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 1 5 7 2,153
A Test for Independence Based on the Correlation Dimension 0 0 0 7 5 18 53 3,506
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 0 2 5 929
Are Lost Decades in the Stock Market Black Swans? 0 0 0 16 2 10 11 57
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market 0 0 0 365 7 22 61 2,663
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 2 12 28 1,214
Chaos and Nonlinear Forecastability in Economics and Finance 0 0 2 2,892 3 8 14 6,763
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 0 3 4 153
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 0 6 7 1,366
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 0 1 1 412
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 1,254 2 5 7 3,957
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 28 1 8 11 140
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 0 0 0 301 1 10 12 759
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 4 9 15 1,596
Experiments in Evolutionary Finance 0 0 0 1 2 4 8 1,115
Experiments in Evolutionary Finance 0 0 0 507 5 10 11 1,097
Extreme Value Theory and Fat Tails in Equity Markets 1 1 1 251 5 16 18 684
Forecast Improvements Using A Volatility Index 0 0 0 1 0 5 7 710
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 0 1 113 0 6 9 194
Heterogeneous Gain Learning and Long Swings in Asset Prices 0 0 0 20 0 4 5 140
Heterogeneous Gain Learning and the Dynamics of Asset Prices 0 0 0 49 2 9 9 189
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 0 239 2 2 5 892
Liquidity Constraints in Production Based Asset Pricing Models 0 0 0 78 1 7 7 351
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents 0 0 0 29 0 8 10 496
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 5 12 595
Persistence of the Dow Jones Index on Rising Volume 0 0 0 151 1 4 5 566
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 3 19 52 4,902
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 0 4 6 619
Searching For Lost Decades 0 0 0 30 1 4 5 94
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 614 0 7 10 1,692
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 1 9 14 489
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 639 3 8 9 1,732
Technical Trading Rule Profitability and Foreing Exchange Intervention 0 0 0 1 0 7 9 1,033
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 79 1 5 7 472
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 508 1 6 10 1,200
The Joint Dynamics and Stability of Stock Prices and Volume 0 0 0 217 0 1 3 654
Time Series Properties of an Artificial Stock Market 0 0 0 0 0 7 18 1,354
Transactions Costs and Correlations in a Large Firm Index 0 0 0 0 1 3 4 85
Wealth Dynamics and a Bias Toward Momentum Trading 0 0 0 54 2 7 7 185
Total Working Papers 1 1 4 10,081 59 286 496 47,208

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 1 270 2 9 14 874
A Fast Algorithm for the BDS Statistic 0 0 0 169 1 7 10 542
A builder's guide to agent-based financial markets 0 0 0 28 0 2 6 99
Active and Passive Learning in Agent-based Financial Markets 0 0 2 47 0 3 8 151
Agent-based computational finance: Suggested readings and early research 0 0 5 302 1 5 17 821
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 1 3 84 0 9 20 228
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 0 3 3 90
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 0 195 0 6 10 718
Forecast Improvements Using a Volatility Index 0 0 0 175 0 1 5 723
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 0 2 3 22
Heterogeneous gain learning and the dynamics of asset prices 0 0 0 55 0 2 7 160
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 0 0 108 1 5 8 279
Long-memory in an order-driven market 0 1 1 20 0 2 4 97
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 1 7 245 5 11 26 518
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 2 8 15 647
Nonlinear Dynamics and Stock Returns 0 0 7 743 1 12 32 2,149
Order-splitting and long-memory in an order-driven market 0 0 1 19 1 4 8 58
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1 8 37 4,119 13 61 148 9,896
Some Relations between Volatility and Serial Correlations in Stock Market Returns 0 1 4 378 2 9 19 943
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 0 56 1 5 7 170
Technical trading rule profitability and foreign exchange intervention 0 0 0 231 3 9 23 690
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 0 0 0 26 1 3 4 112
The Impact of Imitation on Long Memory in an Order-Driven Market 0 2 3 47 1 15 20 206
Time series properties of an artificial stock market 0 0 3 457 0 4 18 1,079
Wealth dynamics and a bias toward momentum trading 0 0 0 16 0 2 4 65
Total Journal Articles 1 14 75 8,003 35 199 439 21,337

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 3 6 211
Total Books 0 0 0 0 0 3 6 211

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 9 626 6 24 56 1,892
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 2 9 9 89
Total Chapters 2 4 9 646 8 33 65 1,981

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 6 2,370 0 10 34 7,550
Total Software Items 0 0 6 2,370 0 10 34 7,550

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Statistics updated 2026-03-04