Skip to content
RDP 9609: Australian Financial Market Volatility: an Exploration of Cross-Country and Cross-Market Linkages
Equation (6a)
x
t
A
U
S
(
o
′
n
i
g
h
t
)
=
α
0
+
β
3
x
t
−
1
A
U
S
(
o
′
n
i
g
h
t
)
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaDa aaleaacaWG0baabaGaamyqaiaadwfacaWGtbWaaeWaaeaaceWGVbGb auaacaWGUbGaamyAaiaadEgacaWGObGaamiDaaGaayjkaiaawMcaaa aakiabg2da9iabeg7aHnaaBaaaleaacaaIWaaabeaakiabgUcaRiab ek7aInaaBaaaleaacaaIZaaabeaakiaadIhadaqhaaWcbaGaamiDai abgkHiTiaaigdaaeaacaWGbbGaamyvaiaadofadaqadaqaaiqad+ga gaqbaiaad6gacaWGPbGaam4zaiaadIgacaWG0baacaGLOaGaayzkaa aaaOGaey4kaSIaeqyTdu2aaSbaaSqaaiaadshaaeqaaaaa@5A19@