An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence

Marquering, Wessel, (1998)

A multivariate nonparametric test for return and volatility timing

Marquering, Wessel, (2004)

The Economic Value of Predicting Stock Index Returns and Volatility

Marquering, Wessel, (2004)