The economic value of predicting stock index returns and volatility

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

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)407-429
Number of pages22
JournalJournal of Financial and Quantitative Analysis
Volume39
Publication statusPublished - 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",

}

The economic value of predicting stock index returns and volatility. / Marquering, W.; Verbeek, M.J.C.M.

In: Journal of Financial and Quantitative Analysis, Vol. 39, 2004, p. 407-429.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - The economic value of predicting stock index returns and volatility

AU - Marquering, W.

AU - Verbeek, M.J.C.M.

N1 - DP 0078 Pagination: 22

PY - 2004

Y1 - 2004

M3 - Article

VL - 39

SP - 407

EP - 429

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

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