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 0 2 2,146
A Test for Independence Based on the Correlation Dimension 0 0 0 7 6 22 77 3,453
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 1 1 1 924
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 2 7 39 2,602
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 2 8 23 1,186
Chaos and Nonlinear Forecastability in Economics and Finance 0 0 1 2,890 0 0 2 6,749
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 1 1 1 149
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 0 1 3 1,359
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 1 2 2 411
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 28 0 0 1 129
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 1,254 0 0 0 3,950
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 3 1,581
Experiments in Evolutionary Finance 0 0 2 507 1 1 3 1,086
Experiments in Evolutionary Finance 0 0 0 1 0 0 2 1,107
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 1 2 703
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 0 0 112 0 0 4 185
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 1 1 3 887
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 3 486
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 3 8 37 4,850
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 1 1 2 613
Searching For Lost Decades 0 0 0 30 0 0 0 89
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 1 1 1,682
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 0 0 1 475
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 79 0 0 0 465
Technical Trading Rules and Regime Shifts in Foreign Exchange 1 1 1 508 2 3 4 1,190
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 2 5 1,336
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 1 1 5 10,077 23 62 226 46,712


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 0 2 269 0 1 8 860
A Fast Algorithm for the BDS Statistic 0 0 0 169 1 2 5 532
A builder's guide to agent-based financial markets 0 0 0 28 0 0 5 93
Active and Passive Learning in Agent-based Financial Markets 0 0 2 45 0 0 2 143
Agent-based computational finance: Suggested readings and early research 0 0 3 297 0 0 17 804
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 0 4 81 1 1 7 208
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 0 0 4 87
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 1 1 1 718
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 1 1 2 19
Heterogeneous gain learning and the dynamics of asset prices 0 0 2 55 0 0 2 153
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 0 0 108 0 0 5 271
Long-memory in an order-driven market 1 1 5 19 1 2 8 93
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 1 1 2 238 1 2 11 492
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 0 0 2 210 0 0 5 632
Nonlinear Dynamics and Stock Returns 0 0 4 736 1 4 18 2,117
Order-splitting and long-memory in an order-driven market 0 0 0 18 0 0 2 50
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 3 11 45 4,082 8 21 112 9,748
Some Relations between Volatility and Serial Correlations in Stock Market Returns 1 1 2 374 2 3 11 924
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 1 56 0 0 4 163
Technical trading rule profitability and foreign exchange intervention 0 0 7 231 1 2 23 667
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 0 0 1 26 1 2 3 108
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 0 44 0 0 1 186
Time series properties of an artificial stock market 0 0 4 454 0 2 12 1,061
Wealth dynamics and a bias toward momentum trading 0 0 0 16 0 0 0 61
Total Journal Articles 6 14 86 7,928 19 44 268 20,898


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonlinear Dynamics, Chaos, and Instability - Unix version 0 0 0 0 0 0 0 205
Total Books 0 0 0 0 0 0 0 205


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 2 3 10 617 5 11 32 1,836
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 0 0 0 80
Total Chapters 2 3 10 637 5 11 32 1,916


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 0 2 13 2,364 3 6 37 7,516
Total Software Items 0 2 13 2,364 3 6 37 7,516


Statistics updated 2025-03-03