The economic value of predicting stock index returns and volatility

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

Research output: Contribution to journalArticleScientificpeer-review

140 Citations (Scopus)
Original languageEnglish
Pages (from-to)407-429
Number of pages22
JournalJournal of Financial and Quantitative Analysis
Volume39
Publication statusPublished - 2004

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