Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Year of publication: |
2005
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Authors: | Sarno, Lucio ; Valente, Giorgio |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 20.2005, 3, p. 345-376
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