Bassler, Kevin E.; Gunaratne, Gemunu H. and McCauley, Joseph L. (2007): Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts. Unpublished.
McCauley, Joseph L.; Gunaratne, Gemunu H. and Bassler, Kevin E. (2006): Hurst exponents, Markov processes, and fractional Brownian motion. Forthcoming in: Physica A (2007)
Bassler, Kevin E.; Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A , Vol. 369, (2006): pp. 343-353.
McCauley, Joseph L.; Gunaratne, Gemunu H. and Bassler, Kevin E. (2007): Martingale option pricing. Forthcoming in: Physica A (2007)
McCauley, Joseph L.; Bassler, Kevin E. and Gunaratne, Gemunu H. (2007): Martingales, Detrending Data, and the Efficient Market Hypothesis. Unpublished.
McCauley, Joseph L.; Bassler, Kevin E. and Gunaratne, Gemunu h. (2007): Martingales, the efficient market hypothesis, and spurious stylized facts. Unpublished.
Bassler, Kevin E.; McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets. Unpublished.
