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 5 3,049 23 27 58 7,045
A Multifractal Model of Asset Returns 0 0 0 0 3 4 7 111
A Multifractal Model of Assets Returns 0 1 1 433 3 4 7 932
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 2 41 0 1 3 1,030
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 3 6 117
Large Deviations and the Distribution of Price Changes 0 0 5 437 0 0 6 907
Multifractal Products of Cylindrical Rules 0 0 1 69 0 1 4 220
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 4 583 1 3 9 1,850
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 3 5 81
Survey of Multifractality in Finance 0 0 1 219 0 0 2 648
Total Working Papers 0 2 19 4,831 33 46 107 12,941

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 1 1 117 3 6 12 415
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 0 3 4 51
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 1 2 5 316 9 16 28 757
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 1 15 447 0 7 32 954
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 2 2 3 14
Fractal geometry of critical Potts clusters 0 0 0 5 1 1 2 37
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 3 3 8 470
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 2 3 4 23
New Methods in Statistical Economics 1 1 5 290 3 4 16 694
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 1 1 2 22
On the Distribution of Stock Price Differences 2 5 19 365 7 11 33 680
Parallel cartoons of fractal models of finance 0 0 1 298 0 3 5 987
Paretian Distributions and Income Maximization 0 0 3 32 3 5 9 101
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 2 2 42
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 2 8 2 2 4 31
Renormalization and fixed points in finance, since 1962 0 0 1 4 2 4 11 49
Scaling in financial prices: I. Tails and dependence 0 0 0 42 2 2 7 88
Scaling in financial prices: II. Multifractals and the star equation 1 1 1 39 1 3 7 107
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 0 25 4 6 8 79
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 2 5 8 89
Self-similarity of harmonic measure on DLA 0 0 0 9 0 1 4 38
Stochastic volatility, power laws and long memory 0 0 3 105 6 9 16 238
The Variation of Certain Speculative Prices 11 25 74 2,651 43 96 315 8,027
The Variation of Some Other Speculative Prices 0 2 6 146 0 10 15 337
The inescapable need for fractal tools in finance 1 1 4 270 2 2 7 624
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 0 5 420 3 5 18 862
Total Journal Articles 17 39 146 5,844 101 212 581 15,870

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 0 3 363 5 9 28 850
The Variation of Certain Speculative Prices 2 3 6 82 7 12 26 332
Total Chapters 2 3 9 445 12 21 54 1,182

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Statistics updated 2026-01-09