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Information about:
Joseph L. McCauley

Personal Details | Affiliation | Works
This is information that was supplied by Joseph McCauley in registering through RePEc. If you are Joseph L. McCauley , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Joseph
Middle Name: L.
Last Name: McCauley
Suffix:

RePEc Short-ID: pmc49

Email:
Homepage: http://www.phys.uh.edu/faculty.php?155622-961-5=jmccaul2
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. McCauley, Joseph L., 2007. "Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory," MPRA Paper 2128, University Library of Munich, Germany. [Downloadable!]

  2. McCauley, Joseph L., 2006. "Response to worrying trends in econophysics," MPRA Paper 2129, University Library of Munich, Germany. [Downloadable!]

  3. Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H., 2006. "Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets," MPRA Paper 2126, University Library of Munich, Germany. [Downloadable!]

  4. McCauley, Joseph L., 2004. "Making dynamic modelling effective in economics," MPRA Paper 2130, University Library of Munich, Germany. [Downloadable!]

  5. McCauley, Joseph l., 2004. "Thermodynamic analogies in economics and finance: instability of markets," MPRA Paper 2159, University Library of Munich, Germany. [Downloadable!]

  6. McCauley, Joseph L. & Küffner, Cornelia M., 2004. "Economic system dynamics," MPRA Paper 2158, University Library of Munich, Germany. [Downloadable!]

  7. McCauley, Joseph L. & Gunaratne, Gemunu H., 2003. "On CAPM and Black-Scholes, differing risk-return strategies," MPRA Paper 2162, University Library of Munich, Germany. [Downloadable!]

  8. J.L. McCauley & G.h. Gunaratne, 2002. "An empirical model of volatility of returns and option pricing," Computing in Economics and Finance 2002 186, Society for Computational Economics.
    Other versions:

  9. McCauley, Joseph L., 1999. "The Futility of Utility: how market dynamics marginalize Adam Smith," MPRA Paper 2163, University Library of Munich, Germany. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (2) 2007-03-17 2007-03-17 Author is listed
  2. NEP-HPE: History & Philosophy of Economics (1) 2007-03-17 Author is listed
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This page was last updated on 2009-12-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.