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 1 1 230
An empirical model of volatility of returns and option pricing 0 0 0 0 0 1 3 378
Economic system dynamics 0 0 0 288 0 1 2 697
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 0 3 9 1,738
Making dynamic modelling effective in economics 0 0 0 112 1 1 1 234
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 0 0 2 249
On CAPM and Black-Scholes, differing risk-return strategies 0 0 0 304 0 0 3 1,148
Response to worrying trends in econophysics 0 0 0 194 0 1 4 416
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 2 149 0 1 18 599
Thermodynamic analogies in economics and finance: instability of markets 0 0 2 258 0 0 4 858
Total Working Papers 0 0 4 1,941 1 9 47 6,547


Statistics updated 2025-03-03