| 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 |
1 |
117 |
2 |
2 |
9 |
411 |
| A class of micropulses and antipersistent fractional Brownian motion |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
54 |
| Alternative micropulses and fractional Brownian motion |
0 |
0 |
0 |
4 |
3 |
4 |
4 |
51 |
| Correction of an Error in "The Variation of Certain Speculative Prices" (1963) |
1 |
2 |
4 |
315 |
5 |
11 |
18 |
746 |
| Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models |
1 |
2 |
18 |
447 |
6 |
9 |
38 |
953 |
| 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 |
1 |
215 |
0 |
0 |
6 |
467 |
| Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
21 |
| New Methods in Statistical Economics |
0 |
1 |
7 |
289 |
1 |
4 |
17 |
691 |
| 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 |
2 |
4 |
17 |
362 |
3 |
5 |
27 |
672 |
| Parallel cartoons of fractal models of finance |
0 |
1 |
1 |
298 |
2 |
4 |
4 |
986 |
| Paretian Distributions and Income Maximization |
0 |
1 |
3 |
32 |
1 |
2 |
7 |
97 |
| 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 |
1 |
1 |
4 |
2 |
6 |
9 |
47 |
| Scaling in financial prices: I. Tails and dependence |
0 |
0 |
3 |
42 |
0 |
1 |
9 |
86 |
| Scaling in financial prices: II. Multifractals and the star equation |
0 |
0 |
1 |
38 |
1 |
2 |
6 |
105 |
| Scaling in financial prices: III. Cartoon Brownian motions in multifractal time |
0 |
0 |
2 |
25 |
2 |
2 |
6 |
75 |
| Scaling in financial prices: IV. Multifractal concentration |
0 |
0 |
1 |
24 |
0 |
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 |
0 |
4 |
105 |
2 |
2 |
10 |
231 |
| The Variation of Certain Speculative Prices |
5 |
11 |
61 |
2,631 |
26 |
66 |
286 |
7,957 |
| The Variation of Some Other Speculative Prices |
2 |
2 |
6 |
146 |
5 |
5 |
12 |
332 |
| The inescapable need for fractal tools in finance |
0 |
0 |
3 |
269 |
0 |
1 |
6 |
622 |
| When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models |
0 |
0 |
6 |
420 |
1 |
3 |
16 |
858 |
| Total Journal Articles |
12 |
26 |
142 |
5,817 |
63 |
131 |
511 |
15,721 |