HUANG, Ruixin. Dynamic Correlations Between the U.S. Equity Market and Australian Sector Indices and Their Regime Differences: Evidence from DCC-GARCH with Wavelet–Changepoint Segmentation. CPS Digital Library - Series of Conferences, [S. l.], v. 1, p. 160–166, 2026. Disponível em: https://seriesofconference.com/index.php/SCJ/article/view/213. Acesso em: 17 jul. 2026.