Unbiased Estimators of Long-Run Expected Rates of Return

DOI10.2307/2285993MaRDI QIDQ4042472zbMATH OpenOpenAlexFDO

Authors Marshall E. Blume

Publication date 1974

Full work available at URL https://doi.org/10.2307/2285993

Mathematics Subject Classification ID

Point estimation (62F10)

Cited in

(2)

• Asymptotic approximations of expectations of power means
• VIX futures term structure and the expectations hypothesis

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