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 0 1 2,146
A Test for Independence Based on the Correlation Dimension 0 0 0 7 3 10 59 3,466
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 0 0 1 924
Are Lost Decades in the Stock Market Black Swans? 0 0 0 16 0 0 0 46
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market 0 0 0 365 6 11 45 2,625
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 0 5 26 1,193
Chaos and Nonlinear Forecastability in Economics and Finance 0 1 1 2,891 0 1 2 6,750
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 0 0 1 149
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 1 1 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 0 0 1 129
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 1,254 0 0 0 3,950
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 0 0 0 301 0 1 1 748
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 1 2 6 1,584
Experiments in Evolutionary Finance 0 0 1 507 1 1 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 0 0 0 666
Forecast Improvements Using A Volatility Index 0 0 0 1 2 2 4 705
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 0 0 112 0 0 1 185
Heterogeneous Gain Learning and Long Swings in Asset Prices 0 0 0 20 0 0 0 135
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 3 888
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 0 1 3 487
Persistence of the Dow Jones Index on Rising Volume 0 0 0 151 0 0 0 561
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 1 1 584
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 1 4 32 4,861
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 0 0 2 613
Searching For Lost Decades 0 0 0 30 0 0 0 89
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 0 2 2 477
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 614 0 0 1 1,682
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 639 0 0 0 1,723
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 0 0 0 465
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 1 508 0 0 3 1,190
The Joint Dynamics and Stability of Stock Prices and Volume 0 0 0 217 0 0 0 651
Time Series Properties of an Artificial Stock Market 0 0 0 0 2 2 6 1,339
Transactions Costs and Correlations in a Large Firm Index 0 0 0 0 1 1 1 82
Wealth Dynamics and a Bias Toward Momentum Trading 0 0 0 54 0 0 0 178
Total Working Papers 0 1 3 10,078 19 46 212 46,784


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 3 270 1 2 8 863
A Fast Algorithm for the BDS Statistic 0 0 0 169 0 0 3 532
A builder's guide to agent-based financial markets 0 0 0 28 0 0 3 94
Active and Passive Learning in Agent-based Financial Markets 0 1 1 46 0 1 2 145
Agent-based computational finance: Suggested readings and early research 1 4 6 301 3 6 13 810
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 0 1 82 0 2 5 212
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 0 0 3 87
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 0 195 3 3 3 711
Forecast Improvements Using a Volatility Index 0 0 0 175 1 2 3 720
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 0 0 1 19
Heterogeneous gain learning and the dynamics of asset prices 0 0 1 55 0 0 2 154
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 0 4 93
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 4 6 243 2 10 18 503
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 2 211 0 1 4 634
Nonlinear Dynamics and Stock Returns 0 2 7 739 1 8 21 2,126
Order-splitting and long-memory in an order-driven market 0 0 0 18 0 0 1 50
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 3 10 40 4,096 8 30 99 9,790
Some Relations between Volatility and Serial Correlations in Stock Market Returns 0 2 3 376 0 3 7 928
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 1 56 0 0 4 163
Technical trading rule profitability and foreign exchange intervention 0 0 1 231 1 3 11 671
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 1 3 109
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 0 44 0 2 3 188
Time series properties of an artificial stock market 0 1 4 456 2 5 13 1,068
Wealth dynamics and a bias toward momentum trading 0 0 0 16 0 0 0 61
Total Journal Articles 4 25 77 7,962 22 79 236 21,004


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 0 0 205
Total Books 0 0 0 0 0 0 0 205


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 0 0 8 618 2 9 32 1,849
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 0 0 0 80
Total Chapters 0 0 8 638 2 9 32 1,929


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 4 10 2,369 5 10 31 7,529
Total Software Items 1 4 10 2,369 5 10 31 7,529


Statistics updated 2025-08-05