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Our data says that the document:

Burhan F, Yavas ; Lidija, Dedi. (2016) An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries.
In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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cites:

Chou, R.Y. ; Lin, J. ; Wu, C. Modeling the Taiwan stock market and international linkages. 1999 Pac. Econ. Rev.. 4 305-320

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