A commodity price process with a unique continuous invariant distribution having infinite mean
by Eugenio S. A. Bobenrieth H.; Juan R. A. Bobenrieth H., and Brian D. Wright
| Year of publication: |
2002
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|---|---|
| Authors: | Bobenrieth H., Eugenio S. ; Bobenrieth H., Juan R. A. ; Wright, Brian D. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 3, p. 1213-1219
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| Subject: | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Lager | Storage facility | Kosten | Costs | Rohstoffderivat | Commodity derivative | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001688049