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 1 2 14 121
A Multifractal Model of Asset Returns 2 4 7 3,056 11 25 100 7,116
A Multifractal Model of Assets Returns 1 3 4 436 1 5 23 951
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 1 41 0 0 3 1,031
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 8 121
Large Deviations and the Distribution of Price Changes 0 0 1 437 1 2 12 917
Multifractal Products of Cylindrical Rules 0 0 1 69 0 1 9 227
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 3 584 3 5 19 1,865
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 11 88
Survey of Multifractality in Finance 0 0 1 219 0 0 2 649
Total Working Papers 3 8 18 4,842 18 41 201 13,086

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 2 3 119 2 9 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 5 52
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 1 4 317 2 5 53 789
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 1 5 450 0 3 27 971
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 1 1 17 706
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 2 10 38 397 4 13 70 738
Parallel cartoons of fractal models of finance 0 0 1 298 1 2 12 995
Paretian Distributions and Income Maximization 0 1 1 33 0 4 18 114
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 1 2 6 35
Renormalization and fixed points in finance, since 1962 0 0 1 4 1 1 12 55
Scaling in financial prices: I. Tails and dependence 0 0 0 42 3 4 17 102
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 0 2 27 0 0 13 86
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 0 0 11 94
Self-similarity of harmonic measure on DLA 0 0 0 9 0 1 6 43
Stochastic volatility, power laws and long memory 0 0 1 106 0 1 14 243
The Variation of Certain Speculative Prices 13 24 105 2,728 45 131 480 8,390
The Variation of Some Other Speculative Prices 0 1 3 147 0 3 17 344
The inescapable need for fractal tools in finance 0 0 1 270 1 2 13 634
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 1 1 2 422 1 2 13 870
Total Journal Articles 17 41 171 5,968 62 187 879 16,498

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 2 8 369 1 4 30 869
The Variation of Certain Speculative Prices 1 2 9 87 7 9 108 424
Total Chapters 2 4 17 456 8 13 138 1,293

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Statistics updated 2026-09-10