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Joseph L. McCauley

Identifiers

  • name variant Joseph L. McCauley 0.60 · backfill

Papers (18)

  1. Hydrodynamic Lift on Boats physics.pop-ph · 2018 · author #1
  2. Anomalous Scaling of Stochastic Processes and the Moses Effect q-fin.ST · 2017 · author #3
  3. Scaling for speed on the water physics.pop-ph · 2016 · author #1
  4. Time vs. Ensemble Averages for Nonstationary Time Series q-fin.ST · 2008 · author #1
  5. ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns q-fin.ST · 2008 · author #1
  6. Integration I(d) of Nonstationary Time Series: Stationary and nonstationary increments physics.soc-ph · 2008 · author #1
  7. Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts q-fin.ST · 2007 · author #1
  8. Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory cond-mat.stat-mech · 2007 · author #1
  9. Markov vs. nonMarkovian processes A comment on the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T.D. Frank cond-mat.stat-mech · 2007 · author #1
  10. Martingales, Detrending Data, and the Efficient Market Hypothesis physics.soc-ph · 2007 · author #1
  11. Hurst Exponents, Markov Processes, and Fractional Brownian motion cond-mat.stat-mech · 2006 · author #1
  12. Nonstationary Increments, Scaling Distributions, and Variable Diffusion Processes in Financial Markets physics.soc-ph · 2006 · author #2
  13. Response to Worrying Trends in Econophysics physics.soc-ph · 2006 · author #1
  14. Markov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance cond-mat.stat-mech · 2006 · author #3
  15. Variable Step Random Walks and Self-Similar Distributions physics.data-an · 2004 · author #2
  16. A theory for Fluctuations in Stock Prices and Valuation of their Options cond-mat.stat-mech · 2002 · author #2
  17. An Empirical Model for Volatility of Returns and Option Pricing cs.CE · 2002 · author #1
  18. The Futility of Utility: how market dynamics marginalize Adam Smith cond-mat.stat-mech · 1999 · author #1

Mentions

  • 0804.0902 #1 · backfill · confidence 0.70 Joseph L. McCauley
  • 0803.4480 #1 · backfill · confidence 0.70 Joseph L. McCauley
  • 0803.3959 #1 · backfill · confidence 0.70 Joseph L. McCauley
  • 0710.2583 #1 · backfill · confidence 0.70 Joseph L. McCauley

Frequent Coauthors