Ergodicity, State Prices, and Long Bond Returns (Q4213034)
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scientific article; zbMATH DE number 1208365
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| default for all languages | No label defined |
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| English | Ergodicity, State Prices, and Long Bond Returns |
scientific article; zbMATH DE number 1208365 |
Statements
Ergodicity, State Prices, and Long Bond Returns (English)
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19 April 1999
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ergodicity
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long bond returns
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incomplete markets
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price systems in securities markets
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Markov price system
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long-horizon
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0.7325453758239746
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0.7296974062919617
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0.7252210378646851
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0.7240426540374756
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0.720356822013855
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