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