论文信息 - Martingale-Like Behavior of Prices and Interest Rates - 字舞流文

Martingale-Like Behavior of Prices and Interest Rates

Christopher A. Sims | C. Sims

[1] R. Lucas. ASSET PRICES IN AN EXCHANGE ECONOMY , 1978 .

[2] David M. Kreps,et al. Martingales and arbitrage in multiperiod securities markets , 1979 .