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 0 0 2 7 12 118
A Multifractal Model of Asset Returns 0 1 4 3,050 5 23 69 7,068
A Multifractal Model of Assets Returns 0 0 1 433 1 8 13 940
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 2 41 0 1 4 1,031
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 2 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 11 912
Multifractal Products of Cylindrical Rules 0 0 1 69 0 1 4 221
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 0 8 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 5 9 86
Survey of Multifractality in Finance 0 0 1 219 0 1 2 649
Total Working Papers 0 1 16 4,832 10 61 147 13,002

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 1 117 0 9 18 424
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 0 2 3 56
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 0 4 51
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 0 4 316 5 17 40 774
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 0 12 447 2 9 35 963
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 1 3 15
Fractal geometry of critical Potts clusters 0 0 0 5 0 0 1 37
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 0 4 10 474
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 0 3 23
New Methods in Statistical Economics 0 1 4 291 1 7 18 701
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 2 7 8 29
On the Distribution of Stock Price Differences 5 11 25 376 7 25 50 705
Parallel cartoons of fractal models of finance 0 0 1 298 0 3 8 990
Paretian Distributions and Income Maximization 0 0 2 32 0 6 13 107
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 1 3 5 45
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 1 8 1 2 5 33
Renormalization and fixed points in finance, since 1962 0 0 1 4 0 5 13 54
Scaling in financial prices: I. Tails and dependence 0 0 0 42 1 7 14 95
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 39 0 1 6 108
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 1 1 26 0 4 10 83
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 0 4 10 93
Self-similarity of harmonic measure on DLA 0 0 0 9 0 4 8 42
Stochastic volatility, power laws and long memory 0 1 3 106 0 3 16 241
The Variation of Certain Speculative Prices 11 31 91 2,682 35 121 376 8,148
The Variation of Some Other Speculative Prices 0 0 3 146 1 4 16 341
The inescapable need for fractal tools in finance 0 0 3 270 0 1 7 625
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 1 4 421 0 4 16 866
Total Journal Articles 16 46 158 5,890 56 253 716 16,123

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 2 3 5 366 4 9 27 859
The Variation of Certain Speculative Prices 0 1 7 83 10 72 96 404
Total Chapters 2 4 12 449 14 81 123 1,263

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09