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 4 235
An empirical model of volatility of returns and option pricing 0 0 0 0 1 13 36 414
Economic system dynamics 0 0 0 288 1 4 9 707
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 4 8 12 1,752
Making dynamic modelling effective in economics 0 0 0 112 1 2 3 237
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 1 3 7 256
On CAPM and Black-Scholes, differing risk-return strategies 1 1 1 306 8 13 32 1,182
Response to worrying trends in econophysics 0 0 2 196 4 7 19 437
The Futility of Utility: how market dynamics marginalize Adam Smith 1 1 2 152 3 6 17 619
Thermodynamic analogies in economics and finance: instability of markets 0 0 3 261 21 43 81 942
Total Working Papers 2 2 8 1,951 45 100 220 6,781

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Statistics updated 2026-05-06