Blake LeBaron

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic volatility as a simple generator of apparent financial power laws and long memory Quantitative Finance	2019-01-14	Paper
A Fast Algorithm for the BDS Statistic Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Evolution and time horizons in an agent-based stock market Macroeconomic Dynamics	2002-03-12	Paper
Agent-based computational finance: Suggested readings and early research Journal of Economic Dynamics and Control	2000-06-04	Paper
Time series properties of an artificial stock market Journal of Economic Dynamics and Control	2000-01-12	Paper
A test for independence based on the correlation dimension Econometric Reviews	1998-08-24	Paper
Chaos and nonlinear forecastability in economics and finance Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences	1996-12-16	Paper
Artificial economic life: A simple model of a stockmarket Physica D	1996-12-01	Paper
scientific article; zbMATH DE number 802771 (Why is no real title available?)	1995-10-04	Paper

Research outcomes over time

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