| 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
Marquering, W., & Verbeek, M. J. C. M. (2004). The economic value of predicting stock index returns and volatility. Journal of Financial and Quantitative Analysis, 39, 407-429.
@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",
}
Marquering, W & Verbeek, MJCM 2004, 'The economic value of predicting stock index returns and volatility' Journal of Financial and Quantitative Analysis, vol. 39, pp. 407-429.
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 journal › Article › Scientific › peer-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
ER -
Marquering W, Verbeek MJCM. The economic value of predicting stock index returns and volatility. Journal of Financial and Quantitative Analysis. 2004;39:407-429.