Ergodicity, State Prices, and Long Bond Returns (Q4213034)

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scientific article; zbMATH DE number 1208365
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    Ergodicity, State Prices, and Long Bond Returns
    scientific article; zbMATH DE number 1208365

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      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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