A commodity price process with a unique continuous invariant distribution having infinite mean

成果类型：

Article

署名作者：

Bobenrieth, ESA; Bobenrieth, JRA; Wright, BD

署名单位：

Universidad de Concepcion; Universidad del Bio-Bio; University of California System; University of California Berkeley

刊物名称：

ECONOMETRICA

ISSN/ISSBN：

0012-9682

DOI：

10.1111/1468-0262.00323

发表日期：

2002

页码：

1213-1219

关键词：

storage BEHAVIOR