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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 [Working Paper or Technical Report] (Unpublished)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 [Working Paper or Technical Report] (Unpublished)
