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 6 23 29 407
An empirical model of volatility of returns and option pricing 0 0 0 112 0 2 4 234
Economic system dynamics 0 0 0 288 1 4 7 704
Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory 0 0 0 402 1 4 7 1,745
Making dynamic modelling effective in economics 0 0 0 112 1 1 2 236
Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets 0 0 0 122 1 1 5 254
On CAPM and Black-Scholes, differing risk-return strategies 0 0 1 305 2 18 23 1,171
Response to worrying trends in econophysics 0 1 2 196 0 7 14 430
The Futility of Utility: how market dynamics marginalize Adam Smith 0 0 2 151 1 8 15 614
Thermodynamic analogies in economics and finance: instability of markets 0 0 3 261 6 37 47 905
Total Working Papers 0 1 8 1,949 19 105 153 6,700

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Statistics updated 2026-03-04