Calibrated probabilistic forecasting at the stateline wind energy center: The regime-switching space–time method T Gneiting, K Larson, K Westrick, MG Genton, E Aldrich Journal of the American Statistical Association 101 (475), 968-979, 2006 | 307 | 2006 |
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors EM Aldrich, J Fernández-Villaverde, AR Gallant, JF Rubio-Ramírez Journal of Economic Dynamics and Control 35 (3), 386-393, 2011 | 113 | 2011 |
Wavelets: a package of functions for computing wavelet filters, wavelet transforms and multiresolution analyses E Aldrich R package version 0.3-0, 2013 | 43 | 2013 |
Do people value racial diversity? Evidence from Nielsen ratings EM Aldrich, PS Arcidiacono, JL Vigdor The BE Journal of Economic Analysis & Policy 5 (1), 0000101515153806531396, 2005 | 43 | 2005 |
The flash crash: A new deconstruction EM Aldrich, J Grundfest, G Laughlin Available at SSRN 2721922, 2017 | 42 | 2017 |
Experiments in high-frequency trading: comparing two market institutions EM Aldrich, K López Vargas Experimental Economics 23 (2), 322-352, 2020 | 31 | 2020 |
Gpu computing in economics EM Aldrich Handbook of Computational Economics 3, 557-598, 2014 | 30 | 2014 |
Habit, long-run risks, prospect? a statistical inquiry EM Aldrich, AR Gallant Journal of Financial Econometrics 9 (4), 589-618, 2011 | 30 | 2011 |
Order protection through delayed messaging EM Aldrich, D Friedman Management Science 69 (2), 774-790, 2023 | 28 | 2023 |
Applying relative distribution methods in R M Handcock, EM Aldrich University of Washington Working Paper, 2002 | 18 | 2002 |
Computational methods for production-based asset pricing models with recursive utility EM Aldrich, H Kung Studies in Nonlinear Dynamics & Econometrics 25 (1), 20170003, 2021 | 15 | 2021 |
Wavelets: Functions for computing wavelet filters, wavelet transforms and multiresolution analyses E Aldrich Repository: https://cran. r-project. org/web/packages/wavelets/index. html, 2020 | 11 | 2020 |
Experiments in high-frequency trading: Testing the frequent batch auction EM Aldrich, KL Vargas Experimental Economics 40, 2018 | 9 | 2018 |
Relative spread and price discovery EM Aldrich, S Lee Journal of Empirical Finance 48, 81-98, 2018 | 8 | 2018 |
A compound duration model for high-frequency asset returns EM Aldrich, I Heckenbach, G Laughlin Journal of Empirical Finance 39, 105-128, 2016 | 8 | 2016 |
The random walk of high frequency trading EM Aldrich, I Heckenbach, G Laughlin arXiv preprint arXiv:1408.3650, 2014 | 8 | 2014 |
Trading Volume in General Equilibrium with Complete Markets EM Aldrich Available at SSRN 2165648, 2013 | 8 | 2013 |
Do people value racial diversity? Evidence from Nielsen ratings P Arcidiacono, J Vigdor, E Aldrich working paper, 2004 | 6 | 2004 |
wavelets: Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses. 2019 E Aldrich Ready to submit your research, 0 | 6 | |
A Package of Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses. 2013 E Aldrich | 6 | |