BibSonomy :: author  :: McCauley ::

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publications

(5)

• An empirical model of volatility of returns and option pricing
  Joseph L. McCauley and Gemunu H. Gunaratne Physica A: Statistical Mechanics and its Applications 329 178--198 (2003)
  to Economics by smicha on 2008-04-22 10:36:30
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• On CAPM and Black-Scholes differing risk-return strategies
  Joseph L. McCauley and Gemunu H. Gunaratne Physica A: Statistical Mechanics and its Applications 329 170--177 (2003)
  to Economics by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Scaling, correlations, and cascades in finance and turbulence
  Joseph L. McCauley Physica A: Statistical Mechanics and its Applications 329 213--221 (2003)
  to Economics by smicha on 2008-04-22 10:36:30
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• Thermodynamic analogies in economics and finance: instability of markets
  Joseph L. McCauley Physica A: Statistical Mechanics and its Applications 329 199--212 (2003)
  to Economics by smicha on 2008-04-22 10:36:30
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• Making dynamic modeling effective in economics
  Joseph L. McCauley Physica A: Statistical Mechanics and its Applications 355 1--9 (2005)
  to Economics \& financial markets by smicha on 2008-04-22 10:36:30
  | URL | BibTeX