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Eric Aldrich
Eric Aldrich
Senior Economist, Amazon.com
Verified email at amazon.com - Homepage
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Cited by
Cited by
Year
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
3082006
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
1132011
Wavelets: a package of functions for computing wavelet filters, wavelet transforms and multiresolution analyses
E Aldrich
R package version 0.3-0, 2013
432013
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
432005
The flash crash: A new deconstruction
EM Aldrich, J Grundfest, G Laughlin
Available at SSRN 2721922, 2017
422017
Experiments in high-frequency trading: comparing two market institutions
EM Aldrich, K López Vargas
Experimental Economics 23 (2), 322-352, 2020
312020
Gpu computing in economics
EM Aldrich
Handbook of Computational Economics 3, 557-598, 2014
302014
Habit, long-run risks, prospect? a statistical inquiry
EM Aldrich, AR Gallant
Journal of Financial Econometrics 9 (4), 589-618, 2011
302011
Order protection through delayed messaging
EM Aldrich, D Friedman
Management Science 69 (2), 774-790, 2023
282023
Applying relative distribution methods in R
M Handcock, EM Aldrich
University of Washington Working Paper, 2002
182002
Computational methods for production-based asset pricing models with recursive utility
EM Aldrich, H Kung
Studies in Nonlinear Dynamics & Econometrics 25 (1), 20170003, 2021
152021
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
112020
Experiments in high-frequency trading: Testing the frequent batch auction
EM Aldrich, KL Vargas
Experimental Economics 40, 2018
92018
Relative spread and price discovery
EM Aldrich, S Lee
Journal of Empirical Finance 48, 81-98, 2018
82018
A compound duration model for high-frequency asset returns
EM Aldrich, I Heckenbach, G Laughlin
Journal of Empirical Finance 39, 105-128, 2016
82016
The random walk of high frequency trading
EM Aldrich, I Heckenbach, G Laughlin
arXiv preprint arXiv:1408.3650, 2014
82014
Trading Volume in General Equilibrium with Complete Markets
EM Aldrich
Available at SSRN 2165648, 2013
82013
Do people value racial diversity? Evidence from Nielsen ratings
P Arcidiacono, J Vigdor, E Aldrich
working paper, 2004
62004
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
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