Skip to content
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
Equation (4)
d
A
=
μ
A
(
γ
)
A
(
t
)
d
t
+
σ
A
A
(
t
)
d
z
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamizamaaBa aaleaacaWGbbaabeaakiabg2da9iabeY7aTnaaBaaaleaacaWGbbaa beaakmaabmaabaGaeq4SdCgacaGLOaGaayzkaaGaamyqamaabmaaba GaamiDaaGaayjkaiaawMcaaiaadsgacaWG0bGaey4kaSIaeq4Wdm3a aSbaaSqaaiaadgeaaeqaaOGaamyqamaabmaabaGaamiDaaGaayjkai aawMcaaiaadsgacaWG6baaaa@4CBE@