Publications Scientific papers, economic policy articles, expert reports, blog posts, and more 7 Results enter search term Search Reset filter Suchfilter Publicationtype Journal Article (4) Working Paper (3) Units International Macroeconomics (7) Macroeconomic Policy under Market Imperfections (7) Authors Simone Alfarano (7) Thomas Lux (6) Mishael Milakovic (5) Friedrich Wagner (1) Matthias Raddant (1) Publication Series Kiel Working Papers (3) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Authors: Simone Alfarano Remove all filters Journal Article Time Variation of Higher Moments in Financial Markets with Heterogeneous Agents: An Analytical Approach Journal of Economic Dynamics and Control 01/2008 Simone Alfarano , Thomas Lux , Friedrich Wagner A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models... Working Paper The Small Core of the German Corporate Board Network: New Evidence from 2010 Kiel Working Papers 11/2011 Download Mishael Milakovic , Simone Alfarano , Thomas Lux Milaković, Alfarano and Lux (2010) have identified a small core of directors who are both highly central to the ... Working Paper The Small Core of the German Corporate Board Network Kiel Working Papers 09/2008 Download Mishael Milakovic , Simone Alfarano , Thomas Lux We consider the current bipartite graph of German corporate boards and identify a small core of directors who are highly central in... Journal Article The Small Core of the German Corporate Board Network Computational & Mathematical Organization Theory 08/2010 Mishael Milakovic , Simone Alfarano , Thomas Lux We consider the bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire... Journal Article Topical issue on "Interdisciplinary Applications of Physics in Economics and Finance" The European Physical Journal B 01/2010 Simone Alfarano , Thomas Lux , Mishael Milakovic Working Paper Extreme Value Theory as a Theoretical Background for Power Law Behavior Kiel Working Papers 09/2010 Download Simone Alfarano , Thomas Lux Power law behavior has been recognized to be a pervasive feature of many phenomena in natural and social sciences. While immense... Journal Article A Note on institutional hierarchy and volatility in financial markets The European Journal of Finance 07/2013 Simone Alfarano , Matthias Raddant , Mishael Milakovic From a statistical point of view, the prevalence of non-Gaussian distributions in nancial returns and their volatilities shows that... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Economics E-Journal Review of World Economics Kiel Focus
Journal Article Time Variation of Higher Moments in Financial Markets with Heterogeneous Agents: An Analytical Approach Journal of Economic Dynamics and Control 01/2008 Simone Alfarano , Thomas Lux , Friedrich Wagner A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models...
Working Paper The Small Core of the German Corporate Board Network: New Evidence from 2010 Kiel Working Papers 11/2011 Download Mishael Milakovic , Simone Alfarano , Thomas Lux Milaković, Alfarano and Lux (2010) have identified a small core of directors who are both highly central to the ...
Working Paper The Small Core of the German Corporate Board Network Kiel Working Papers 09/2008 Download Mishael Milakovic , Simone Alfarano , Thomas Lux We consider the current bipartite graph of German corporate boards and identify a small core of directors who are highly central in...
Journal Article The Small Core of the German Corporate Board Network Computational & Mathematical Organization Theory 08/2010 Mishael Milakovic , Simone Alfarano , Thomas Lux We consider the bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire...
Journal Article Topical issue on "Interdisciplinary Applications of Physics in Economics and Finance" The European Physical Journal B 01/2010 Simone Alfarano , Thomas Lux , Mishael Milakovic
Working Paper Extreme Value Theory as a Theoretical Background for Power Law Behavior Kiel Working Papers 09/2010 Download Simone Alfarano , Thomas Lux Power law behavior has been recognized to be a pervasive feature of many phenomena in natural and social sciences. While immense...
Journal Article A Note on institutional hierarchy and volatility in financial markets The European Journal of Finance 07/2013 Simone Alfarano , Matthias Raddant , Mishael Milakovic From a statistical point of view, the prevalence of non-Gaussian distributions in nancial returns and their volatilities shows that...
