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Nonlinear Cointegration and Nonlinear Error Correction Models: Theory and Empirical Applications for Oil and Stock Markets.

Chapter

AROURI Mohamed El Hedi ; JAWADI Fredj ; NGUYEN Duc Khuong

2010

171-193

Contents : Introduction
Theoretical background of nonlinear cointegration and NECMs
Empirical application to oil equity price dynamics
Conclusion

Language : English

Location : Nice Library

Material : Paper

Faculty's books : Oui

Owner : Bibliothèque

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