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 0 826 0 0 2 2,140
A Test for Independence Based on the Correlation Dimension 0 0 0 7 4 12 77 3,289
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 0 0 1 922
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 5 15 86 2,474
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 1 7 33 1,123
Chaos and Nonlinear Forecastability in Economics and Finance 0 0 0 2,889 1 1 4 6,744
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 0 0 1 147
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 1 1 1 1,355
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 0 0 0 409
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 28 0 0 0 127
Evaluating Neural Network Predictors by Bootstrapping 0 0 2 1,254 1 1 4 3,949
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 0 0 0 301 0 0 1 746
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 0 0 1 1,571
Experiments in Evolutionary Finance 0 0 0 504 0 0 1 1,080
Experiments in Evolutionary Finance 0 0 0 1 0 1 7 1,098
Extreme Value Theory and Fat Tails in Equity Markets 1 1 2 249 1 1 6 654
Forecast Improvements Using A Volatility Index 0 0 0 1 0 0 1 697
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 1 1 111 0 1 13 156
Heterogeneous Gain Learning and Long Swings in Asset Prices 0 0 0 19 0 1 4 130
Heterogeneous Gain Learning and the Dynamics of Asset Prices 0 0 0 48 0 0 5 178
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 1 235 1 1 3 876
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 0 4 480
Persistence of the Dow Jones Index on Rising Volume 0 0 1 151 0 0 1 560
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 1 3 582
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 2 12 47 4,776
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 0 2 7 601
Searching For Lost Decades 0 0 0 30 0 0 0 87
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 613 0 1 4 1,680
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 4 639 3 3 9 1,717
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 0 0 2 474
Technical Trading Rule Profitability and Foreing Exchange Intervention 0 0 0 1 0 2 7 1,022
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 507 1 1 1 1,181
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 79 0 0 1 461
The Joint Dynamics and Stability of Stock Prices and Volume 0 0 0 217 0 0 0 650
Time Series Properties of an Artificial Stock Market 0 0 0 0 3 3 17 1,321
Transactions Costs and Correlations in a Large Firm Index 0 0 0 0 0 0 0 81
Wealth Dynamics and a Bias Toward Momentum Trading 0 0 0 52 0 0 1 173
Total Working Papers 1 2 11 10,059 24 67 355 46,101


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 2 266 0 0 6 839
A Fast Algorithm for the BDS Statistic 0 0 1 168 0 0 11 521
A builder's guide to agent-based financial markets 1 1 2 27 1 1 2 83
Active and Passive Learning in Agent-based Financial Markets 0 0 3 41 0 0 9 136
Agent-based computational finance: Suggested readings and early research 1 1 3 287 1 1 6 772
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 0 2 72 0 1 10 180
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 0 0 1 83
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 1 195 1 1 7 707
Forecast Improvements Using a Volatility Index 0 0 1 175 0 0 2 716
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 0 0 0 16
Heterogeneous gain learning and the dynamics of asset prices 0 0 2 52 0 0 4 148
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 1 1 104 0 1 2 256
Long-memory in an order-driven market 0 1 1 10 1 2 6 76
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 1 3 235 1 2 10 473
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 4 208 0 1 6 622
Nonlinear Dynamics and Stock Returns 0 1 7 726 0 1 20 2,072
Order-splitting and long-memory in an order-driven market 0 0 1 18 0 0 2 48
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 3 11 38 3,988 5 17 100 9,495
Some Relations between Volatility and Serial Correlations in Stock Market Returns 0 5 9 362 2 9 21 887
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 1 8 54 1 2 11 154
Technical trading rule profitability and foreign exchange intervention 0 0 9 211 2 3 32 616
The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 0 0 0 25 0 0 0 105
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 1 42 0 0 3 180
Time series properties of an artificial stock market 1 2 13 438 6 9 36 1,013
Wealth dynamics and a bias toward momentum trading 0 0 0 15 0 0 3 58
Total Journal Articles 6 25 112 7,721 21 51 310 20,256


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 5 202
Total Books 0 0 0 0 0 0 5 202


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 1 4 20 584 2 8 39 1,734
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 1 1 2 79
Total Chapters 1 4 20 604 3 9 41 1,813


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 1 13 2,322 4 16 73 7,395
Total Software Items 0 1 13 2,322 4 16 73 7,395


Statistics updated 2022-11-05