RDP 9609: Australian Financial Market Volatility: an Exploration of Cross-Country and Cross-Market Linkages Equation (18)

ν t =α+β ν t1 + γ + Δ t + + γ Δ t + ε t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamODamaaBa aaleaacaWG0baabeaakiabg2da9iabeg7aHjabgUcaRiabek7aIjaa dAhadaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey4kaSIaeq 4SdC2aaWbaaSqabeaacqGHRaWkaaGccqqHuoardaqhaaWcbaGaamiD aaqaaiabgUcaRaaakiabgUcaRiabeo7aNnaaCaaaleqabaGaeyOeI0 caaOGaeuiLdq0aa0baaSqaaiaadshaaeaacqGHsislaaGccqGHRaWk cqaH1oqzdaWgaaWcbaGaamiDaaqabaaaaa@5312@