Simone Alfarano

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Identification of Interaction Effects in Survey Expectations: A Cautionary Note Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Banking sector concentration, credit shocks and aggregate fluctuations Economics Letters	2022-10-11	Paper
Exploiting ergodicity in forecasts of corporate profitability Journal of Economic Dynamics and Control	2020-01-31	Paper
Financial power laws: empirical evidence, models, and mechanisms Chaos, Solitons and Fractals	2017-02-10	Paper
A statistical equilibrium model of competitive firms Journal of Economic Dynamics and Control	2012-06-18	Paper
Empirical validation of stochastic models of interacting agents The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
What distinguishes individual stocks from the index? The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-22	Paper
scientific article; zbMATH DE number 5666937 (Why is no real title available?)	2010-02-05	Paper
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach Journal of Economic Dynamics and Control	2010-01-19	Paper
Network structure andn-dependence in agent-based herding models Journal of Economic Dynamics and Control	2009-08-07	Paper
Estimation of agent-based models: The case of an asymmetric herding model Computational Economics	2009-05-29	Paper
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY Macroeconomic Dynamics	2008-01-30	Paper
On the role of heterogeneous and imperfect information in a laboratory financial market CEJOR. Central European Journal of Operations Research	2007-05-24	Paper

Research outcomes over time

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