The economic value of predicting stock index returns and volatility

W. Marquering, M.J.C.M. Verbeek

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	407-429
Number of pages	22
Journal	Journal of Financial and Quantitative Analysis
Volume	39
Publication status	Published - 2004

Cite this

@article{159873c7d9ba443ea624cb9bb1a47e3a,

title = "The economic value of predicting stock index returns and volatility",

author = "W. Marquering and M.J.C.M. Verbeek",

note = "DP 0078 Pagination: 22",

year = "2004",

language = "English",

volume = "39",

pages = "407--429",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

}