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 2 2 37 416
An empirical model of volatility of returns and option pricing 0 0 0 112 0 0 6 237
Economic system dynamics 0 0 0 288 0 0 9 708
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 1 1 403 0 4 18 1,758
Making dynamic modelling effective in economics 0 0 0 112 1 1 4 238
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 0 0 7 257
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 306 2 3 34 1,185
Response to worrying trends in econophysics 0 0 1 196 0 1 19 440
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 1 152 0 2 17 621
Thermodynamic analogies in economics and finance: instability of markets 0 1 3 262 2 8 111 974
Total Working Papers 0 2 7 1,953 7 21 262 6,834

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Statistics updated 2026-09-10