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 0 1 7 107
A Multifractal Model of Asset Returns 1 2 12 3,047 5 13 44 7,007
A Multifractal Model of Assets Returns 0 0 2 432 0 0 5 927
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 1 39 0 0 1 1,027
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 1 112
Large Deviations and the Distribution of Price Changes 1 1 2 433 1 1 5 902
Multifractal Products of Cylindrical Rules 0 0 0 68 0 0 1 217
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 3 581 0 1 5 1,844
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 4 77
Survey of Multifractality in Finance 0 0 0 218 0 0 2 647
Total Working Papers 2 3 20 4,818 7 17 75 12,867

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 3 116 2 2 12 408
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) 0 0 2 312 0 1 10 734
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 3 7 20 441 7 12 39 939
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 2 214 1 2 8 466
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 1 1 20
New Methods in Statistical Economics 0 1 7 288 0 4 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 4 6 20 356 8 11 39 665
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 2 2 8 0 2 5 29
Renormalization and fixed points in finance, since 1962 0 0 0 3 0 1 4 41
Scaling in financial prices: I. Tails and dependence 0 0 3 42 0 2 6 83
Scaling in financial prices: II. Multifractals and the star equation 0 0 4 38 0 2 9 103
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 2 2 36
Stochastic volatility, power laws and long memory 0 0 2 103 1 2 8 227
The Variation of Certain Speculative Prices 7 15 63 2,603 32 68 269 7,831
The Variation of Some Other Speculative Prices 1 2 4 144 1 3 13 327
The inescapable need for fractal tools in finance 1 3 4 269 1 3 7 620
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 1 9 418 0 2 22 851
Total Journal Articles 16 37 152 5,761 54 120 494 15,507

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 5 361 3 7 27 835
The Variation of Certain Speculative Prices 0 1 7 77 1 2 21 310
Total Chapters 0 1 12 438 4 9 48 1,145

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Statistics updated 2025-06-06