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 3 6 3,053 9 32 92 7,100
A Multifractal Model of Asset Returns 0 0 0 0 1 2 13 120
A Multifractal Model of Assets Returns 2 2 3 435 3 9 22 949
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 2 41 0 0 4 1,031
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 7 120
Large Deviations and the Distribution of Price Changes 0 0 3 437 1 4 13 916
Multifractal Products of Cylindrical Rules 0 0 1 69 0 5 9 226
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 3 17 1,861
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 2 11 88
Survey of Multifractality in Finance 0 0 1 219 0 0 2 649
Total Working Papers 3 5 18 4,837 15 58 190 13,060

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 2 118 5 9 25 433
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 0 2 5 58
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 1 5 52
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 0 3 316 0 10 49 784
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 3 8 450 1 6 29 969
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 0 3 15
Fractal geometry of critical Potts clusters 0 0 0 5 0 2 3 39
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 0 2 10 476
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 1 4 24
New Methods in Statistical Economics 0 1 4 292 0 4 19 705
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 2 10 31
On the Distribution of Stock Price Differences 3 14 33 390 4 24 63 729
Parallel cartoons of fractal models of finance 0 0 1 298 0 3 11 993
Paretian Distributions and Income Maximization 0 0 2 32 0 3 16 110
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 1 6 46
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 0 8 0 0 4 33
Renormalization and fixed points in finance, since 1962 0 0 1 4 0 0 13 54
Scaling in financial prices: I. Tails and dependence 0 0 0 42 1 4 15 99
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 39 0 0 5 108
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 1 2 27 0 3 13 86
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 0 1 11 94
Self-similarity of harmonic measure on DLA 0 0 0 9 1 1 6 43
Stochastic volatility, power laws and long memory 0 0 2 106 0 1 14 242
The Variation of Certain Speculative Prices 8 30 97 2,712 54 165 444 8,313
The Variation of Some Other Speculative Prices 1 1 3 147 3 3 17 344
The inescapable need for fractal tools in finance 0 0 1 270 1 8 13 633
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 0 1 421 0 2 13 868
Total Journal Articles 14 51 162 5,941 70 258 826 16,381

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 6 367 2 8 29 867
The Variation of Certain Speculative Prices 0 2 7 85 0 11 103 415
Total Chapters 0 3 13 452 2 19 132 1,282

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Statistics updated 2026-07-10