Quantification of intermarket influence on the Australian All Ordinary Index based on optimization techniques

Tilakaratne, CD, Morris, SA, Mammadov, Musa A and Hurst, CP 2007, Quantification of intermarket influence on the Australian All Ordinary Index based on optimization techniques, ANZIAM journal, vol. 48, pp. C104-C118, doi: 10.21914/anziamj.v48i0.54.

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Title Quantification of intermarket influence on the Australian All Ordinary Index based on optimization techniques
Author(s) Tilakaratne, CD
Morris, SA
Mammadov, Musa A
Hurst, CP
Journal name ANZIAM journal
Volume number 48
Start page C104
End page C118
Total pages 15
Publisher Australian Mathematical Society
Place of publication Adelaide, S. Aust.
Publication date 2007
ISSN 1446-1811
1446-8735
Keyword(s) Australian All Ordinary Index
stock market indices
Language eng
DOI 10.21914/anziamj.v48i0.54
Field of Research 01 Mathematical Sciences
09 Engineering
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2007, Australian Mathematical Society
Persistent URL http://hdl.handle.net/10536/DRO/DU:30119745

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