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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
DlogN
=
α
12
log
(
N
^
/
N
)
+
β
36
log
(
L
/
ϕ
0
N
)
N
^
=
N
0
{
W
(
1.0
−
t
1
)
/
P
d
w
0
e
λ
4
t
}
β
37
Z
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=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@6FFB@