On non-ergodic asset prices
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More about this item
KeywordsCAPM; Financial markets; Social interaction; Random difference equations; C62; D85; G12;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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