Simone Alfarano

Simone Alfarano

Universitat Jaume I - Castellón de la Plana / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 4370005
Jaume I University
person_outline Simone Alfarano's MOST POPULAR ARTICLES
1-) Estimation of agent-based models: the case of an asymmetric herding modelS Alfarano, T Lux, F WagnerComputational Economics 26 (1), 19-49, 20054162005
2-) Time variation of higher moments in a financial market with heterogeneous agents: An analytical approachS Alfarano, T Lux, F WagnerJournal of Economic Dynamics and Control 32 (1), 101-136, 20082242008
3-) Financial power laws: Empirical evidence, models, and mechanismT Lux, S AlfaranoChaos, Solitons & Fractals, 2016, 3-18, 2016195*2016
4-) Network structure and N-dependence in agent-based herding modelsS Alfarano, M MilakovićJournal of Economic Dynamics and Control 33 (1), 78-92, 20091342009
5-) A noise trader model as a generator of apparent financial power laws and long memoryS Alfarano, T LuxMacroeconomic Dynamics 11 (S1), 80-101, 20071112007