Access Statistics for Benoît B. Mandelbrot

Author contact details at EconPapers.

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 0 0 5 3,049 2 6 37 7,022
A Multifractal Model of Asset Returns 0 0 0 0 1 1 4 108
A Multifractal Model of Assets Returns 1 1 1 433 1 1 4 929
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 1 2 41 1 2 3 1,030
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 3 5 116
Large Deviations and the Distribution of Price Changes 0 1 6 437 0 2 8 907
Multifractal Products of Cylindrical Rules 0 1 1 69 0 2 4 220
Multifractality of Deutschemark/US Dollar Exchange Rates 0 2 4 583 1 3 8 1,849
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 2 3 79
Survey of Multifractality in Finance 0 1 1 219 0 1 2 648
Total Working Papers 1 7 20 4,831 7 23 78 12,908

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 1 1 117 1 3 10 412
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 0 0 1 54
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 4 4 51
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 2 4 315 2 12 19 748
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 2 17 447 1 10 36 954
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 0 1 12
Fractal geometry of critical Potts clusters 0 0 0 5 0 0 1 36
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 0 0 5 467
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 1 2 21
New Methods in Statistical Economics 0 0 6 289 0 2 16 691
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 0 1 21
On the Distribution of Stock Price Differences 1 4 18 363 1 5 27 673
Parallel cartoons of fractal models of finance 0 1 1 298 1 4 5 987
Paretian Distributions and Income Maximization 0 0 3 32 1 2 8 98
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 2 2 2 42
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 2 8 0 0 2 29
Renormalization and fixed points in finance, since 1962 0 1 1 4 0 4 9 47
Scaling in financial prices: I. Tails and dependence 0 0 0 42 0 1 5 86
Scaling in financial prices: II. Multifractals and the star equation 0 0 0 38 1 3 6 106
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 2 25 0 2 6 75
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 3 4 6 87
Self-similarity of harmonic measure on DLA 0 0 0 9 1 1 4 38
Stochastic volatility, power laws and long memory 0 0 3 105 1 3 10 232
The Variation of Certain Speculative Prices 9 17 66 2,640 27 74 293 7,984
The Variation of Some Other Speculative Prices 0 2 6 146 5 10 15 337
The inescapable need for fractal tools in finance 0 0 3 269 0 1 5 622
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 0 5 420 1 2 15 859
Total Journal Articles 10 30 139 5,827 48 150 514 15,769

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 0 2 4 363 2 6 25 845
The Variation of Certain Speculative Prices 1 2 4 80 4 9 21 325
Total Chapters 1 4 8 443 6 15 46 1,170

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Statistics updated 2025-12-06