Noah, Joseph, and Operational Hydrology

  title={Noah, Joseph, and Operational Hydrology},
  author={Benoit B. Mandelbrot and James R. Wallis},
  journal={Water Resources Research},
By ‘Noah Effect’ we designate the observation that extreme precipitation can be very extreme indeed, and by ‘Joseph Effect’ the finding that a long period of unusual (high or low) precipitation can be extremely long. Current models of statistical hydrology cannot account for either effect and must be superseded. As a replacement, ‘self-similar’ models appear very promising. They account particularly well for the remarkable empirical observations of Harold Edwin Hurst. The present paper… 

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The variation of certain •ecularive prices

  • J. Business Univ. Chicago,
  • 1963

The Variation of Certain Speculative Prices

The classic model of the temporal variation of speculative prices (Bachelier 1900) assumes that successive changes of a price Z(t) are independent Gaussian random variables. But, even if Z(t) is