Simone Alfarano
Economics and Econometrics · 2005–2008
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 11 citations into it; #20,717 of 23,481 by trust here, #13,596 by citations
- Finance — 8 citations into it; #9,426 of 10,518 by trust here, #5,523 by citations
Whom Simone Alfarano trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Simone Alfarano overall
Papers from Simone Alfarano's perspective
Ordered by how strongly the researchers Simone Alfarano trusts endorse each paper. Same corpus, a different order for every researcher.
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series
- The Pricing of Options and Corporate Liabilities
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Agent-based computational finance : Suggested readings and early research
- Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
- Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins
- Stochastic behavioral asset pricing models and the stylized facts
- Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (Social Science Research Network)
- Statistics for long-memory processes
- Discrete Choice with Social Interactions
Their papers
- Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005) — 360 citations
- Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach (2008) — 191 citations