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Evaluating Option Pricing Model Performance Using Model Uncertainty. (2014). Lehnert, Thorsten ; Blanchard, Gildas ; Bams, Dennis.
In: LSF Research Working Paper Series.
RePEc:crf:wpaper:14-06.

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  24. Rapach, D. E., Strauss, J. K., & Zhou, G. (2010). Out-of-sample equity premium prediction: Combination forecasts and links to the real economy. Review of Financial Studies, 23(2), 821-862.

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