Lim; C.G.; McNelis; P.D. - Department of Economics, Faculty of Business and Economics - 1996
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.