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Simone Alfarano

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

Personal Details

First Name: Simone
Middle Name:
Last Name: Alfarano
Suffix:

RePEc Short-ID: pal340

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Homepage:
Postal Address:
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Affiliation

(50%) Departament d'Economia
Universitat Jaume I
Location: Castellón de la Plana, Spain
Homepage: http://www.eco.uji.es/
Email:
Phone: (34) 964728590-92
Fax: (34) 964728591
Postal: Campus del Riu Sec, 12071 Castellón
Handle: RePEc:edi:ueujies (more details at EDIRC)
(50%) Laboratori d'Economia Experimental (LEE)
Universitat Jaume I
Location: Castellón de la Plana, Spain
Homepage: http://www.lee.uji.es/
Email:
Phone: (+34) 964 38 7628
Fax: (+34) 964 38 7653
Postal: Edif Investigación II, Avda. Sos Baynat s/n, 12071, Castellón
Handle: RePEc:edi:leujies (more details at EDIRC)

Works

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Working papers

  1. Giacomo Livan & Simone Alfarano & Mishael Milakovic & Enrico Scalas, 2014. "A spectral perspective on excess volatility," Working Papers 2014/13, Economics Department, Universitat Jaume I, Castellón (Spain).
  2. Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014. "Gibrat's law redux: Think profitability instead of growth," Working Papers 2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp, 2013. "The real versus the financial economy: A global tale of stability versus volatility," Economics Discussion Papers 2013-8, Kiel Institute for the World Economy.
  4. Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012. "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper 35857, University Library of Munich, Germany.
  5. G. Livan & S. Alfarano & E. Scalas, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers 1102.4076, arXiv.org.
  6. Simone Alfarano & Andrea Morone & Eva Camacho, 2011. "The role of public and private information in a laboratory financial market," Working Papers. Serie AD 2011-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  7. Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
  8. Mishael Milakovic & Simone Alfarano & Thomas Lux, 2011. "The Small Core of the German Corporate Board Network: New Evidence from 2010," Kiel Working Papers 1740, Kiel Institute for the World Economy.
  9. Alfarano, Simone & Eva, Camacho & Josep, Domènech, 2010. "Estimation of a simple genetic algorithm applied to a laboratory experiment," MPRA Paper 24138, University Library of Munich, Germany.
  10. Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
  11. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2010. "Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation," MPRA Paper 24719, University Library of Munich, Germany.
  12. Alfarano, Simone & Milakovic, Mishael, 2010. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," MPRA Paper 26002, University Library of Munich, Germany.
  13. Alfarano, Simone & Milaković, Mishael & Raddant, Matthias, 2009. "Network hierarchy in Kirman's ant model: fund investment can create systemic risk," Economics Working Papers 2009,09, Christian-Albrechts-University of Kiel, Department of Economics.
  14. Irle, Albrecht & Milaković, 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.
  15. Alfarano, Simone & Milaković, 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.
  16. 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.
  17. Michael Milakovic & Simone Alfarano, 2007. "Should Network Structure Matter in Agent-Based Finance?," Working Papers wp07-02, Warwick Business School, Finance Group.
  18. 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, Finance Group.
  19. Thomas Lux & Simone Alfarano, 2006. "A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory," Working Papers wpn06-06, Warwick Business School, Finance Group.
  20. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2006. "Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model," Working Papers wpn06-05, Warwick Business School, Finance Group.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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. Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milakovi?, Mishael, 2014. "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 8(17), pages 1-26.
  2. S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  3. Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013. "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer, vol. 8(1), pages 57-74, April.
  4. Mishael Milakovic & Simone Alfarano & Thomas Lux, 2012. "Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände," Wirtschaftsdienst, Springer, vol. 92(11), pages 770-776, November.
  5. Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012. "A statistical equilibrium model of competitive firms," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 136-149.
  6. Alfarano Simone & Milakovic Mishael, 2012. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-23, October.
  7. F. Wagner & M. Milaković & S. Alfarano, 2010. "What distinguishes individual stocks from the index?," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 73(1), pages 23-28, January.
  8. Wagner, Friedrich & Milaković, Mishael & Alfarano, Simone, 2010. "Firm profitability and the network of organizational capabilities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4769-4775.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. S. Alfarano & T. Lux & F. Wagner, 2007. "Empirical validation of stochastic models of interacting agents," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 55(2), pages 183-187, 01.
  15. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 38-42.
  16. Simone Alfarano & Iván Barreda-Tarrazona & Eva Camacho-Cuena, 2006. "On the role of heterogeneous and imperfect information in a laboratory financial market," Central European Journal of Operations Research, Springer, vol. 14(4), pages 417-433, December.
  17. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Society for Computational Economics, vol. 26(1), pages 19-49, August.

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (6) 2008-03-08 2008-09-13 2008-09-29 2012-01-25 2012-01-25 2014-02-15. Author is listed
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2010-08-06
  3. NEP-CMP: Computational Economics (5) 2006-08-05 2007-01-23 2008-03-08 2010-08-06 2010-09-11. Author is listed
  4. NEP-COM: Industrial Competition (3) 2008-03-08 2008-09-13 2014-02-15
  5. NEP-CTA: Contract Theory & Applications (1) 2011-03-05
  6. NEP-ECM: Econometrics (3) 2010-08-06 2010-09-11 2011-03-05
  7. NEP-ENT: Entrepreneurship (2) 2014-02-02 2014-02-15
  8. NEP-EXP: Experimental Economics (2) 2010-08-06 2011-03-05
  9. NEP-FIN: Finance (1) 2006-08-05
  10. NEP-FMK: Financial Markets (2) 2006-08-05 2011-05-30
  11. NEP-HME: Heterodox Microeconomics (2) 2014-02-02 2014-02-15
  12. NEP-HPE: History & Philosophy of Economics (2) 2010-09-11 2010-10-02
  13. NEP-MIC: Microeconomics (1) 2008-09-13
  14. NEP-MST: Market Microstructure (2) 2006-08-05 2007-01-23
  15. NEP-NET: Network Economics (3) 2008-03-08 2008-09-29 2010-01-23
  16. NEP-SBM: Small Business Management (2) 2014-02-02 2014-02-15
  17. NEP-SOC: Social Norms & Social Capital (1) 2010-10-30
  18. NEP-SOG: Sociology of Economics (1) 2014-02-15
  19. NEP-URE: Urban & Real Estate Economics (1) 2010-10-30

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