Access Statistics for Joseph L. McCauley

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An empirical model of volatility of returns and option pricing	0	0	0	112	1	3	4	234
An empirical model of volatility of returns and option pricing	0	0	0	0	15	21	23	401
Economic system dynamics	0	0	0	288	2	3	6	703
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory	0	0	0	402	1	4	6	1,744
Making dynamic modelling effective in economics	0	0	0	112	0	1	2	235
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets	0	0	0	122	0	1	4	253
On CAPM and Black-Scholes, differing risk-return strategies	0	0	1	305	4	16	21	1,169
Response to worrying trends in econophysics	1	1	2	196	4	9	14	430
The Futility of Utility: how market dynamics marginalize Adam Smith	0	0	2	151	3	7	14	613
Thermodynamic analogies in economics and finance: instability of markets	0	1	3	261	14	34	41	899
Total Working Papers	1	2	8	1,949	44	99	135	6,681

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Statistics updated 2026-02-12