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 |
0 |
0 |
0 |
828 |
0 |
1 |
2 |
2,146 |
A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
5 |
20 |
72 |
3,427 |
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
923 |
Are Lost Decades in the Stock Market Black Swans? |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
46 |
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market |
0 |
0 |
0 |
365 |
4 |
9 |
40 |
2,589 |
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market |
0 |
0 |
0 |
0 |
5 |
9 |
19 |
1,176 |
Chaos and Nonlinear Forecastability in Economics and Finance |
0 |
0 |
1 |
2,890 |
0 |
1 |
4 |
6,749 |
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
148 |
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? |
0 |
0 |
0 |
354 |
0 |
0 |
0 |
1,356 |
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
409 |
Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
1,254 |
0 |
0 |
1 |
3,950 |
Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
129 |
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) |
0 |
0 |
0 |
301 |
0 |
0 |
0 |
747 |
Evolution and Time Horizons in an Agent-Based Stock Market |
0 |
0 |
0 |
219 |
1 |
1 |
2 |
1,579 |
Experiments in Evolutionary Finance |
0 |
0 |
1 |
506 |
0 |
0 |
1 |
1,084 |
Experiments in Evolutionary Finance |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,106 |
Extreme Value Theory and Fat Tails in Equity Markets |
0 |
0 |
0 |
250 |
0 |
0 |
1 |
666 |
Forecast Improvements Using A Volatility Index |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
701 |
Heterogeneous Agents and Long Horizon Features of Asset Prices |
0 |
0 |
0 |
112 |
0 |
1 |
5 |
185 |
Heterogeneous Gain Learning and Long Swings in Asset Prices |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
135 |
Heterogeneous Gain Learning and the Dynamics of Asset Prices |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
180 |
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
0 |
1 |
239 |
0 |
1 |
3 |
886 |
Liquidity Constraints in Production Based Asset Pricing Models |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
344 |
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
485 |
Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
151 |
0 |
0 |
1 |
561 |
Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
583 |
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS |
0 |
0 |
0 |
13 |
4 |
10 |
33 |
4,839 |
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
612 |
Searching For Lost Decades |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
89 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
174 |
0 |
0 |
1 |
475 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
639 |
0 |
0 |
0 |
1,723 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
614 |
0 |
0 |
0 |
1,681 |
Technical Trading Rule Profitability and Foreing Exchange Intervention |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,024 |
Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
507 |
0 |
0 |
1 |
1,187 |
Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
465 |
The Joint Dynamics and Stability of Stock Prices and Volume |
0 |
0 |
0 |
217 |
0 |
0 |
0 |
651 |
Time Series Properties of an Artificial Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,333 |
Transactions Costs and Correlations in a Large Firm Index |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
81 |
Wealth Dynamics and a Bias Toward Momentum Trading |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
178 |
Total Working Papers |
0 |
0 |
3 |
10,075 |
21 |
56 |
202 |
46,628 |
Journal Article |
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 |
0 |
1 |
1 |
268 |
0 |
2 |
7 |
857 |
A Fast Algorithm for the BDS Statistic |
0 |
0 |
1 |
169 |
1 |
1 |
5 |
530 |
A builder's guide to agent-based financial markets |
0 |
0 |
0 |
28 |
1 |
1 |
7 |
92 |
Active and Passive Learning in Agent-based Financial Markets |
0 |
0 |
2 |
45 |
0 |
0 |
3 |
143 |
Agent-based computational finance: Suggested readings and early research |
1 |
2 |
4 |
297 |
5 |
7 |
21 |
804 |
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET |
0 |
0 |
7 |
81 |
0 |
0 |
13 |
207 |
Estimating the Probability of a Lost Decade for U.S. and Global Equity |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
86 |
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options |
0 |
0 |
0 |
195 |
0 |
0 |
0 |
708 |
Forecast Improvements Using a Volatility Index |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
717 |
Foreign‐Exchange Trading Volume and Federal Reserve Intervention |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
Heterogeneous gain learning and the dynamics of asset prices |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
152 |
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice |
0 |
0 |
3 |
108 |
0 |
0 |
12 |
271 |
Long-memory in an order-driven market |
0 |
0 |
5 |
18 |
2 |
2 |
8 |
91 |
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents |
0 |
0 |
2 |
237 |
2 |
5 |
12 |
490 |
Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03 |
1 |
1 |
2 |
210 |
2 |
2 |
8 |
632 |
Nonlinear Dynamics and Stock Returns |
0 |
3 |
3 |
735 |
0 |
6 |
18 |
2,111 |
Order-splitting and long-memory in an order-driven market |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
50 |
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns |
6 |
11 |
56 |
4,067 |
15 |
29 |
135 |
9,720 |
Some Relations between Volatility and Serial Correlations in Stock Market Returns |
0 |
0 |
3 |
373 |
0 |
0 |
12 |
921 |
Stochastic volatility as a simple generator of apparent financial power laws and long memory |
1 |
1 |
1 |
56 |
2 |
4 |
4 |
163 |
Technical trading rule profitability and foreign exchange intervention |
0 |
0 |
9 |
230 |
0 |
4 |
29 |
664 |
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
106 |
The Impact of Imitation on Long Memory in an Order-Driven Market |
0 |
0 |
1 |
44 |
1 |
1 |
4 |
186 |
Time series properties of an artificial stock market |
0 |
2 |
7 |
454 |
1 |
4 |
17 |
1,059 |
Wealth dynamics and a bias toward momentum trading |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
61 |
Total Journal Articles |
9 |
21 |
109 |
7,906 |
34 |
71 |
324 |
20,839 |
|
|