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REFERENCES

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    Mandelbrot, B. The variation of certain speculative prices. J Business Univ Chicago 1963, 36(October), 394419.
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    Mandelbrot, B. The Pareto-Lévy law and the distribution of income. Int Econ Rev 1960, 1(May), 79106.
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    Mandelbrot, B. Stable Paretian random functions and the multiplicative variations of income. Econometrica 1961, 29, 517543.
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    Mandelbrot, B. Forecasts of future prices, unbiased markets and “martingale models”. J Business Univ Chicago 1966, 39, 242255.
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    Mandelbrot, B. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Int Econ Rev 1969, 10, 82111.
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    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, 225236.
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    Mandelbrot, B. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk; Springer: New York, 1997.
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    Mandelbrot, B.; Hudson, R. The (Mis)Behavior of Markets, A Fractal View of Risk, Ruin, and Return; Basic Books: New York, 2004.
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    Taleb, N. N. The Black Swan; Random House: New York, NY, 2007.
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    Mandelbrot, B. Statistical dependence in prices and interest rates. In: Papers of the Second World Congress of the Econometric Society; Cambridge: England, 1970.
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    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, 335351.
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    Mandelbrot, B. Statistical methodology for non-periodic cycles: from the covariance to R/S analysis. Ann Econ Soc Meas 1972, 1, 257288.
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    Mandelbrot, B. A subordinated stochastic process model with finite variance for speculative prices. Econometrica 1973, 41, 157160.
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    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.
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    Calvet, L.; Fisher, A.; Mandelbrot, B. Large deviations and the distribution of price changes, Discussion Paper 1165 of the Cowles Foundation for Research in Economics; Yale University: New Haven CT, 1997.
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    Fisher, A.; Calvet, L.; Mandelbrot, B. Multifractality of deutsch-mark/US dollar exchange rates, Discussion Paper 1166 of the Cowles Foundation for Research in Economics; Yale University: New Haven CT, 1997.
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    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 477487.
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    Mandelbrot, B. Scaling in financial prices, I: Tails and dependence. Quant Finan 2001, 1, 113123.
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    Mandelbrot, B. Scaling in financial prices. II. Multifractals and the star equation. Quant Finan 2001, 1, 124130.
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    Mandelbrot, B. Scaling in financial prices. III. Cartoon Brownian motions in multifractal time. Quant Finan 2001, 1, 427440.
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    Mandelbrot, B. Scaling in financial prices. IV. Multifractal concentration. Quant Finan 2001, 1, 641649.
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    Mandelbrot, B. Stochastic volatility, power-laws and long memory. Quant Finan 2001, 1, 558559.
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    Mandelbrot, B. Parallel cartoons of fractal models in finance. Ann Finan 2005, 1, 179192.
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    Mandelbrot, B.; Calvet, L.; Fisher, A. Multifractality of deutschmark/us dollar exchange rates, Cowles Foundation Discussion Papers, 2008, p 1166.
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    Mandelbrot, B. Parallel cartoons of fractal models in finance. Ann Finan 2005, 1, 99100.
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    Mandelbrot, B. The inescapable need for fractal tools in finance. Ann Finan 2005, 1, 193195.
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    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 10971113.
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    Zipf, G.K. Human Behavior and the Principle of Least Effort; Addison-Wesley: Cambridge, MA, 1949.
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    Feller, W. An Introduction to Probability Theory and its Applications; Wiley: New York, NY, 1971.
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    Lévy, P. Théorie de l'addition des Variables Aléatoires, 2nd Edition; Gauthier-Villars: Paris, 1954.
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    Mandelbrot, B. Towards a second stage of indeterminism in science. Interdiscplinary Sci Rev 1987, 12, 117127.
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    Berger, J.M.; Mandelbrot, B. A new model for the clustering of errors on telephone circuits. IBM J Res Dev 1963, 7, 224236.
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    Aitchinson, J.A.C.; Brown, J. The Lognormal Distribution; The University Press: Cambridge UK, 1957.
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    Mandelbrot, B. Self-similar error-clusters and the concept of conditional stationarity. IEEE Trans Commun Techol 1965, C.O.M.- 13(June), 7190.
  • 37
    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 322332.
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    Cootner, P.H. The Random Character of Stock Market Prices; MIT Press: Cambridge, MA, 1964.