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 1 2 12 3,046 5 12 40 6,999
A Multifractal Model of Asset Returns 0 0 0 0 0 2 6 106
A Multifractal Model of Assets Returns 0 0 2 432 0 2 5 927
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 1 111
Large Deviations and the Distribution of Price Changes 0 0 1 432 0 0 4 901
Multifractal Products of Cylindrical Rules 0 0 0 68 0 1 2 217
Multifractality of Deutschemark/US Dollar Exchange Rates 0 2 3 581 0 2 6 1,843
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 1 5 77
Survey of Multifractality in Finance 0 0 0 218 0 1 2 647
Total Working Papers 1 4 19 4,816 5 21 72 12,855

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 0 3 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) 0 1 2 312 1 5 10 734
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 3 14 435 1 6 29 928
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 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 0 2 8 464
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 1 1 1 20
New Methods in Statistical Economics 0 2 8 287 1 5 16 683
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 1 2 21
On the Distribution of Stock Price Differences 1 5 19 351 1 8 37 655
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 2 6 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 1 1 1 7 1 1 4 28
Renormalization and fixed points in finance, since 1962 0 0 0 3 1 3 4 41
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 1 2 8 102
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 4 25 0 2 8 73
Scaling in financial prices: IV. Multifractal concentration 0 0 2 24 0 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 0 1 4 103 0 3 8 225
The Variation of Certain Speculative Prices 3 14 69 2,591 9 60 273 7,772
The Variation of Some Other Speculative Prices 1 3 3 143 1 3 11 325
The inescapable need for fractal tools in finance 1 1 2 267 1 1 5 618
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 2 10 417 1 6 27 850
Total Journal Articles 8 34 157 5,732 20 118 487 15,407

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 1 8 361 4 10 27 832
The Variation of Certain Speculative Prices 0 0 7 76 0 2 23 308
Total Chapters 0 1 15 437 4 12 50 1,140

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Statistics updated 2025-04-04