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Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing

Lookup NU author(s): Professor Robert SollisORCiD

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Publication metadata

Author(s): Sollis R

Publication type: Article

Publication status: Published

Journal: Journal of Forecasting

Year: 2005

Volume: 24

Issue: 3

Pages: 221-231

ISSN (print): 0277-6693

ISSN (electronic): 1099-131X

Publisher: John Wiley & Sons Ltd.

URL: http://dx.doi.org/10.1002/for.956

DOI: 10.1002/for.956

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