| Estimation of agent-based models: the case of an asymmetric herding model S Alfarano, T Lux, F Wagner Computational Economics 26, 19-49, 2005 | 446 | 2005 |
| Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach S Alfarano, T Lux, F Wagner Journal of Economic Dynamics and Control 32 (1), 101-136, 2008 | 246 | 2008 |
| Financial power laws: Empirical evidence, models, and mechanism T Lux, S Alfarano Chaos, Solitons & Fractals, 2016, 3-18, 2016 | 229* | 2016 |
| Network structure and N-dependence in agent-based herding models S Alfarano, M Milaković Journal of Economic Dynamics and Control 33 (1), 78-92, 2009 | 135 | 2009 |
| A noise trader model as a generator of apparent financial power laws and long memory S Alfarano, T Lux Macroeconomic Dynamics 11 (S1), 80-101, 2007 | 112 | 2007 |
| A statistical equilibrium model of competitive firms S Alfarano, M Milaković, A Irle, J Kauschke Journal of Economic Dynamics and Control 36 (1), 136-149, 2012 | 104 | 2012 |
| Does classical competition explain the statistical features of firm growth? S Alfarano, M Milaković Economics Letters 101 (3), 272-274, 2008 | 83 | 2008 |
| Estimation of a simple agent-based model of financial markets: An application to australian stock and foreign exchange data S Alfarano, T Lux, F Wagner Physica A: Statistical Mechanics and its Applications 370 (1), 38-42, 2006 | 69 | 2006 |
| Advances in the agent-based modeling of economic and social behavior M Steinbacher, M Raddant, F Karimi, E Camacho Cuena, S Alfarano, ... SN Business & Economics 1 (7), 99, 2021 | 61 | 2021 |
| Empirical validation of stochastic models of interacting agents S Alfarano, T Lux, F Wagner European Physical Journal B 55, 183-187, 2007 | 50 | 2007 |
| Fine structure of spectral properties for random correlation matrices: An application to financial markets G Livan, S Alfarano, E Scalas Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011 | 43 | 2011 |
| The small core of the German corporate board network M Milaković, S Alfarano, T Lux Computational and Mathematical Organization Theory 16, 201-215, 2010 | 39 | 2010 |
| On the determination of the granular size of the economy O Blanco-Arroyo, A Ruiz-Buforn, D Vidal-Tomás, S Alfarano Economics Letters 173, 35-38, 2018 | 33 | 2018 |
| Gibrat’s Law Redux: Think profitability instead of growth P Mundt, S Alfarano, M Milaković Industrial and Corporate Change 25 (4), 549-571, 2016 | 33 | 2016 |
| On the distributional properties of size, profit and growth of Icelandic firms EJ Erlingsson, S Alfarano, M Raberto, H Stefánsson Journal of Economic Interaction and Coordination 8 (1), 57-74, 2012 | 33 | 2012 |
| A minimal noise trader model with realistic time series properties S Alfarano, T Lux Long Memory in Economics - Teyssière and Kirman (Eds.), 345-361, 2007 | 32 | 2007 |
| An agent-based early warning indicator for financial market instability D Vidal-Tomás, S Alfarano Journal of Economic Interaction and Coordination 15 (1), 49-87, 2020 | 31 | 2020 |
| Extreme value theory as a theoretical background for power law behavior S Alfarano, T Lux Kiel Institute for the World Economy, 2010 | 30 | 2010 |
| On the role of heterogeneous and imperfect information in a laboratory financial market S Alfarano, I Barreda-Tarrazona, E Camacho-Cuena Central European Journal of Operations Research 14, 417-433, 2006 | 25 | 2006 |
| A Note on institutional hierarchy and volatility in financial markets S Alfarano, M Milaković, M Raddant European Journal of Finance, 2011 | 23* | 2011 |
Mishael MilakovicUniversity of BambergVerified email at uni-bamberg.de
