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 0 0 6 237
An empirical model of volatility of returns and option pricing 0 0 0 0 0 2 37 416
Economic system dynamics 0 0 0 288 0 0 9 708
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 1 403 0 1 18 1,758
Making dynamic modelling effective in economics 0 0 0 112 1 2 5 239
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 1 1 7 258
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 306 0 3 32 1,185
Response to worrying trends in econophysics 0 0 1 196 0 0 19 440
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 1 152 0 1 16 621
Thermodynamic analogies in economics and finance: instability of markets 0 1 2 262 0 4 110 974
Total Working Papers 0 1 6 1,953 2 14 259 6,836

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Statistics updated 2026-10-11