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Blake LeBaron
Blake LeBaron
International Business School, Brandeis University
Verified email at brandeis.edu - Homepage
Title
Cited by
Cited by
Year
A test for independence based on the correlation dimension
WA Broock, JA Scheinkman, WD Dechert, B LeBaron
Econometric reviews 15 (3), 197-235, 1996
41271996
Complex adaptive systems: an introduction to computational models of social life: an introduction to computational models of social life
JH Miller, SE Page
Princeton university press, 2009
37362009
Simple technical trading rules and the stochastic properties of stock returns
W Brock, J Lakonishok, B LeBaron
The Journal of finance 47 (5), 1731-1764, 1992
34821992
Asset pricing under endogenous expectations in an artificial stock market
WB Arthur, JH Holland, B LeBaron, R Palmer, P Tayler
The economy as an evolving complex system II, 15-44, 2018
16752018
Nonlinear dynamics, chaos, and instability: statistical theory and economic evidence
WA Brock, DA Hsieh, BD LeBaron
MIT press, 1991
13571991
Nonlinear dynamics and stock returns
JA Scheinkman, B LeBaron
Journal of business, 311-337, 1989
12131989
Agent-based computational finance
B LeBaron
Handbook of computational economics 2, 1187-1233, 2006
11282006
Time series properties of an artificial stock market
B LeBaron, WB Arthur, R Palmer
Journal of Economic Dynamics and control 23 (9-10), 1487-1516, 1999
9531999
Agent-based computational finance: Suggested readings and early research
B LeBaron
Journal of Economic Dynamics and Control 24 (5-7), 679-702, 2000
7782000
Artificial economic life: a simple model of a stockmarket
RG Palmer, WB Arthur, JH Holland, B LeBaron, P Tayler
Physica D: Nonlinear Phenomena 75 (1-3), 264-274, 1994
7061994
Technical trading rule profitability and foreign exchange intervention
B LeBaron
Journal of international economics 49 (1), 125-143, 1999
6301999
tseries: Time series analysis and computational finance
A Trapletti, K Hornik, B LeBaron
R package version 0.10-11, 2007
4692007
Some relations between volatility and serial correlations in stock market returns
B LeBaron
Journal of Business, 199-219, 1992
4501992
Modeling macroeconomies as open-ended dynamic systems of interacting agents
B LeBaron, L Tesfatsion
American Economic Review 98 (2), 246-250, 2008
3832008
A dynamic structural model for stock return volatility and trading volume
W Brock, BD LeBaron
National Bureau of Economic Research, 1995
3461995
A builder's guide to agent-based financial markets
B LeBaron
Quantitative finance 1 (2), 254, 2001
3352001
Evolution and time horizons in an agent-based stock market
B LeBaron
Macroeconomic dynamics 5 (02), 225-254, 2001
2872001
Building the Santa Fe artificial stock market
B LeBaron
Physica A 1, 20, 2002
2562002
Stochastic volatility as a simple generator of apparent financial power laws and long memory
B LeBaron
Quantitative finance 1 (6), 621, 2001
2552001
Chaos and nonlinear forecastability in economics and finance
B LeBaron
Philosophical Transactions of the Royal Society of London. Series A …, 1994
2231994
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