-step-ahead volatility forecasts. The empirical results show that the ARSV(1) model outperforms the GARCH(1, 1) model in terms of the in-sample … and outof-sample performance under the physical measure. Under the risk-neutral measure, we explore the in-sample and out …

significance of explanatory variables, is employed to evaluate the in-sample performance of exchange rate models. This analysis is …

significance of explanatory variables, is employed to evaluate the in-sample performance of exchange rate models. This analysis is …

predicted by the trading volume of the cryptocurrency both in-sample and out-of-sample. The estimates of gold and the dollar … analyses, we can conclude that in-sample predictability cannot guarantee out-of-sample predictability and vice versa. This may … shed light on the disparate results between in-sample and out-of-sample predictability in a large body of previous …

forecasting performance of the dynamic factor predictive regression model by comparing in-sample and out-of-sample predictability … statistically and economically significant in-sample predictability for the future equity risk premium for the KOSPI, as strongly as … large set of financial and macroeconomic data in Korea and evaluate its in-sample and out-of-sample predictability in …

forecasting performance of the dynamic factor predictive regression model by comparing in-sample and out-of-sample predictability … statistically and economically significant in-sample predictability for the future equity risk premium for the KOSPI, as strongly as … large set of financial and macroeconomic data in Korea and evaluate its in-sample and out-of-sample predictability in …