Huang R. Dynamic Correlations Between the U.S. Equity Market and Australian Sector Indices and Their Regime Differences: Evidence from DCC-GARCH with Wavelet–Changepoint Segmentation. SCJ [Internet]. 2026 Jun. 22 [cited 2026 Jul. 16];1:160-6. Available from: https://seriesofconference.com/index.php/SCJ/article/view/213