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 0 1 35 414
An empirical model of volatility of returns and option pricing 0 0 0 112 0 3 6 237
Economic system dynamics 0 0 0 288 0 2 9 708
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 1 1 1 403 3 9 17 1,757
Making dynamic modelling effective in economics 0 0 0 112 0 1 3 237
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 0 2 7 257
On CAPM and Black-Scholes, differing risk-return strategies 0 1 1 306 0 8 32 1,182
Response to worrying trends in econophysics 0 0 1 196 1 7 21 440
The Futility of Utility: how market dynamics marginalize Adam Smith 0 1 1 152 1 4 17 620
Thermodynamic analogies in economics and finance: instability of markets 0 0 2 261 4 49 108 970
Total Working Papers 1 3 6 1,952 9 86 255 6,822

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Statistics updated 2026-07-10