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 |
1 |
2,147 |
| A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
3 |
17 |
56 |
3,483 |
| An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
925 |
| Are Lost Decades in the Stock Market Black Swans? |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
47 |
| Asset Pricing Under Endogenous Expectation in an Artificial Stock Market |
0 |
0 |
0 |
365 |
7 |
13 |
49 |
2,638 |
| Asset Pricing Under Endogenous Expectations in an Artificial Stock Market |
0 |
0 |
0 |
0 |
3 |
3 |
20 |
1,196 |
| Chaos and Nonlinear Forecastability in Economics and Finance |
0 |
1 |
2 |
2,892 |
1 |
3 |
4 |
6,753 |
| Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
150 |
| Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? |
0 |
0 |
0 |
354 |
0 |
0 |
4 |
1,360 |
| Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
411 |
| Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
28 |
2 |
2 |
2 |
131 |
| Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
1,254 |
1 |
1 |
1 |
3,951 |
| Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) |
0 |
0 |
0 |
301 |
1 |
1 |
2 |
749 |
| Evolution and Time Horizons in an Agent-Based Stock Market |
0 |
0 |
0 |
219 |
1 |
3 |
8 |
1,587 |
| Experiments in Evolutionary Finance |
0 |
0 |
1 |
507 |
0 |
0 |
3 |
1,087 |
| Experiments in Evolutionary Finance |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,107 |
| Extreme Value Theory and Fat Tails in Equity Markets |
0 |
0 |
0 |
250 |
1 |
1 |
1 |
667 |
| Forecast Improvements Using A Volatility Index |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
705 |
| Heterogeneous Agents and Long Horizon Features of Asset Prices |
0 |
0 |
0 |
112 |
2 |
2 |
2 |
187 |
| Heterogeneous Gain Learning and Long Swings in Asset Prices |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
136 |
| 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 |
0 |
239 |
1 |
1 |
3 |
889 |
| 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 |
488 |
| Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
151 |
1 |
1 |
1 |
562 |
| Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
46 |
4 |
4 |
5 |
588 |
| SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS |
0 |
0 |
0 |
13 |
10 |
16 |
38 |
4,877 |
| SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
614 |
| Searching For Lost Decades |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
89 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
174 |
1 |
1 |
3 |
478 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
639 |
0 |
1 |
1 |
1,724 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
614 |
1 |
2 |
3 |
1,684 |
| Technical Trading Rule Profitability and Foreing Exchange Intervention |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,024 |
| Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
79 |
1 |
1 |
1 |
466 |
| Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
1 |
508 |
2 |
2 |
5 |
1,192 |
| The Joint Dynamics and Stability of Stock Prices and Volume |
0 |
0 |
0 |
217 |
0 |
1 |
1 |
652 |
| Time Series Properties of an Artificial Stock Market |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
1,344 |
| Transactions Costs and Correlations in a Large Firm Index |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
82 |
| Wealth Dynamics and a Bias Toward Momentum Trading |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
178 |
| Total Working Papers |
0 |
1 |
4 |
10,079 |
49 |
88 |
244 |
46,872 |
| 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 |
270 |
2 |
2 |
8 |
865 |
| A Fast Algorithm for the BDS Statistic |
0 |
0 |
0 |
169 |
0 |
0 |
2 |
532 |
| A builder's guide to agent-based financial markets |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
95 |
| Active and Passive Learning in Agent-based Financial Markets |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
145 |
| Agent-based computational finance: Suggested readings and early research |
0 |
1 |
5 |
302 |
0 |
4 |
10 |
814 |
| EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET |
0 |
1 |
2 |
83 |
1 |
2 |
7 |
214 |
| Estimating the Probability of a Lost Decade for U.S. and Global Equity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
87 |
| Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options |
0 |
0 |
0 |
195 |
0 |
1 |
4 |
712 |
| Forecast Improvements Using a Volatility Index |
0 |
0 |
0 |
175 |
0 |
1 |
4 |
721 |
| Foreign‐Exchange Trading Volume and Federal Reserve Intervention |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
20 |
| Heterogeneous gain learning and the dynamics of asset prices |
0 |
0 |
1 |
55 |
1 |
3 |
5 |
157 |
| Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
273 |
| Long-memory in an order-driven market |
0 |
0 |
1 |
19 |
0 |
2 |
4 |
95 |
| Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents |
0 |
1 |
7 |
244 |
1 |
2 |
15 |
505 |
| 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 |
1 |
211 |
0 |
1 |
3 |
635 |
| Nonlinear Dynamics and Stock Returns |
2 |
4 |
8 |
743 |
6 |
8 |
23 |
2,134 |
| Order-splitting and long-memory in an order-driven market |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
51 |
| Simple Technical Trading Rules and the Stochastic Properties of Stock Returns |
3 |
9 |
38 |
4,105 |
9 |
21 |
91 |
9,811 |
| Some Relations between Volatility and Serial Correlations in Stock Market Returns |
0 |
1 |
4 |
377 |
0 |
3 |
10 |
931 |
| Stochastic volatility as a simple generator of apparent financial power laws and long memory |
0 |
0 |
0 |
56 |
1 |
2 |
2 |
165 |
| Technical trading rule profitability and foreign exchange intervention |
0 |
0 |
1 |
231 |
5 |
6 |
13 |
677 |
| The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
109 |
| The Impact of Imitation on Long Memory in an Order-Driven Market |
0 |
1 |
1 |
45 |
1 |
2 |
4 |
190 |
| Time series properties of an artificial stock market |
0 |
0 |
2 |
456 |
3 |
4 |
13 |
1,072 |
| Wealth dynamics and a bias toward momentum trading |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
62 |
| Total Journal Articles |
5 |
18 |
74 |
7,980 |
34 |
68 |
233 |
21,072 |
|
|
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