Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
Paul McNelis () and
No 505, Department of Economics - Working Papers Series from The University of Melbourne
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.
Keywords: STOCK MARKET; LINEAR MODELS (search for similar items in EconPapers)
JEL-codes: G10 G15 G18 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:mlb:wpaper:505
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