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 7 2,153
A Test for Independence Based on the Correlation Dimension 0 0 0 7 7 14 65 3,531
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 2 10 65 2,690
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 0 0 0 0 1 3 30 1,223
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 0 0 8 1,368
Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results 0 0 0 1 0 1 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 0 0 12 141
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) 0 0 0 301 0 1 15 763
Evolution and Time Horizons in an Agent-Based Stock Market 0 0 0 219 0 2 18 1,602
Experiments in Evolutionary Finance 0 0 0 507 0 0 12 1,099
Experiments in Evolutionary Finance 0 0 0 1 0 0 9 1,116
Extreme Value Theory and Fat Tails in Equity Markets 0 0 1 251 0 2 29 695
Forecast Improvements Using A Volatility Index 0 0 0 1 0 0 7 712
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 0 2 8 143
Heterogeneous Gain Learning and the Dynamics of Asset Prices 0 0 0 49 0 1 14 194
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 1 1 240 0 5 14 902
Liquidity Constraints in Production Based Asset Pricing Models 0 0 0 78 1 1 9 353
Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents 0 0 0 29 1 2 18 505
Persistence of the Dow Jones Index on Rising Volume 0 0 0 46 0 0 12 596
Persistence of the Dow Jones Index on Rising Volume 0 0 0 151 2 3 12 573
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS 0 0 0 13 9 23 87 4,948
SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS 0 0 0 1 2 3 9 622
Searching For Lost Decades 0 0 0 30 0 0 6 95
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 614 1 2 14 1,696
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 639 0 6 21 1,744
Technical Trading Rule Profitability and Foreign Exchange Intervention 0 0 0 174 0 1 14 491
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 1 1 10 475
Technical Trading Rules and Regime Shifts in Foreign Exchange 0 0 0 508 0 0 12 1,202
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 2 20 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 0 2 5 10,083 27 90 666 47,450

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 0 0 14 877
A Fast Algorithm for the BDS Statistic 0 0 0 169 0 4 15 547
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 0 1 9 154
Agent-based computational finance: Suggested readings and early research 0 1 3 304 1 3 17 827
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET 0 0 3 85 1 1 21 233
Estimating the Probability of a Lost Decade for U.S. and Global Equity 0 0 0 0 1 5 8 95
Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options 0 0 0 195 0 2 12 723
Forecast Improvements Using a Volatility Index 0 0 0 175 0 1 6 726
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 8 162
Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice 0 0 0 108 1 1 10 283
Long-memory in an order-driven market 0 0 1 20 1 1 6 99
Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents 0 0 2 245 0 3 20 523
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 1 19 653
Nonlinear Dynamics and Stock Returns 0 1 5 744 0 3 31 2,157
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 3 19 46 4,142 65 169 332 10,122
Some Relations between Volatility and Serial Correlations in Stock Market Returns 1 2 5 381 4 6 25 953
Stochastic volatility as a simple generator of apparent financial power laws and long memory 0 0 0 56 0 1 13 176
Technical trading rule profitability and foreign exchange intervention 0 0 0 231 3 3 25 696
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 2 8 117
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 3 47 1 1 22 210
Time series properties of an artificial stock market 1 1 2 458 3 4 22 1,090
Wealth dynamics and a bias toward momentum trading 0 0 0 16 1 1 11 72
Total Journal Articles 5 24 73 8,035 82 213 677 21,681

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 7 212
Total Books 0 0 0 0 0 0 7 212

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based Computational Finance 1 3 13 631 6 19 82 1,931
Liquidity Constraints in Production-Based Asset-Pricing Models 0 0 0 20 0 0 9 89
Total Chapters 1 3 13 651 6 19 91 2,020

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 2 2,371 0 4 31 7,560
Total Software Items 0 1 2 2,371 0 4 31 7,560

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07