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Number of items: 2.

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2011) Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2012) Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [Working Paper or Technical Report] (Unpublished)

This list was generated on Sun Apr 20 02:36:07 2014 CEST.