A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
- 1 May 2002
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 70 (3), 1213-1219
- https://doi.org/10.1111/1468-0262.00323
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- Stochastic Speculative PriceProceedings of the National Academy of Sciences of the United States of America, 1971