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The economic value of predicting stock index returns and volatility

Marquering,W.
Verbeek,M.J.C.M.
Abstract
Description
DP 0078 Pagination: 22
Date
2004
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Publisher
Research Projects
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Citation
Marquering, W & Verbeek, M J C M 2004, 'The economic value of predicting stock index returns and volatility', Journal of Financial and Quantitative Analysis, vol. 39, pp. 407-429.
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