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


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 2 4 7 188
Total Books 0 0 0 0 2 4 7 188


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 2 6 33 550 10 26 110 1,639
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 1 20 0 0 2 73
Total Chapters 2 6 34 570 10 26 112 1,712


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 1 5 14 2,294 5 18 79 7,259
Total Software Items 1 5 14 2,294 5 18 79 7,259


Statistics updated 2021-01-03