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 0 3 378
An empirical model of volatility of returns and option pricing 0 0 0 112 1 1 2 231
Economic system dynamics 0 0 0 288 1 1 3 698
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 2 2 10 1,740
Making dynamic modelling effective in economics 0 0 0 112 0 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 1 1 305 1 2 4 1,150
Response to worrying trends in econophysics 0 0 0 194 1 2 5 418
The Futility of Utility: how market dynamics marginalize Adam Smith 1 1 3 150 3 3 14 602
Thermodynamic analogies in economics and finance: instability of markets 0 0 0 258 2 3 5 861
Total Working Papers 1 2 4 1,943 11 15 49 6,561


Statistics updated 2025-05-12