Journal Article |
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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 |
3 |
116 |
0 |
2 |
11 |
408 |
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) |
1 |
1 |
3 |
313 |
1 |
1 |
8 |
735 |
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models |
1 |
7 |
18 |
442 |
1 |
12 |
36 |
940 |
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 |
214 |
0 |
2 |
6 |
466 |
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
20 |
New Methods in Statistical Economics |
0 |
1 |
7 |
288 |
0 |
3 |
16 |
686 |
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 |
1 |
6 |
21 |
357 |
1 |
11 |
36 |
666 |
Parallel cartoons of fractal models of finance |
0 |
0 |
0 |
297 |
0 |
0 |
1 |
982 |
Paretian Distributions and Income Maximization |
0 |
0 |
2 |
30 |
0 |
0 |
5 |
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 |
0 |
1 |
2 |
8 |
0 |
1 |
5 |
29 |
Renormalization and fixed points in finance, since 1962 |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
41 |
Scaling in financial prices: I. Tails and dependence |
0 |
0 |
3 |
42 |
1 |
3 |
7 |
84 |
Scaling in financial prices: II. Multifractals and the star equation |
0 |
0 |
4 |
38 |
0 |
1 |
8 |
103 |
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time |
0 |
0 |
3 |
25 |
0 |
0 |
7 |
73 |
Scaling in financial prices: IV. Multifractal concentration |
0 |
0 |
2 |
24 |
0 |
0 |
5 |
83 |
Self-similarity of harmonic measure on DLA |
0 |
0 |
0 |
9 |
1 |
3 |
3 |
37 |
Stochastic volatility, power laws and long memory |
1 |
1 |
3 |
104 |
1 |
3 |
8 |
228 |
The Variation of Certain Speculative Prices |
12 |
24 |
70 |
2,615 |
38 |
97 |
290 |
7,869 |
The Variation of Some Other Speculative Prices |
0 |
1 |
4 |
144 |
0 |
2 |
12 |
327 |
The inescapable need for fractal tools in finance |
0 |
2 |
4 |
269 |
0 |
2 |
7 |
620 |
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models |
2 |
3 |
9 |
420 |
4 |
5 |
23 |
855 |
Total Journal Articles |
18 |
47 |
159 |
5,779 |
48 |
148 |
505 |
15,555 |