RDP 9501: Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature
Equation (9)
x
t
=
x
t
*
+
F
t
with
F
t
=
λ
F
t
−
1
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaWG4b WaaSbaaSqaaiaadshaaeqaaOGaeyypa0JaamiEamaaDaaaleaacaWG 0baabaGaaiOkaaaakiabgUcaRiaadAeadaWgaaWcbaGaamiDaaqaba aakeaacaqG3bGaaeyAaiaabshacaqGObGaaGPaVlaadAeadaWgaaWc baGaamiDaaqabaGccqGH9aqpcqaH7oaBcaWGgbWaaSbaaSqaaiaads hacqGHsislcaaIXaaabeaakiabgUcaRiabew7aLnaaBaaaleaacaWG 0baabeaaaaaa@503D@