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 1 5 3,050 12 41 69 7,063
A Multifractal Model of Asset Returns 0 0 0 0 1 8 10 116
A Multifractal Model of Assets Returns 0 0 1 433 2 10 12 939
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time 0 0 2 41 0 1 4 1,031
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 3 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 1 3 9 910
Multifractal Products of Cylindrical Rules 0 0 1 69 0 1 4 221
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 4 9 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 3 7 9 86
Survey of Multifractality in Finance 0 0 1 219 1 1 2 649
Total Working Papers 0 1 17 4,832 24 84 142 12,992

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 2 12 18 424
A class of micropulses and antipersistent fractional Brownian motion 0 0 0 5 1 2 3 56
Alternative micropulses and fractional Brownian motion 0 0 0 4 0 0 4 51
Correction of an Error in "The Variation of Certain Speculative Prices" (1963) 0 1 4 316 4 21 36 769
Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models 0 0 13 447 1 7 34 961
Fractal aggregates, and the current lines of their electrostatic potentials 0 0 0 0 0 3 3 15
Fractal geometry of critical Potts clusters 0 0 0 5 0 1 1 37
Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances 0 0 1 215 1 7 10 474
Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity 0 0 0 4 0 2 4 23
New Methods in Statistical Economics 1 2 4 291 2 9 18 700
New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA 0 0 0 2 0 6 6 27
On the Distribution of Stock Price Differences 3 8 21 371 7 25 44 698
Parallel cartoons of fractal models of finance 0 0 1 298 0 3 8 990
Paretian Distributions and Income Maximization 0 0 2 32 2 9 13 107
Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows? 0 0 0 1 0 2 4 44
Random Walks, Fire Damage Amount and Other Paretian Risk Phenomena 0 0 2 8 0 3 5 32
Renormalization and fixed points in finance, since 1962 0 0 1 4 1 7 14 54
Scaling in financial prices: I. Tails and dependence 0 0 0 42 1 8 13 94
Scaling in financial prices: II. Multifractals and the star equation 0 1 1 39 0 2 7 108
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time 1 1 1 26 2 8 10 83
Scaling in financial prices: IV. Multifractal concentration 0 0 0 24 2 6 10 93
Self-similarity of harmonic measure on DLA 0 0 0 9 1 4 8 42
Stochastic volatility, power laws and long memory 1 1 3 106 2 9 16 241
The Variation of Certain Speculative Prices 11 31 83 2,671 29 129 350 8,113
The Variation of Some Other Speculative Prices 0 0 4 146 0 3 16 340
The inescapable need for fractal tools in finance 0 1 4 270 0 3 8 625
When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models 1 1 4 421 2 7 17 866
Total Journal Articles 18 47 150 5,874 60 298 680 16,067

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 1 3 364 0 10 27 855
The Variation of Certain Speculative Prices 0 3 7 83 28 69 86 394
Total Chapters 0 4 10 447 28 79 113 1,249

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Statistics updated 2026-03-04