RDP 8612: A Weekly Model of the Floating Australian Dollar
Equation (7)
σ
^
τ
2
(
t
)
=
−
1
N
Σ
i
=
1
N
(
μ
t
+
1
−
i
−
μ
t
−
i
)
(
μ
t
−
1
−
μ
t
−
i
−
1
)
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