Conditional correlations and volatility spillovers between crude oil and stock index returns.

R Tansuchat, C-L (Chia-Lin) Chang, Michael McAleer

Research output: Working paperAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Pages1-44
Number of pages44
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-12

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