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A Video Interview of Buz Brock

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  • Mizrach Bruce

    (Rutgers University and Stern School of Business, NYU)

Abstract

This article is a video presentation of an interview with Buz Brock at the 12th SNDE conference in Atlanta Georgia on March 12, 2004. The interview includes 15 questions on topics ranging from nonlinear dynamics, ecological modeling, and heterogenous agents.

Suggested Citation

  • Mizrach Bruce, 2005. "A Video Interview of Buz Brock," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-5, March.
    • Handle: RePEc:bpj:sndecm:v:9:y:2005:i:1:n:1
    DOI: 10.2202/1558-3708.1308
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    References listed on IDEAS

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    1. repec:cup:macdyn:v:4:y:2000:i:1:p:108-38 is not listed on IDEAS
    2. Woodford, Michael, 2000. "An Interview With William A. Brock," Macroeconomic Dynamics, Cambridge University Press, vol. 4(1), pages 108-138, March.
    3. Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
    4. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    5. Mantegna,Rosario N. & Stanley,H. Eugene, 2007. "Introduction to Econophysics," Cambridge Books, Cambridge University Press, number 9780521039871.
    6. Brock, W. A., 1986. "Distinguishing random and deterministic systems: Abridged version," Journal of Economic Theory, Elsevier, vol. 40(1), pages 168-195, October.
    7. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    8. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    Cited by:

    1. Huiming Zhu & Xianfang Su & Wanhai You & Yinghua Ren, 2017. "Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach," Applied Economics, Taylor & Francis Journals, vol. 49(25), pages 2491-2507, May.

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    More about this item

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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