Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
This paper examines the influence of shocks in the Japanese Nikkei Index and in the U.S. S&P Index on the Australian All-Ordinaries Index. W present results from the application of three models - an autoressive linear model, a GARCH-M model and a non-linear neural network model.
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|Date of creation:||1996|
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