Alfarano & Friedrich Wagner & Mishael Milakovic, 2008. "A nonparametric approach tothe noise density in stochastic volatility models," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 311-314. [Downloadable!] (restricted)

  4. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008. "Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 101-136, January. [Downloadable!] (restricted)
    Other versions:

  5. Alfarano, Simone & Lux, Thomas, 2007. "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 80-101, November. [Downloadable!]
    Other versions:

  6. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Springer, vol. 26(1), pages 19-49, August. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2008-03-08 2008-09-13 2008-09-29 Author is listed
  2. NEP-CMP: Computational Economics (3) 2006-08-05 2007-01-23 2008-03-08 Author is listed
  3. NEP-COM: Industrial Competition (2) 2008-03-08 2008-09-13 Author is listed
  4. NEP-FIN: Finance (1) 2006-08-05
  5. NEP-FMK: Financial Markets (1) 2006-08-05
  6. NEP-MIC: Microeconomics (1) 2008-09-13
  7. NEP-MST: Market Microstructure (2) 2006-08-05 2007-01-23 Author is listed
  8. NEP-NET: Network Economics (2) 2008-03-08 2008-09-29 Author is listed
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This page was last updated on 2009-11-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.