@unpublished{publication-5446,
	author={Nitschka, Thomas},
	institution={University of Zurich},
	issn={1424-0459},
	number={No. 338},
	series={Working paper series / Institute for Empirical Research in Economics},
	title={International evidence for return predictability and the implications for long-run covariation of the G7 stock markets},
	year=2007,
}