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 0 5 107
A Multifractal Model of Asset Returns 0 2 8 3,049 2 10 40 7,018
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 1 2 3 41 1 2 3 1,029
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 3 114
Large Deviations and the Distribution of Price Changes 1 3 6 437 2 4 9 907
Multifractal Products of Cylindrical Rules 1 1 1 69 1 2 3 219
Multifractality of Deutschemark/US Dollar Exchange Rates 1 1 4 582 1 3 8 1,847
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 1 1 3 78
Survey of Multifractality in Finance 1 1 1 219 1 1 2 648
Total Working Papers 5 10 25 4,829 10 25 81 12,895

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 1 1 1 48
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 1 1 3 314 5 6 13 741
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 1 4 19 446 3 7 35 947
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 0 1 8 289 1 4 18 690
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 17 360 1 3 29 669
Parallel cartoons of fractal models of finance 1 1 1 298 1 2 2 984
Paretian Distributions and Income Maximization 0 2 3 32 0 2 6 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 1 1 1 4 2 4 7 45
Scaling in financial prices: I. Tails and dependence 0 0 3 42 1 2 9 86
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 38 1 1 5 104
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 1 1 4 84
Self-similarity of harmonic measure on DLA 0 0 0 9 0 0 3 37
Stochastic volatility, power laws and long memory 0 1 4 105 0 1 9 229
The Variation of Certain Speculative Prices 3 11 65 2,626 21 62 280 7,931
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 1 2 8 622
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 0 7 420 0 2 19 857
Total Journal Articles 8 26 149 5,805 39 103 492 15,658

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 4 363 2 3 22 841
The Variation of Certain Speculative Prices 1 1 4 79 4 8 22 320
Total Chapters 3 3 8 442 6 11 44 1,161

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Statistics updated 2025-10-06