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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
DlogP
x
=
α
8
log
(
P
^
x
/
P
x
)
+
β
24
log
(
ν
^
/
ν
)
P
^
x
=
P
x
0
(
EP
w
1
)
β
25
[
EP
i
(
1.0
+
t
3
)
]
(
1.0
−
β
25
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=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@7846@