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Conference Proceedings (2015), 32nd International Conference of the French Finance Association, Association Française de Finance (AFFI)

Oil and Oil Company Stock Prices: Cointegration with Changing Regimes

DECLERCK Francis , INDJEHAGOPIAN Jean-Pierre

DECLERCK, F. and INDJEHAGOPIAN, J.P. (2015). Oil and Oil Company Stock Prices: Cointegration with Changing Regimes. In: 32nd International Conference of the French Finance Association. Association Française de Finance (AFFI).