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Chaos and nonlinear forecastability in economics and finance
LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000970323
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[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
LeBaron, Blake Dean - In: Journal of economic literature 33 (1995) 3, pp. 1356-1357
Persistent link: https://www.econbiz.de/10001347734
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Econométria no lineal del caos : resultados empíricos
LeBaron, Blake Dean - In: Información comercial española (1991), pp. 37-62
Persistent link: https://www.econbiz.de/10001119226
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Some relations between volatility and serial correlations in stock market returns
LeBaron, Blake Dean - In: The journal of business : B 65 (1992) 2, pp. 199-219
Persistent link: https://www.econbiz.de/10001124154
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Chaos and nonlinear forecastability in economics and finance
LeBaron, Blake Dean - 1994
Persistent link: https://www.econbiz.de/10000904032
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An evolutionary bootstrap approach to neural network pruning and generalization
LeBaron, Blake Dean - 1997
Persistent link: https://www.econbiz.de/10000979616
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Heterogeneous gain learning and the dynamics of asset prices
LeBaron, Blake Dean - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 424-445
Persistent link: https://www.econbiz.de/10009698080
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Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean - In: Computational economics 58 (2021) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
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Stock return nonlinearities : some initial tests and findings
LeBaron, Blake Dean - 1988
Persistent link: https://www.econbiz.de/10000844485
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Time series properties of an artificial stock market
LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378