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 0 112 1 1 3 232
An empirical model of volatility of returns and option pricing 0 0 0 0 4 5 7 384
Economic system dynamics 0 0 0 288 0 1 4 700
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 1 1 6 1,741
Making dynamic modelling effective in economics 0 0 0 112 1 1 2 235
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 1 3 4 253
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 305 0 2 5 1,153
Response to worrying trends in econophysics 0 0 1 195 2 2 8 423
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 2 151 0 2 8 606
Thermodynamic analogies in economics and finance: instability of markets 1 2 3 261 3 5 10 868
Total Working Papers 1 2 7 1,948 13 23 57 6,595


Statistics updated 2025-12-06