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journal ISSN : | 2082-792X |
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Bibliography
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2. Andrews D.W.K., Zivot E. (1992) Further Evidence on the Great Crash, the Oil Price Shock and the Unit Root Hypothesis, Journal of Business and Economic Statistics, 10(3), pp. 251–270.
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3. Arouri M. E. H., Jawadi F., Nguyen D. K. (2011) Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets, chapter 9 in: [Gregoriou, Pascalau 2011], pp. 171-193.