Benoit B. Mandelbrot

Yale University - International Center for Finance

Professor of Mathematics and IBM Research Fellow

Box 208200

10 Hillhouse Avenue

New Haven, CT 06520-8200

United States

IBM Corporation - Thomas J. Watson Research Center

Professor of Mathematics and IBM Research Fellow

Route 134

Kitchawan Road

Yorktown Heights, NY 10598

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 40,025

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1

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

A Multifractal Model of Asset Returns

Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of pages: 33 Posted: 21 Apr 1998
Benoit B. Mandelbrot, Adlai J. Fisher and Laurent E. Calvet
Yale University - International Center for Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 7,934 (671)
Citation 1

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2.

Large Deviations and the Distribution of Price Changes

Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Number of pages: 30 Posted: 22 Apr 1998
Laurent E. Calvet, Adlai J. Fisher and Benoit B. Mandelbrot
EDHEC Business School - Department of Economics & Finance, University of British Columbia (UBC) - Sauder School of Business and Yale University - International Center for Finance
Downloads 2,775 (4,161)

Abstract:

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3.

Multifractality of Deutschemark / Us Dollar Exchange Rates

Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of pages: 40 Posted: 21 Apr 1998
Adlai J. Fisher, Laurent E. Calvet and Benoit B. Mandelbrot
University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School - Department of Economics & Finance and Yale University - International Center for Finance
Downloads 2,733 (4,255)

Abstract:

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