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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~subject:"Estimation"
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
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2012
Persistent link: https://www.econbiz.de/10009562986
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
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2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
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2012
Persistent link: https://www.econbiz.de/10009562958
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