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 3 7 3,056 3 19 101 7,119
A Multifractal Model of Asset Returns 0 0 0 0 0 1 14 121
A Multifractal Model of Assets Returns 0 1 4 436 0 2 23 951
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 0 41 1 1 3 1,032
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 7 121
Large Deviations and the Distribution of Price Changes 0 0 0 437 2 3 12 919
Multifractal Products of Cylindrical Rules 0 0 0 69 0 1 8 227
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 2 584 0 4 18 1,865
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 10 88
Survey of Multifractality in Finance 0 0 0 219 1 1 2 650
Total Working Papers 0 5 13 4,842 7 33 198 13,093

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 1 3 119 0 4 28 437
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 0 1 5 59
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 0 4 52
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 1 3 317 1 6 49 790
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 0 4 450 2 4 26 973
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 1 4 16
Fractal geometry of critical Potts clusters 0 0 0 5 0 0 3 39
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 0 215 0 0 9 476
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 1 5 25
New Methods in Statistical Economics 0 0 3 292 0 1 16 706
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 0 10 31
On the Distribution of Stock Price Differences 0 7 37 397 1 10 70 739
Parallel cartoons of fractal models of finance 0 0 0 298 0 2 11 995
Paretian Distributions and Income Maximization 0 1 1 33 1 5 19 115
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 0 6 46
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 0 8 0 2 6 35
Renormalization and fixed points in finance, since 1962 0 0 0 4 0 1 10 55
Scaling in financial prices: I. Tails and dependence 0 0 0 42 0 3 16 102
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 39 0 0 4 108
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 0 2 27 0 0 13 86
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 0 0 10 94
Self-similarity of harmonic measure on DLA 0 0 0 9 0 0 6 43
Stochastic volatility, power laws and long memory 0 0 1 106 0 1 14 243
The Variation of Certain Speculative Prices 8 24 110 2,736 26 103 485 8,416
The Variation of Some Other Speculative Prices 0 0 3 147 1 1 18 345
The inescapable need for fractal tools in finance 0 0 1 270 0 1 12 634
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 1 2 422 0 2 13 870
Total Journal Articles 8 35 171 5,976 32 149 872 16,530

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 2 6 369 0 2 28 869
The Variation of Certain Speculative Prices 0 2 8 87 0 9 104 424
Total Chapters 0 4 14 456 0 11 132 1,293

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Statistics updated 2026-10-11