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 1 1 5 3,051 12 29 78 7,080
A Multifractal Model of Asset Returns 0 0 0 0 1 4 12 119
A Multifractal Model of Assets Returns 0 0 1 433 5 8 18 945
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 2 41 0 0 4 1,031
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 9 120
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 13 914
Multifractal Products of Cylindrical Rules 0 0 1 69 4 4 8 225
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 5 15 1,859
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 5 11 88
Survey of Multifractality in Finance 0 0 1 219 0 1 2 649
Total Working Papers 1 1 17 4,833 28 62 170 13,030

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 1 117 3 5 21 427
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 2 3 5 58
Alternative micropulses and fractional Brownian motion 0 0 0 4 1 1 5 52
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 0 4 316 9 18 49 783
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 0 9 447 2 5 33 965
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 0 3 15
Fractal geometry of critical Potts clusters 0 0 0 5 2 2 3 39
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 2 3 11 476
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 1 1 4 24
New Methods in Statistical Economics 0 1 3 291 2 5 17 703
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 2 4 10 31
On the Distribution of Stock Price Differences 8 16 32 384 13 27 61 718
Parallel cartoons of fractal models of finance 0 0 1 298 2 2 10 992
Paretian Distributions and Income Maximization 0 0 2 32 2 4 15 109
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 1 2 6 46
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 0 8 0 1 4 33
Renormalization and fixed points in finance, since 1962 0 0 1 4 0 1 13 54
Scaling in financial prices: I. Tails and dependence 0 0 0 42 3 5 15 98
Scaling in financial prices: II. Multifractals and the star equation 0 0 1 39 0 0 5 108
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 0 1 1 26 2 4 12 85
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 1 3 11 94
Self-similarity of harmonic measure on DLA 0 0 0 9 0 1 7 42
Stochastic volatility, power laws and long memory 0 1 3 106 1 3 16 242
The Variation of Certain Speculative Prices 10 32 96 2,692 43 107 392 8,191
The Variation of Some Other Speculative Prices 0 0 3 146 0 1 15 341
The inescapable need for fractal tools in finance 0 0 2 270 6 6 12 631
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 0 1 3 421 1 3 16 867
Total Journal Articles 18 52 163 5,908 101 217 771 16,224

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 6 367 4 8 31 863
The Variation of Certain Speculative Prices 0 0 6 83 5 43 100 409
Total Chapters 1 3 12 450 9 51 131 1,272

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Statistics updated 2026-05-06