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 1 8 2,154
A Test for Independence Based on the Correlation Dimension 0 0 0 7 10 22 67 3,541
An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization 0 0 0 1 0 0 9 933
Are Lost Decades in the Stock Market Black Swans? 0 0 0 16 0 0 17 63
Asset Pricing Under Endogenous Expectation in an Artificial Stock Market 0 0 0 365 7 11 69 2,697
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 2 4 32 1,225
Chaos and Nonlinear Forecastability in Economics and Finance 0 1 2 2,893 0 3 19 6,769
Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? 0 0 0 0 0 1 6 155
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? 0 0 0 354 1 1 9 1,369
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 0 0 5 416
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 1,254 0 1 12 3,962
Evaluating Neural Network Predictors by Bootstrapping 0 0 0 28 1 1 13 142
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 1 1 1 302 1 2 16 764
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 0 1 16 1,602
Experiments in Evolutionary Finance 0 0 0 1 0 0 9 1,116
Experiments in Evolutionary Finance 0 0 0 507 0 0 12 1,099
Extreme Value Theory and Fat Tails in Equity Markets 0 0 1 251 0 1 29 695
Forecast Improvements Using A Volatility Index 0 0 0 1 1 1 8 713
Heterogeneous Agents and Long Horizon Features of Asset Prices 0 0 1 113 0 0 13 198
Heterogeneous Gain Learning and Long Swings in Asset Prices 0 0 0 20 2 4 10 145
Heterogeneous Gain Learning and the Dynamics of Asset Prices 0 0 0 49 1 1 15 195
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 1 240 0 2 14 902
Liquidity Constraints in Production Based Asset Pricing Models 0 0 0 78 1 2 10 354
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents 0 0 0 29 0 1 18 505
Persistence of the Dow Jones Index on Rising Volume 0 0 0 151 0 2 12 573
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 0 12 596
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 8 25 91 4,956
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 2 4 10 624
Searching For Lost Decades 0 0 0 30 0 0 6 95
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 2 3 16 493
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 639 1 2 21 1,745
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 614 0 1 13 1,696
Technical Trading Rule Profitability and Foreing Exchange Intervention 0 0 0 1 0 0 11 1,035
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 79 0 1 10 475
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 508 1 1 13 1,203
The Joint Dynamics and Stability of Stock Prices and Volume 0 0 0 217 0 0 3 654
Time Series Properties of an Artificial Stock Market 0 0 0 0 0 1 19 1,359
Transactions Costs and Correlations in a Large Firm Index 0 0 0 0 0 0 5 87
Wealth Dynamics and a Bias Toward Momentum Trading 0 0 0 54 0 0 9 187
Total Working Papers 1 2 6 10,084 42 100 687 47,492

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 0 270 1 1 15 878
A Fast Algorithm for the BDS Statistic 0 0 0 169 1 3 16 548
A builder's guide to agent-based financial markets 0 0 1 29 0 0 8 102
Active and Passive Learning in Agent-based Financial Markets 0 0 1 47 2 3 11 156
Agent-based computational finance: Suggested readings and early research 0 0 3 304 12 14 27 839
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 0 3 85 1 2 22 234
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 0 4 8 95
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 0 195 0 0 12 723
Forecast Improvements Using a Volatility Index 0 0 0 175 0 1 5 726
Foreign‐Exchange Trading Volume and Federal Reserve Intervention 0 0 0 2 0 0 4 23
Heterogeneous gain learning and the dynamics of asset prices 0 0 0 55 0 0 7 162
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 0 0 108 0 1 10 283
Long-memory in an order-driven market 0 0 1 20 0 1 5 99
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 0 1 245 0 1 19 523
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 0 211 0 0 18 653
Nonlinear Dynamics and Stock Returns 0 0 4 744 2 3 32 2,159
Order-splitting and long-memory in an order-driven market 0 0 1 19 0 0 11 61
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 6 15 50 4,148 75 201 404 10,197
Some Relations between Volatility and Serial Correlations in Stock Market Returns 1 3 6 382 3 8 28 956
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 0 56 0 0 12 176
Technical trading rule profitability and foreign exchange intervention 0 0 0 231 2 5 26 698
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 8 117
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 2 47 0 1 21 210
Time series properties of an artificial stock market 0 1 2 458 2 6 24 1,092
Wealth dynamics and a bias toward momentum trading 0 0 0 16 0 1 11 72
Total Journal Articles 7 19 75 8,042 101 256 764 21,782

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 6 212
Total Books 0 0 0 0 0 0 6 212

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 2 3 13 633 4 15 80 1,935
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 1 1 10 90
Total Chapters 2 3 13 653 5 16 90 2,025

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 2 2 2,372 2 5 30 7,562
Total Software Items 1 2 2 2,372 2 5 30 7,562

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Statistics updated 2026-09-10