A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean

DOI10.1111/1468-0262.00323zbMath1121.91337OpenAlexW2130558552MaRDI QIDQ5474992

Eugenio S. A. Bobenrieth H., Juan R. A. Bobenrieth H., Brian D. Wright

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/173655

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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