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 2 9 3,049 3 9 42 7,016
A Multifractal Model of Asset Returns 0 0 0 0 0 0 5 107
A Multifractal Model of Assets Returns 0 0 2 432 0 1 5 928
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 1 2 40 0 1 2 1,028
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 2 113
Large Deviations and the Distribution of Price Changes 1 3 5 436 1 3 8 905
Multifractal Products of Cylindrical Rules 0 0 0 68 0 1 2 218
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 3 581 1 2 7 1,846
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 3 77
Survey of Multifractality in Finance 0 0 0 218 0 0 2 647
Total Working Papers 2 6 21 4,824 5 18 78 12,885

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 0 0 0 47
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 1 2 313 1 2 8 736
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 4 18 445 0 5 33 944
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 1 1 8 289 2 3 17 689
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 19 359 1 3 33 668
Parallel cartoons of fractal models of finance 0 0 0 297 1 1 1 983
Paretian Distributions and Income Maximization 1 2 4 32 1 2 7 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 0 0 0 3 2 2 5 43
Scaling in financial prices: I. Tails and dependence 0 0 3 42 0 2 8 85
Scaling in financial prices: II. Multifractals and the star equation 0 0 2 38 0 0 5 103
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 0 0 4 83
Self-similarity of harmonic measure on DLA 0 0 0 9 0 1 3 37
Stochastic volatility, power laws and long memory 0 2 4 105 0 2 9 229
The Variation of Certain Speculative Prices 3 20 70 2,623 19 79 285 7,910
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 0 1 8 621
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 2 7 420 2 6 19 857
Total Journal Articles 6 36 154 5,797 29 112 489 15,619

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 2 361 1 4 21 839
The Variation of Certain Speculative Prices 0 1 4 78 2 6 19 316
Total Chapters 0 1 6 439 3 10 40 1,155

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Statistics updated 2025-09-05