مرکز منطقه ای اطلاع رساني علوم و فناوري - Rational infinitely lived asset prices must be non-stationary

Title of article :

Rational infinitely lived asset prices must be non-stationary

Author/Authors :

Richard Roll، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

1093

To page :

1097

Keywords :

Martingale , Non-stationarity , Asset pricing

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193381

Link To Document :