A spectral perspective on excess volatility
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- Livan, Giacomo & Alfarano, Simone & Milakovic, Mishael & Scalas, Enrico, 2014. "A spectral perspective on excess volatility," FinMaP-Working Papers 12, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- 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).
References listed on IDEAS
- 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 (IfW), vol. 8, pages 1-26.
- 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 (IfW).
- 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.
- 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.
- G. Livan & S. Alfarano & E. Scalas, 2011.
"The fine structure of spectral properties for random correlation matrices: an application to financial markets,"
- Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper 28964, University Library of Munich, Germany.
- Toda, Alexis Akira, 2012. "The double power law in income distribution: Explanations and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 364-381.
- Bottazzi, Giulio & Secchi, Angelo, 2003. "Why are distributions of firm growth rates tent-shaped?," Economics Letters, Elsevier, vol. 80(3), pages 415-420, September.
More about this item
- D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
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