Modeling and testing volatility spillovers in oil and financial markets for the USA, the UK, and China

Chia Lin Chang, Michael McAleer*, Jiarong Tian

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Modeling and testing volatility spillovers in oil and financial markets for the USA, the UK, and China'. Together they form a unique fingerprint.

Economics, Econometrics and Finance