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Modelling and forecasting stock returns : exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10002807207
Cover Image
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10006960024