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 7 2,153
A Test for Independence Based on the Correlation Dimension 0 0 0 7 2 13 57 3,519
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 0 4 9 933
Are Lost Decades in the Stock Market Black Swans? 0 0 0 16 0 6 17 63
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market 0 0 0 365 6 23 70 2,686
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 1 7 31 1,221
Chaos and Nonlinear Forecastability in Economics and Finance 0 0 1 2,892 0 3 16 6,766
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 0 1 5 154
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 0 2 9 1,368
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 1 4 5 416
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 28 0 1 12 141
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 1,254 0 4 11 3,961
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 0 0 0 301 0 3 14 762
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 1 5 19 1,601
Experiments in Evolutionary Finance 0 0 0 507 0 2 13 1,099
Experiments in Evolutionary Finance 0 0 0 1 0 1 9 1,116
Extreme Value Theory and Fat Tails in Equity Markets 0 0 1 251 1 10 28 694
Forecast Improvements Using A Volatility Index 0 0 0 1 0 2 9 712
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 0 1 113 0 4 13 198
Heterogeneous Gain Learning and Long Swings in Asset Prices 0 0 0 20 0 1 6 141
Heterogeneous Gain Learning and the Dynamics of Asset Prices 0 0 0 49 1 5 14 194
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 1 1 1 240 3 8 13 900
Liquidity Constraints in Production Based Asset Pricing Models 0 0 0 78 0 1 8 352
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents 0 0 0 29 1 8 17 504
Persistence of the Dow Jones Index on Rising Volume 0 0 0 151 1 5 10 571
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 1 13 596
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 6 29 72 4,931
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 1 1 7 620
Searching For Lost Decades 0 0 0 30 0 1 6 95
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 639 5 11 20 1,743
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 0 1 14 490
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 614 1 3 13 1,695
Technical Trading Rule Profitability and Foreing Exchange Intervention 0 0 0 1 0 2 11 1,035
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 79 0 2 9 474
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 508 0 2 12 1,202
The Joint Dynamics and Stability of Stock Prices and Volume 0 0 0 217 0 0 3 654
Time Series Properties of an Artificial Stock Market 0 0 0 0 1 4 21 1,358
Transactions Costs and Correlations in a Large Firm Index 0 0 0 0 0 2 6 87
Wealth Dynamics and a Bias Toward Momentum Trading 0 0 0 54 0 2 9 187
Total Working Papers 1 1 4 10,082 32 184 638 47,392

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 0 270 0 3 16 877
A Fast Algorithm for the BDS Statistic 0 0 0 169 2 3 13 545
A builder's guide to agent-based financial markets 0 1 1 29 0 3 8 102
Active and Passive Learning in Agent-based Financial Markets 0 0 1 47 0 2 8 153
Agent-based computational finance: Suggested readings and early research 1 2 5 304 1 4 19 825
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 1 3 85 0 4 21 232
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 1 1 4 91
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 0 195 2 5 15 723
Forecast Improvements Using a Volatility Index 0 0 0 175 0 2 6 725
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 0 1 4 23
Heterogeneous gain learning and the dynamics of asset prices 0 0 0 55 0 2 8 162
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 0 0 108 0 3 9 282
Long-memory in an order-driven market 0 0 1 20 0 1 5 98
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 0 4 245 2 4 23 522
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 0 211 1 6 19 653
Nonlinear Dynamics and Stock Returns 1 1 6 744 2 7 34 2,156
Order-splitting and long-memory in an order-driven market 0 0 1 19 0 3 11 61
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 10 14 42 4,133 43 100 220 9,996
Some Relations between Volatility and Serial Correlations in Stock Market Returns 0 1 4 379 1 5 22 948
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 0 56 1 6 13 176
Technical trading rule profitability and foreign exchange intervention 0 0 0 231 0 3 25 693
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 0 0 0 26 2 5 9 117
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 3 47 0 3 23 209
Time series properties of an artificial stock market 0 0 2 457 0 7 23 1,086
Wealth dynamics and a bias toward momentum trading 0 0 0 16 0 6 10 71
Total Journal Articles 12 20 73 8,023 58 189 568 21,526

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 1 7 212
Total Books 0 0 0 0 0 1 7 212

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 2 4 12 630 8 28 76 1,920
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 0 0 9 89
Total Chapters 2 4 12 650 8 28 85 2,009

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 0 2 2,370 1 7 34 7,557
Total Software Items 0 0 2 2,370 1 7 34 7,557

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Statistics updated 2026-06-04