Access Statistics for Blake Lebaron
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Dynamic Structural Model for Stock Return Volatility and Trading Volume |
3 |
11 |
48 |
720 |
12 |
29 |
122 |
1,823 |
| An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization |
0 |
0 |
0 |
1 |
3 |
9 |
27 |
829 |
| Asset Pricing Under Endogenous Expectation in an Artificial Stock Market |
0 |
0 |
0 |
365 |
12 |
28 |
109 |
1,204 |
| Chaos and Nonlinear Forecastability in Economics and Finance |
17 |
31 |
150 |
2,633 |
37 |
72 |
301 |
6,034 |
| Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? |
1 |
4 |
21 |
304 |
18 |
33 |
129 |
1,143 |
| Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
353 |
| Evaluating Neural Network Predictors by Bootstrapping |
5 |
15 |
45 |
1,094 |
14 |
40 |
120 |
3,429 |
| Evolution and Time Horizons in an Agent-Based Stock Market |
0 |
0 |
0 |
219 |
13 |
41 |
152 |
1,289 |
| Experiments in Evolutionary Finance |
1 |
1 |
18 |
439 |
1 |
1 |
35 |
905 |
| Forecast Improvements Using A Volatility Index |
0 |
0 |
0 |
1 |
0 |
2 |
19 |
631 |
| Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
4 |
12 |
200 |
2 |
11 |
43 |
740 |
| Liquidity Constraints in Production Based Asset Pricing Models |
3 |
5 |
11 |
58 |
6 |
9 |
30 |
256 |
| Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
46 |
0 |
2 |
6 |
502 |
| SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS |
0 |
0 |
0 |
13 |
47 |
118 |
447 |
3,567 |
| SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS |
0 |
0 |
0 |
1 |
3 |
5 |
19 |
345 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
3 |
6 |
37 |
543 |
5 |
10 |
77 |
1,441 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
2 |
14 |
62 |
418 |
6 |
30 |
128 |
986 |
| Technical Trading Rules and Regime Shifts in Foreign Exchange |
4 |
10 |
37 |
442 |
7 |
22 |
87 |
937 |
| The Joint Dynamics and Stability of Stock Prices and Volume |
0 |
0 |
4 |
200 |
1 |
1 |
10 |
565 |
| Total Working Papers |
39 |
101 |
445 |
7,698 |
188 |
466 |
1,867 |
26,979 |
| Software Item |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| C Source for BDS Test Statistic for Independence |
13 |
34 |
145 |
1,776 |
55 |
123 |
473 |
5,495 |
| Total Software Items |
13 |
34 |
145 |
1,776 |
55 |
123 |
473 |
5,495 |
|
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