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 2 231
An empirical model of volatility of returns and option pricing 0 0 0 0 0 0 4 379
Economic system dynamics 0 0 0 288 0 0 4 699
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 0 0 6 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 0 2 250
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 305 1 1 5 1,151
Response to worrying trends in econophysics 0 1 1 195 1 3 7 421
The Futility of Utility: how market dynamics marginalize Adam Smith 0 1 3 151 1 2 10 604
Thermodynamic analogies in economics and finance: instability of markets 0 1 1 259 0 2 5 863
Total Working Papers 0 3 6 1,946 3 8 46 6,572


Statistics updated 2025-09-05