Access Statistics for Benoît B. Mandelbrot

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multifractal Model of Asset Returns 1 1 12 3,045 4 9 39 6,994
A Multifractal Model of Asset Returns 0 0 0 0 1 2 9 106
A Multifractal Model of Assets Returns 0 0 3 432 2 2 6 927
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 1 39 0 0 1 1,027
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 2 111
Large Deviations and the Distribution of Price Changes 0 1 1 432 0 2 4 901
Multifractal Products of Cylindrical Rules 0 0 0 68 0 1 2 217
Multifractality of Deutschemark/US Dollar Exchange Rates 2 2 4 581 2 2 7 1,843
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 1 5 77
Survey of Multifractality in Finance 0 0 1 218 0 1 3 647
Total Working Papers 3 4 22 4,815 10 20 78 12,850

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices: Comment 0 0 4 116 2 4 11 406
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 0 0 0 53
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 0 0 47
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 1 1 2 312 1 4 9 733
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 4 14 434 2 9 29 927
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 1 1 1 12
Fractal geometry of critical Potts clusters 0 0 0 5 0 1 3 36
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 3 214 1 2 10 464
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 0 0 19
New Methods in Statistical Economics 2 4 8 287 2 7 15 682
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 1 1 2 21
On the Distribution of Stock Price Differences 1 5 21 350 3 8 39 654
Parallel cartoons of fractal models of finance 0 0 0 297 0 0 2 982
Paretian Distributions and Income Maximization 0 1 2 30 0 4 7 94
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 0 0 40
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 0 6 0 0 3 27
Renormalization and fixed points in finance, since 1962 0 0 0 3 2 2 5 40
Scaling in financial prices: I. Tails and dependence 0 0 5 42 0 0 7 81
Scaling in financial prices: II. Multifractals and the star equation 0 0 4 38 0 1 7 101
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 2 4 25 1 4 8 73
Scaling in financial prices: IV. Multifractal concentration 0 0 2 24 1 2 5 83
Self-similarity of harmonic measure on DLA 0 0 1 9 0 0 1 34
Stochastic volatility, power laws and long memory 1 1 4 103 1 3 8 225
The Variation of Certain Speculative Prices 5 14 74 2,588 29 72 284 7,763
The Variation of Some Other Speculative Prices 0 2 2 142 0 2 10 324
The inescapable need for fractal tools in finance 0 0 1 266 0 0 4 617
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 2 2 10 417 5 5 27 849
Total Journal Articles 13 36 161 5,724 52 132 497 15,387

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Statistical Methodology for Nonperiodic Cycles: From the Covariance To R/S Analysis 1 2 8 361 3 8 24 828
The Variation of Certain Speculative Prices 0 0 9 76 1 4 25 308
Total Chapters 1 2 17 437 4 12 49 1,136

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Statistics updated 2025-03-03