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 |
|
|
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