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 |
2 |
3 |
2,149 |
| A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
5 |
13 |
52 |
3,493 |
| An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
928 |
| Are Lost Decades in the Stock Market Black Swans? |
0 |
0 |
0 |
16 |
1 |
2 |
2 |
48 |
| Asset Pricing Under Endogenous Expectation in an Artificial Stock Market |
0 |
0 |
0 |
365 |
4 |
14 |
48 |
2,645 |
| Asset Pricing Under Endogenous Expectations in an Artificial Stock Market |
0 |
0 |
0 |
0 |
1 |
10 |
24 |
1,203 |
| Chaos and Nonlinear Forecastability in Economics and Finance |
0 |
0 |
2 |
2,892 |
3 |
6 |
9 |
6,758 |
| Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
152 |
| Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? |
0 |
0 |
0 |
354 |
3 |
3 |
4 |
1,363 |
| 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 |
1,254 |
1 |
3 |
3 |
3,953 |
| Evaluating Neural Network Predictors by Bootstrapping |
0 |
0 |
0 |
28 |
2 |
5 |
5 |
134 |
| Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) |
0 |
0 |
0 |
301 |
5 |
6 |
7 |
754 |
| Evolution and Time Horizons in an Agent-Based Stock Market |
0 |
0 |
0 |
219 |
1 |
2 |
8 |
1,588 |
| Experiments in Evolutionary Finance |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
1,112 |
| Experiments in Evolutionary Finance |
0 |
0 |
0 |
507 |
2 |
2 |
4 |
1,089 |
| Extreme Value Theory and Fat Tails in Equity Markets |
0 |
0 |
0 |
250 |
5 |
7 |
7 |
673 |
| Forecast Improvements Using A Volatility Index |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
706 |
| Heterogeneous Agents and Long Horizon Features of Asset Prices |
0 |
1 |
1 |
113 |
5 |
8 |
8 |
193 |
| Heterogeneous Gain Learning and Long Swings in Asset Prices |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
137 |
| Heterogeneous Gain Learning and the Dynamics of Asset Prices |
0 |
0 |
0 |
49 |
2 |
2 |
2 |
182 |
| Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders |
0 |
0 |
0 |
239 |
0 |
2 |
4 |
890 |
| Liquidity Constraints in Production Based Asset Pricing Models |
0 |
0 |
0 |
78 |
2 |
2 |
2 |
346 |
| Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents |
0 |
0 |
0 |
29 |
3 |
4 |
6 |
491 |
| Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
151 |
0 |
1 |
1 |
562 |
| Persistence of the Dow Jones Index on Rising Volume |
0 |
0 |
0 |
46 |
3 |
9 |
10 |
593 |
| SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS |
0 |
0 |
0 |
13 |
8 |
24 |
47 |
4,891 |
| SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
616 |
| Searching For Lost Decades |
0 |
0 |
0 |
30 |
2 |
3 |
3 |
92 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
614 |
2 |
4 |
6 |
1,687 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
639 |
2 |
2 |
3 |
1,726 |
| Technical Trading Rule Profitability and Foreign Exchange Intervention |
0 |
0 |
0 |
174 |
3 |
6 |
8 |
483 |
| Technical Trading Rule Profitability and Foreing Exchange Intervention |
0 |
0 |
0 |
1 |
4 |
6 |
6 |
1,030 |
| Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
0 |
79 |
1 |
3 |
3 |
468 |
| Technical Trading Rules and Regime Shifts in Foreign Exchange |
0 |
0 |
1 |
508 |
4 |
8 |
11 |
1,198 |
| The Joint Dynamics and Stability of Stock Prices and Volume |
0 |
0 |
0 |
217 |
1 |
2 |
3 |
654 |
| Time Series Properties of an Artificial Stock Market |
0 |
0 |
0 |
0 |
3 |
7 |
15 |
1,350 |
| 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 |
2 |
2 |
2 |
180 |
| Total Working Papers |
0 |
1 |
4 |
10,080 |
88 |
187 |
342 |
47,010 |
| 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 |
3 |
5 |
9 |
868 |
| A Fast Algorithm for the BDS Statistic |
0 |
0 |
0 |
169 |
2 |
5 |
6 |
537 |
| A builder's guide to agent-based financial markets |
0 |
0 |
0 |
28 |
1 |
4 |
5 |
98 |
| Active and Passive Learning in Agent-based Financial Markets |
0 |
1 |
2 |
47 |
1 |
4 |
6 |
149 |
| Agent-based computational finance: Suggested readings and early research |
0 |
0 |
5 |
302 |
4 |
6 |
16 |
820 |
| EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET |
0 |
0 |
2 |
83 |
3 |
9 |
15 |
222 |
| Estimating the Probability of a Lost Decade for U.S. and Global Equity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |
| Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options |
0 |
0 |
0 |
195 |
3 |
3 |
7 |
715 |
| Forecast Improvements Using a Volatility Index |
0 |
0 |
0 |
175 |
0 |
1 |
5 |
722 |
| Foreign‐Exchange Trading Volume and Federal Reserve Intervention |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
21 |
| Heterogeneous gain learning and the dynamics of asset prices |
0 |
0 |
0 |
55 |
1 |
3 |
6 |
159 |
| Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice |
0 |
0 |
0 |
108 |
0 |
1 |
3 |
274 |
| Long-memory in an order-driven market |
1 |
1 |
2 |
20 |
1 |
1 |
4 |
96 |
| Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents |
1 |
1 |
8 |
245 |
3 |
6 |
20 |
510 |
| 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 |
1 |
5 |
8 |
640 |
| Nonlinear Dynamics and Stock Returns |
0 |
2 |
7 |
743 |
3 |
12 |
25 |
2,140 |
| Order-splitting and long-memory in an order-driven market |
0 |
1 |
1 |
19 |
1 |
5 |
5 |
55 |
| Simple Technical Trading Rules and the Stochastic Properties of Stock Returns |
4 |
13 |
40 |
4,115 |
17 |
50 |
118 |
9,852 |
| Some Relations between Volatility and Serial Correlations in Stock Market Returns |
0 |
0 |
4 |
377 |
2 |
5 |
15 |
936 |
| Stochastic volatility as a simple generator of apparent financial power laws and long memory |
0 |
0 |
0 |
56 |
1 |
2 |
3 |
166 |
| Technical trading rule profitability and foreign exchange intervention |
0 |
0 |
0 |
231 |
3 |
12 |
18 |
684 |
| 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 |
1 |
1 |
2 |
46 |
2 |
4 |
7 |
193 |
| Time series properties of an artificial stock market |
0 |
1 |
3 |
457 |
1 |
7 |
17 |
1,076 |
| Wealth dynamics and a bias toward momentum trading |
0 |
0 |
0 |
16 |
1 |
3 |
3 |
64 |
| Total Journal Articles |
7 |
21 |
78 |
7,996 |
55 |
155 |
327 |
21,193 |
|
|
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