Access Statistics for Benoît B. Mandelbrot

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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 2 5 10 3,040 3 11 30 6,974
A Multifractal Model of Asset Returns 0 0 0 0 0 2 6 102
A Multifractal Model of Assets Returns 0 0 1 430 0 1 4 923
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 0 38 0 0 2 1,026
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 7 111
Large Deviations and the Distribution of Price Changes 0 0 0 431 0 0 2 897
Multifractal Products of Cylindrical Rules 0 0 0 68 0 0 2 216
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 5 578 0 0 12 1,839
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 1 4 74
Survey of Multifractality in Finance 0 0 4 218 0 0 4 645
Total Working Papers 2 5 20 4,803 3 15 73 12,807

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 1 3 114 1 4 7 400
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 1 4 311 0 4 9 728
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 3 6 14 427 4 11 33 911
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 0 0 11
Fractal geometry of critical Potts clusters 0 0 0 5 0 0 0 33
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 1 5 213 0 2 10 460
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 0 0 19
New Methods in Statistical Economics 0 0 2 281 1 2 5 672
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 0 0 19
On the Distribution of Stock Price Differences 1 4 19 340 2 9 42 635
Parallel cartoons of fractal models of finance 0 0 1 297 1 1 4 982
Paretian Distributions and Income Maximization 0 0 2 28 0 0 5 89
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 0 6 0 0 4 24
Renormalization and fixed points in finance, since 1962 0 0 0 3 0 1 3 38
Scaling in financial prices: I. Tails and dependence 0 0 10 39 0 0 11 77
Scaling in financial prices: II. Multifractals and the star equation 0 2 5 36 0 4 9 98
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 1 1 3 23 2 2 8 68
Scaling in financial prices: IV. Multifractal concentration 1 1 1 23 1 1 1 79
Self-similarity of harmonic measure on DLA 0 0 1 9 0 0 2 34
Stochastic volatility, power laws and long memory 0 0 3 101 0 1 5 220
The Variation of Certain Speculative Prices 4 13 90 2,553 19 63 287 7,625
The Variation of Some Other Speculative Prices 0 0 1 140 0 3 11 317
The inescapable need for fractal tools in finance 0 0 0 265 0 0 1 613
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 1 4 11 413 3 9 24 838
Total Journal Articles 12 34 175 5,643 34 117 481 15,130

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 1 3 10 359 2 10 26 818
The Variation of Certain Speculative Prices 0 4 11 74 1 8 27 297
Total Chapters 1 7 21 433 3 18 53 1,115

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Statistics updated 2024-09-04