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Eric Mark Aldrich

This is information that was supplied by Eric Aldrich in registering through RePEc. If you are Eric Mark Aldrich , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Eric
Middle Name:Mark
Last Name:Aldrich
Suffix:
RePEc Short-ID:pal373
http://www.ealdrich.com
1156 High St. Santa Cruz, CA 95064
Santa Cruz, California (United States)
http://econ.ucsc.edu/

: (831) 459-2743
(831) 459-5077
Santa Cruz, CA 95064
RePEc:edi:ecucsus (more details at EDIRC)
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  1. Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014. "The Random Walk of High Frequency Trading," Papers 1408.3650, arXiv.org, revised Aug 2014.
  2. Eric Aldrich, 2012. "Trading Volume in General Equilibrium with Complete Markets," 2012 Meeting Papers 36, Society for Economic Dynamics.
  3. Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers 15909, National Bureau of Economic Research, Inc.
  4. Eric M. Aldrich & Howard Kung, 2010. "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Working Papers 10-90, Duke University, Department of Economics.
  5. Eric M. Aldrich & A. Ronald Gallant, 2010. "Habit, Long-Run Risks, Prospect? A Statistical Inquiry," Working Papers 10-60, Duke University, Department of Economics.
  1. Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011. "Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 386-393, March.
  2. Eric M. Aldrich, 2011. "Habit, Long-Run Risks, Prospect? A Statistical Inquiry," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(4), pages 589-618.
  3. Gneiting, Tilmann & Larson, Kristin & Westrick, Kenneth & Genton, Marc G. & Aldrich, Eric, 2006. "Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 968-979, September.
  4. Aldrich Eric M & Arcidiacono Peter S. & Vigdor Jacob L, 2005. "Do People Value Racial Diversity? Evidence from Nielsen Ratings," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 5(1), pages 1-24, February.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2010-04-17 2010-04-24 2012-10-13. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2010-04-17 2010-04-24 2012-10-13. Author is listed
  3. NEP-MST: Market Microstructure (2) 2014-08-25 2014-10-03. Author is listed
  4. NEP-BEC: Business Economics (1) 2010-04-24
  5. NEP-CBA: Central Banking (1) 2010-04-24
  6. NEP-ECM: Econometrics (1) 2010-04-24
  7. NEP-ETS: Econometric Time Series (1) 2014-10-03
  8. NEP-FMK: Financial Markets (1) 2014-08-25
  9. NEP-MAC: Macroeconomics (1) 2010-04-17
  10. NEP-ORE: Operations Research (1) 2014-10-03

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