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 0 0 4 107
A Multifractal Model of Asset Returns 0 1 6 3,049 2 7 37 7,020
A Multifractal Model of Assets Returns 0 0 1 432 0 0 4 928
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 1 3 41 0 1 3 1,029
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 2 4 115
Large Deviations and the Distribution of Price Changes 0 2 6 437 0 3 8 907
Multifractal Products of Cylindrical Rules 0 1 1 69 1 2 4 220
Multifractality of Deutschemark/US Dollar Exchange Rates 1 2 5 583 1 3 8 1,848
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 2 4 79
Survey of Multifractality in Finance 0 1 1 219 0 1 2 648
Total Working Papers 1 8 23 4,830 6 21 78 12,901

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 1 1 1 117 2 2 9 411
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 3 4 4 51
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 1 2 4 315 5 11 18 746
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 2 18 447 6 9 38 953
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 3 36
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 0 0 6 467
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 1 1 2 21
New Methods in Statistical Economics 0 1 7 289 1 4 17 691
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 0 2 21
On the Distribution of Stock Price Differences 2 4 17 362 3 5 27 672
Parallel cartoons of fractal models of finance 0 1 1 298 2 4 4 986
Paretian Distributions and Income Maximization 0 1 3 32 1 2 7 97
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 2 8 0 0 5 29
Renormalization and fixed points in finance, since 1962 0 1 1 4 2 6 9 47
Scaling in financial prices: I. Tails and dependence 0 0 3 42 0 1 9 86
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 38 1 2 6 105
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 2 25 2 2 6 75
Scaling in financial prices: IV. Multifractal concentration 0 0 1 24 0 1 4 84
Self-similarity of harmonic measure on DLA 0 0 0 9 0 0 3 37
Stochastic volatility, power laws and long memory 0 0 4 105 2 2 10 231
The Variation of Certain Speculative Prices 5 11 61 2,631 26 66 286 7,957
The Variation of Some Other Speculative Prices 2 2 6 146 5 5 12 332
The inescapable need for fractal tools in finance 0 0 3 269 0 1 6 622
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 0 6 420 1 3 16 858
Total Journal Articles 12 26 142 5,817 63 131 511 15,721

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 5 23 843
The Variation of Certain Speculative Prices 0 1 3 79 1 7 18 321
Total Chapters 0 3 7 442 3 12 41 1,164

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Statistics updated 2025-11-08