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 0 0 1 2 20 69
A Multifractal Model of Asset Returns 0 2 22 2,954 7 21 94 6,559
A Multifractal Model of Assets Returns 1 1 5 422 2 5 14 888
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 0 35 1 1 3 1,017
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 2 20 47
Large Deviations and the Distribution of Price Changes 0 0 3 417 0 3 11 856
Multifractal Products of Cylindrical Rules 0 0 0 68 0 0 3 210
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 2 546 3 10 23 1,740
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 4 8 39
Survey of Multifractality in Finance 0 1 3 201 0 7 17 622
Total Working Papers 1 5 35 4,643 16 55 213 12,047

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 5 10 105 2 6 20 361
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 4 0 1 7 44
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 0 1 43
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 0 2 303 0 1 4 707
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 18 40 346 5 30 79 695
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 1 3 11
Fractal geometry of critical Potts clusters 0 0 0 5 0 0 1 30
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 1 9 191 0 2 18 417
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 0 1 18
New Methods in Statistical Economics 0 0 1 274 1 2 11 628
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 1 1 1 2 1 3 3 14
On the Distribution of Stock Price Differences 3 20 68 149 5 29 120 248
Parallel cartoons of fractal models of finance 0 0 1 293 0 0 4 960
Paretian Distributions and Income Maximization 1 2 3 12 1 3 8 31
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 2 5 39
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 1 1 2 0 3 5 9
Renormalization and fixed points in finance, since 1962 0 0 0 2 0 0 2 32
Scaling in financial prices: I. Tails and dependence 0 0 0 25 0 0 3 56
Scaling in financial prices: II. Multifractals and the star equation 1 1 1 22 1 1 8 67
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 0 16 0 0 3 48
Scaling in financial prices: IV. Multifractal concentration 0 0 0 18 0 1 3 63
Self-similarity of harmonic measure on DLA 0 0 0 7 0 0 1 28
Stochastic volatility, power laws and long memory 1 4 11 85 1 5 21 186
The Variation of Certain Speculative Prices 7 14 71 1,936 27 91 419 5,511
The Variation of Some Other Speculative Prices 0 1 4 123 0 3 14 250
The inescapable need for fractal tools in finance 2 2 2 255 2 3 6 586
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 1 5 27 345 3 13 49 697
Total Journal Articles 19 75 252 4,529 49 200 819 11,779

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 2 2 10 301 3 11 35 647
The Variation of Certain Speculative Prices 0 3 10 25 3 12 39 117
Total Chapters 2 5 20 326 6 23 74 764

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Statistics updated 2020-03-04