RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
D
r
m
=
α
19
(
r
^
m
−
r
m
)
+
β
27
D
log
M
/
A
+
β
28
Qr
m
r
^
m
=
r
mo
+
β
64
r
b
+
(
1
−
β
64
)
r
b1
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