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Disambiguation of "McCauley, Joseph L."

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A theory of fluctuations in stock prices

, , , , , , , and . Physica A: Statistical Mechanics and its Applications, 363 (2): 383--392 (May 1, 2006)

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Joseph R L Ruding

L Bräuer

L Solymosi

L Müller

L Eberl

 

Other publications of authors with the same name

Chaos, dynamics, and fractals : an algorithmic approach to deterministic chaos. (1993)Thermodynamic analogies in economics and finance: instability of markets. Physica A: Statistical Mechanics and its Applications, 329 (1-2): 199--212 (Nov 1, 2003)On CAPM and Black-Scholes differing risk-return strategies, and . Physica A: Statistical Mechanics and its Applications, 329 (1-2): 170--177 (Nov 1, 2003)Integrability and attractors. Chaos, Solitons & Fractals, 4 (11): 1969--1984 (November 1994)Symmetry and integrable canonical flows. Chaos, Solitons & Fractals, 4 (12): 2133--2144 (December 1994)Martingales, detrending data, and the efficient market hypothesis, , and . Physica A: Statistical Mechanics and its Applications, 387 (1): 202--216 (Jan 1, 2008)Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance, , and . Physica A, 369 (2): 343--353 (2006)A comment on the paper "Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations" by T.D. Frank. Physica A: Statistical Mechanics and its Applications, 382 (2): 445--452 (Aug 15, 2007)The futility of utility: how market dynamics marginalize Adam Smith. Physica A: Statistical Mechanics and its Applications, 285 (3-4): 506--538 (Oct 1, 2000)Hurst exponents, Markov processes, and fractional Brownian motion, , and . Physica A: Statistical Mechanics and its Applications, 379 (1): 1--9 (Jun 1, 2007)