-
1
-
-
60749116051
-
-
Mandelbrot, B. New methods in statistical economics. J Polit Econ 1963, 71(Octob.), 421-440.
-
Mandelbrot, B. New methods in statistical economics. J Polit Econ 1963, 71(Octob.), 421-440.
-
-
-
-
2
-
-
0001504360
-
The variation of certain speculative prices
-
October
-
Mandelbrot, B. The variation of certain speculative prices. J Business Univ Chicago 1963, 36(October), 394-419.
-
(1963)
J Business Univ Chicago
, Issue.36
, pp. 394-419
-
-
Mandelbrot, B.1
-
3
-
-
0002006546
-
The Pareto-Lévy law and the distribution of income
-
May
-
Mandelbrot, B. The Pareto-Lévy law and the distribution of income. Int Econ Rev 1960, 1(May), 79-106.
-
(1960)
Int Econ Rev
, Issue.1
, pp. 79-106
-
-
Mandelbrot, B.1
-
4
-
-
0001293924
-
Stable Paretian random functions and the multiplicative variations of income
-
Mandelbrot, B. Stable Paretian random functions and the multiplicative variations of income. Econometrica 1961, 29, 517-543.
-
(1961)
Econometrica
, vol.29
, pp. 517-543
-
-
Mandelbrot, B.1
-
5
-
-
0001474478
-
Forecasts of future prices, unbiased markets and "martingale models
-
Mandelbrot, B. Forecasts of future prices, unbiased markets and "martingale models". J Business Univ Chicago 1966, 39, 242-255.
-
(1966)
J Business Univ Chicago
, vol.39
, pp. 242-255
-
-
Mandelbrot, B.1
-
6
-
-
0002690876
-
Long-run linearity, locally Gaussian processes, H-spectra and infinite variances
-
Mandelbrot, B. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Int Econ Rev 1969, 10, 82-111.
-
(1969)
Int Econ Rev
, vol.10
, pp. 82-111
-
-
Mandelbrot, B.1
-
7
-
-
0000501589
-
Fractional Brownian motions, fractional noises and applications
-
Mandelbrot, B.; van Ness, J.W. Fractional Brownian motions, fractional noises and applications. SIAM Rev 1968, 10, 422-437.
-
(1968)
SIAM Rev
, vol.10
, pp. 422-437
-
-
Mandelbrot, B.1
van Ness, J.W.2
-
8
-
-
0000495913
-
When can price be arbitraged efficiently? a limit to the validity of the random-walk and martingale models
-
Mandelbrot, B. When can price be arbitraged efficiently? a limit to the validity of the random-walk and martingale models. Rev Econ Stat 1971, 53, 225-236.
-
(1971)
Rev Econ Stat
, vol.53
, pp. 225-236
-
-
Mandelbrot, B.1
-
10
-
-
9244251442
-
-
Basic Books: New York
-
Mandelbrot, B.; Hudson, R. The (Mis)Behavior of Markets, A Fractal View of Risk, Ruin, and Return; Basic Books: New York, 2004.
-
(2004)
The (Mis)Behavior of Markets, A Fractal View of Risk, Ruin, and Return
-
-
Mandelbrot, B.1
Hudson, R.2
-
11
-
-
55149097618
-
-
Random House: New York, NY
-
Taleb, N.N. The Black Swan; Random House: New York, NY, 2007.
-
(2007)
The Black Swan
-
-
Taleb, N.N.1
-
13
-
-
60749085113
-
-
Mandelbrot, B. Possible refinement of the lognormal hypothesis concerning the distribution of energy dissipation in intermittent turbulence, 12 of Lecture Notes in Physics, Rosenblatt; M.; Van Atta, C., Eds.; In: Statistical Models and Turbulence (La Jolla, California); Springer: New York, 1972; pp 335-351.
-
Mandelbrot, B. Possible refinement of the lognormal hypothesis concerning the distribution of energy dissipation in intermittent turbulence, Volume 12 of Lecture Notes in Physics, Rosenblatt; M.; Van Atta, C., Eds.; In: Statistical Models and Turbulence (La Jolla, California); Springer: New York, 1972; pp 335-351.
-
-
-
-
14
-
-
0000251502
-
Statistical methodology for non-periodic cycles: From the covariance to R/S analysis
-
Mandelbrot, B. Statistical methodology for non-periodic cycles: from the covariance to R/S analysis. Ann Econ Soc Meas 1972, 1, 257-288.
-
(1972)
Ann Econ Soc Meas
, vol.1
, pp. 257-288
-
-
Mandelbrot, B.1
-
15
-
-
0000346734
-
A subordinated stochastic process model with finite variance for speculative prices
-
Mandelbrot, B. A subordinated stochastic process model with finite variance for speculative prices. Econometrica 1973, 41, 157-160.
-
(1973)
Econometrica
, vol.41
, pp. 157-160
-
-
Mandelbrot, B.1
-
16
-
-
0003511004
-
-
Discussion Paper 1164 of the Cowles Foundation for Research in Economics; Yale University: New Haven CT
-
Mandelbrot, B.; Calvet, L.; Fisher, A. The multifractal model of asset returns, Discussion Paper 1164 of the Cowles Foundation for Research in Economics; Yale University: New Haven CT, 1997.
-
(1997)
The multifractal model of asset returns
-
-
Mandelbrot, B.1
Calvet, L.2
Fisher, A.3
-
19
-
-
60749109259
-
Renormalization and fixed points in finance, since 1962, Volume A263 of Physica
-
Iagolnitzer, D, Ed, Paris
-
Mandelbrot, B. Renormalization and fixed points in finance, since 1962, Volume A263 of Physica, Iagolnitzer, D., Ed., In: Statistical Physics 20, International IUAP Conference: Paris, 1999; pp 477-487.
-
(1999)
Statistical Physics 20, International IUAP Conference
, pp. 477-487
-
-
Mandelbrot, B.1
-
20
-
-
85013894409
-
Scaling in financial prices, I: Tails and dependence
-
Mandelbrot, B. Scaling in financial prices, I: Tails and dependence. Quant Finan 2001, 1, 113-123.
-
(2001)
Quant Finan
, vol.1
, pp. 113-123
-
-
Mandelbrot, B.1
-
21
-
-
0013335095
-
Scaling in financial prices. II. Multifractals and the star equation
-
Mandelbrot, B. Scaling in financial prices. II. Multifractals and the star equation. Quant Finan 2001, 1, 124-130.
-
(2001)
Quant Finan
, vol.1
, pp. 124-130
-
-
Mandelbrot, B.1
-
22
-
-
85008857289
-
-
Mandelbrot, B. Scaling in financial prices. III. Cartoon Brownian motions in multifractal time. Quant Finan 2001, 1, 427-440.
-
Mandelbrot, B. Scaling in financial prices. III. Cartoon Brownian motions in multifractal time. Quant Finan 2001, 1, 427-440.
-
-
-
-
23
-
-
85012476771
-
Scaling in financial prices. IV. Multifractal concentration
-
Mandelbrot, B. Scaling in financial prices. IV. Multifractal concentration. Quant Finan 2001, 1, 641-649.
-
(2001)
Quant Finan
, vol.1
, pp. 641-649
-
-
Mandelbrot, B.1
-
24
-
-
85008770448
-
Stochastic volatility, power-laws and long memory
-
Mandelbrot, B. Stochastic volatility, power-laws and long memory. Quant Finan 2001, 1, 558-559.
-
(2001)
Quant Finan
, vol.1
, pp. 558-559
-
-
Mandelbrot, B.1
-
25
-
-
13444262432
-
Parallel cartoons of fractal models in finance
-
Mandelbrot, B. Parallel cartoons of fractal models in finance. Ann Finan 2005, 1, 179-192.
-
(2005)
Ann Finan
, vol.1
, pp. 179-192
-
-
Mandelbrot, B.1
-
26
-
-
0347234100
-
-
Cowles Foundation Discussion Papers, 2008, p
-
Mandelbrot, B.; Calvet, L.; Fisher, A. Multifractality of deutschmark/us dollar exchange rates, Cowles Foundation Discussion Papers, 2008, p 1166.
-
Multifractality of deutschmark/us dollar exchange rates
, pp. 1166
-
-
Mandelbrot, B.1
Calvet, L.2
Fisher, A.3
-
27
-
-
13444262432
-
Parallel cartoons of fractal models in finance
-
Mandelbrot, B. Parallel cartoons of fractal models in finance. Ann Finan 2005, 1, 99-100.
-
(2005)
Ann Finan
, vol.1
, pp. 99-100
-
-
Mandelbrot, B.1
-
28
-
-
13444266482
-
The inescapable need for fractal tools in finance
-
Mandelbrot, B. The inescapable need for fractal tools in finance. Ann Finan 2005, 1, 193-195.
-
(2005)
Ann Finan
, vol.1
, pp. 193-195
-
-
Mandelbrot, B.1
-
29
-
-
28244468113
-
-
Connaissance Scientifique, Piaget, J, Ed, Gallimard: Paris
-
Mandelbrot, B. Épistémologie du hasard dans les sciences sociales: Invariance des lois et vérification des prédictions, Encyclopédie de la Pléiade (Gallimard): Logique et Connaissance Scientifique, Piaget, J., Ed.; Gallimard: Paris, 1967; pp 1097-1113.
-
(1967)
Épistémologie du hasard dans les sciences sociales: Invariance des lois et vérification des prédictions, Encyclopédie de la Pléiade (Gallimard): Logique et
, pp. 1097-1113
-
-
Mandelbrot, B.1
-
33
-
-
84974972604
-
Towards a second stage of indeterminism in science
-
Mandelbrot, B. Towards a second stage of indeterminism in science. Interdiscplinary Sci Rev 1987, 12, 117-127.
-
(1987)
Interdiscplinary Sci Rev
, vol.12
, pp. 117-127
-
-
Mandelbrot, B.1
-
34
-
-
0001219692
-
A new model for the clustering of errors on telephone circuits
-
Berger, J.M.; Mandelbrot, B. A new model for the clustering of errors on telephone circuits. IBM J Res Dev 1963, 7, 224-236.
-
(1963)
IBM J Res Dev
, vol.7
, pp. 224-236
-
-
Berger, J.M.1
Mandelbrot, B.2
-
36
-
-
84937652446
-
-
Mandelbrot, B. Self-similar error-clusters and the concept of conditional stationarity. IEEE Trans Commun Techol 1965, C.O.M.-13(June), 71-90.
-
Mandelbrot, B. Self-similar error-clusters and the concept of conditional stationarity. IEEE Trans Commun Techol 1965, C.O.M.-13(June), 71-90.
-
-
-
-
37
-
-
60749115339
-
-
Mandelbrot, B. Very long-tailed probability distributions and the empirical 'distribution of city sizes', Massarik, F., Ratoosh, P., Eds.; In: Mathematical Explorations in Behavioral Science, R. D. Irwin, Inc.; Clarendon Press: Homewood, IL, 1965; pp 322-332.
-
Mandelbrot, B. Very long-tailed probability distributions and the empirical 'distribution of city sizes', Massarik, F., Ratoosh, P., Eds.; In: Mathematical Explorations in Behavioral Science, R. D. Irwin, Inc.; Clarendon Press: Homewood, IL, 1965; pp 322-332.
-
-
-
|