@data{modelling-/2005, author = {Sarno, Lucio and Valente, Giorgio}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {modelling-and-forecasting-stock-returns-exploiting-the-futures-market-regime-shifts-and-internation}, year = {2005}, version = {1}, url = {https://jda-test.zbw.eu/dataset/modelling-and-forecasting-stock-returns-exploiting-the-futures-market-regime-shifts-and-internation} }