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 |
1 |
1 |
826 |
2 |
3 |
6 |
2,135 |
A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
3 |
19 |
93 |
3,108 |
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
921 |
Are Lost Decades in the Stock Market Black Swans? |
0 |
0 |
0 |
16 |
3 |
3 |
4 |
46 |
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market |
0 |
0 |
0 |
365 |
5 |
13 |
67 |
2,279 |
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market |
0 |
0 |
0 |
0 |
7 |
15 |
69 |
1,046 |
Chaos and Nonlinear Forecastability in Economics and Finance |
0 |
0 |
1 |
2,887 |
0 |
2 |
7 |
6,733 |
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
145 |
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? |
0 |
0 |
0 |
354 |
1 |
2 |
2 |
1,352 |
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
408 |
Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
1 |
1,251 |
1 |
2 |
5 |
3,942 |
Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
28 |
0 |
2 |
10 |
126 |
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) |
0 |
0 |
0 |
301 |
0 |
0 |
3 |
743 |
Evolution and Time Horizons in an Agent-Based Stock Market |
0 |
0 |
0 |
219 |
0 |
2 |
5 |
1,559 |
Experiments in Evolutionary Finance |
1 |
1 |
3 |
503 |
2 |
5 |
12 |
1,074 |
Experiments in Evolutionary Finance |
0 |
0 |
0 |
1 |
2 |
7 |
29 |
1,082 |
Extreme Value Theory and Fat Tails in Equity Markets |
0 |
0 |
1 |
247 |
3 |
5 |
13 |
642 |
Forecast Improvements Using A Volatility Index |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
695 |
Heterogeneous Agents and Long Horizon Features of Asset Prices |
0 |
0 |
1 |
108 |
0 |
1 |
8 |
125 |
Heterogeneous Gain Learning and Long Swings in Asset Prices |
0 |
0 |
1 |
19 |
2 |
2 |
9 |
123 |
Heterogeneous Gain Learning and the Dynamics of Asset Prices |
0 |
0 |
0 |
48 |
3 |
7 |
18 |
155 |
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
0 |
2 |
233 |
0 |
1 |
8 |
867 |
Liquidity Constraints in Production Based Asset Pricing Models |
0 |
0 |
0 |
78 |
0 |
1 |
3 |
341 |
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents |
0 |
0 |
0 |
29 |
3 |
4 |
14 |
469 |
Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
149 |
0 |
2 |
10 |
555 |
Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
46 |
0 |
1 |
4 |
577 |
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS |
0 |
0 |
0 |
13 |
9 |
19 |
56 |
4,688 |
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
591 |
Searching For Lost Decades |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
87 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
1 |
1 |
1 |
174 |
1 |
1 |
3 |
466 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
613 |
1 |
2 |
11 |
1,666 |
Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
1 |
2 |
635 |
1 |
6 |
15 |
1,701 |
Technical Trading Rule Profitability and Foreing Exchange Intervention |
0 |
0 |
0 |
1 |
0 |
2 |
11 |
1,001 |
Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
79 |
0 |
1 |
5 |
453 |
Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
507 |
1 |
1 |
10 |
1,178 |
The Joint Dynamics and Stability of Stock Prices and Volume |
0 |
0 |
0 |
217 |
1 |
1 |
4 |
649 |
Time Series Properties of an Artificial Stock Market |
0 |
0 |
0 |
0 |
3 |
6 |
15 |
1,293 |
Transactions Costs and Correlations in a Large Firm Index |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
78 |
Wealth Dynamics and a Bias Toward Momentum Trading |
0 |
0 |
0 |
52 |
0 |
0 |
5 |
170 |
Total Working Papers |
2 |
4 |
14 |
10,040 |
55 |
142 |
570 |
45,269 |
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 |
1 |
2 |
3 |
259 |
2 |
8 |
22 |
820 |
A Fast Algorithm for the BDS Statistic |
0 |
0 |
2 |
164 |
2 |
7 |
17 |
492 |
A builder's guide to agent-based financial markets |
1 |
1 |
2 |
25 |
5 |
5 |
7 |
77 |
Active and Passive Learning in Agent-based Financial Markets |
0 |
1 |
2 |
36 |
1 |
3 |
10 |
119 |
Agent-based computational finance: Suggested readings and early research |
0 |
3 |
13 |
279 |
3 |
7 |
33 |
744 |
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET |
0 |
0 |
1 |
66 |
0 |
1 |
5 |
160 |
Estimating the Probability of a Lost Decade for U.S. and Global Equity |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
80 |
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options |
0 |
0 |
2 |
193 |
1 |
2 |
9 |
693 |
Forecast Improvements Using a Volatility Index |
0 |
0 |
0 |
174 |
0 |
0 |
4 |
713 |
Foreign‐Exchange Trading Volume and Federal Reserve Intervention |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
11 |
Heterogeneous gain learning and the dynamics of asset prices |
0 |
1 |
3 |
50 |
0 |
2 |
8 |
138 |
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice |
0 |
0 |
2 |
102 |
0 |
0 |
3 |
251 |
Long-memory in an order-driven market |
0 |
1 |
2 |
8 |
1 |
6 |
13 |
66 |
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents |
0 |
0 |
0 |
227 |
3 |
5 |
11 |
447 |
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 |
1 |
7 |
201 |
3 |
7 |
32 |
599 |
Nonlinear Dynamics and Stock Returns |
0 |
2 |
18 |
711 |
20 |
31 |
121 |
1,994 |
Order-splitting and long-memory in an order-driven market |
0 |
0 |
1 |
16 |
1 |
1 |
6 |
45 |
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns |
18 |
35 |
119 |
3,884 |
41 |
87 |
328 |
9,215 |
Some Relations between Volatility and Serial Correlations in Stock Market Returns |
0 |
2 |
10 |
348 |
0 |
5 |
31 |
838 |
Stochastic volatility as a simple generator of apparent financial power laws and long memory |
1 |
2 |
5 |
40 |
2 |
3 |
13 |
129 |
Technical trading rule profitability and foreign exchange intervention |
1 |
2 |
5 |
191 |
1 |
4 |
20 |
551 |
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 |
0 |
0 |
1 |
25 |
0 |
0 |
11 |
104 |
The Impact of Imitation on Long Memory in an Order-Driven Market |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
170 |
Time series properties of an artificial stock market |
1 |
2 |
14 |
414 |
2 |
11 |
33 |
953 |
Wealth dynamics and a bias toward momentum trading |
0 |
0 |
1 |
15 |
0 |
0 |
4 |
52 |
Total Journal Articles |
23 |
55 |
214 |
7,470 |
90 |
197 |
748 |
19,461 |
|
|