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 2 231
An empirical model of volatility of returns and option pricing 0 0 0 0 0 1 4 379
Economic system dynamics 0 0 0 288 0 2 4 699
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 0 2 8 1,740
Making dynamic modelling effective in economics 0 0 0 112 0 0 1 234
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 0 1 3 250
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 305 0 1 4 1,150
Response to worrying trends in econophysics 1 1 1 195 1 2 6 419
The Futility of Utility: how market dynamics marginalize Adam Smith 1 2 4 151 1 4 12 603
Thermodynamic analogies in economics and finance: instability of markets 1 1 1 259 1 3 5 862
Total Working Papers 3 4 7 1,946 3 17 49 6,567


Statistics updated 2025-07-04