| 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 |
2 |
116 |
0 |
1 |
9 |
409 |
| A class of micropulses and antipersistent fractional Brownian motion |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
54 |
| Alternative micropulses and fractional Brownian motion |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
48 |
| Correction of an Error in "The Variation of Certain Speculative Prices" (1963) |
1 |
1 |
3 |
314 |
5 |
6 |
13 |
741 |
| Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models |
1 |
4 |
19 |
446 |
3 |
7 |
35 |
947 |
| 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 |
1 |
2 |
215 |
0 |
1 |
7 |
467 |
| 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 |
8 |
289 |
1 |
4 |
18 |
690 |
| 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 |
3 |
17 |
360 |
1 |
3 |
29 |
669 |
| Parallel cartoons of fractal models of finance |
1 |
1 |
1 |
298 |
1 |
2 |
2 |
984 |
| Paretian Distributions and Income Maximization |
0 |
2 |
3 |
32 |
0 |
2 |
6 |
96 |
| 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 |
1 |
1 |
1 |
4 |
2 |
4 |
7 |
45 |
| Scaling in financial prices: I. Tails and dependence |
0 |
0 |
3 |
42 |
1 |
2 |
9 |
86 |
| Scaling in financial prices: II. Multifractals and the star equation |
0 |
0 |
1 |
38 |
1 |
1 |
5 |
104 |
| Scaling in financial prices: III. Cartoon Brownian motions in multifractal time |
0 |
0 |
2 |
25 |
0 |
0 |
5 |
73 |
| Scaling in financial prices: IV. Multifractal concentration |
0 |
0 |
1 |
24 |
1 |
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 |
1 |
4 |
105 |
0 |
1 |
9 |
229 |
| The Variation of Certain Speculative Prices |
3 |
11 |
65 |
2,626 |
21 |
62 |
280 |
7,931 |
| The Variation of Some Other Speculative Prices |
0 |
0 |
4 |
144 |
0 |
0 |
10 |
327 |
| The inescapable need for fractal tools in finance |
0 |
0 |
4 |
269 |
1 |
2 |
8 |
622 |
| When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models |
0 |
0 |
7 |
420 |
0 |
2 |
19 |
857 |
| Total Journal Articles |
8 |
26 |
149 |
5,805 |
39 |
103 |
492 |
15,658 |