A test for independence based on the correlation dimension WA Broock, JA Scheinkman, WD Dechert, B LeBaron Econometric reviews 15 (3), 197-235, 1996 | 4393 | 1996 |
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 | 3840 | 2009 |
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 | 3541 | 1992 |
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 | 1683 | 2018 |
Nonlinear dynamics and stock returns JA Scheinkman, B LeBaron Journal of business, 311-337, 1989 | 1241 | 1989 |
Agent-based computational finance B LeBaron Handbook of computational economics 2, 1187-1233, 2006 | 1157 | 2006 |
Nonlinear dynamics, chaos, and instability: statistical theory and economic evidence WA Brock, DA Hsieh, BD LeBaron MIT press, 1991 | 1040 | 1991 |
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 | 961 | 1999 |
Agent-based computational finance: Suggested readings and early research B LeBaron Journal of Economic Dynamics and Control 24 (5-7), 679-702, 2000 | 781 | 2000 |
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 | 719 | 1994 |
Technical trading rule profitability and foreign exchange intervention B LeBaron Journal of international economics 49 (1), 125-143, 1999 | 629 | 1999 |
tseries: Time series analysis and computational finance A Trapletti, K Hornik, B LeBaron R package version 0.10-11, 2007 | 475 | 2007 |
Some relations between volatility and serial correlations in stock market returns B LeBaron Journal of Business, 199-219, 1992 | 460 | 1992 |
Modeling macroeconomies as open-ended dynamic systems of interacting agents B LeBaron, L Tesfatsion American Economic Review 98 (2), 246-250, 2008 | 405 | 2008 |
A builder's guide to agent-based financial markets B LeBaron Quantitative finance 1 (2), 254, 2001 | 346 | 2001 |
A dynamic structural model for stock return volatility and trading volume W Brock, BD LeBaron National Bureau of Economic Research, 1995 | 346 | 1995 |
Evolution and time horizons in an agent-based stock market B LeBaron Macroeconomic dynamics 5 (02), 225-254, 2001 | 293 | 2001 |
Stochastic volatility as asimple generator of apparent financial power laws and longmemory B LeBaron Quantitative finance 1 (6), 621, 2001 | 263 | 2001 |
Building the Santa Fe artificial stock market B LeBaron Physica A 1, 20, 2002 | 262 | 2002 |
Chaos and nonlinear forecastability in economics and finance B LeBaron Philosophical Transactions of the Royal Society of London. Series A …, 1994 | 229 | 1994 |