Access Statistics for Joseph L. McCauley

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
An empirical model of volatility of returns and option pricing 0 0 0 0 1 1 4 380
An empirical model of volatility of returns and option pricing 0 0 0 112 0 0 2 231
Economic system dynamics 0 0 0 288 1 1 4 700
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 0 0 6 1,740
Making dynamic modelling effective in economics 0 0 0 112 0 0 1 234
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 1 2 3 252
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 305 0 3 7 1,153
Response to worrying trends in econophysics 0 0 1 195 0 1 7 421
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 2 151 1 3 10 606
Thermodynamic analogies in economics and finance: instability of markets 0 1 2 260 1 2 7 865
Total Working Papers 0 1 6 1,947 5 13 51 6,582


Statistics updated 2025-11-08