out-of-sample performance, as pseudo-real time evaluation exercises show. … auch hinsichtlich der out-of-sample Prognose gute Ergebnisse liefert. …

out-of-sample hedging effectiveness estimators. Through mathematical andsimulation analysis we determine the following: (a … amount of risk reduction that can be achieved, (c) hedging effectivenessestimated in the out-of-sample period will generally … this "out-of-sample"period to the "in-sample" period. This study focuses on the statistical properties of thein-sample and …

an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures …, which allow for a relatively long out-of-sample evaluation period afterpermitting model specification and appropriate …

. When forecasting out-of-sample options on the S&P 500 index, substantial improvements are found compared to a benchmark … predictive densities taking into account parameter uncertainty. When forecast- ing out-of-sample options on the S&P 500 index … implied volatilities. Keywords: Bayesian inference, option pricing, finite mixture models, out-of-sample prediction, GARCH …

across countries. The gravity equation is estimated ‘out-of-sample’, meaning that we do not include data on trade flows of …

popular bias correction methods, proposed by Hansen (1999) and So and Shin (1999), by comparing their out-of-sample forecast …

DJIA data to see if their profitability survives out-of-sample and is robust to publicity and presence of an index futures …

regressions along with out-of-sample validation tests and receiver operating characteristic curves, this paper develops proxy …

this "out-of-sample" period to the "in-sample" period. This study focuses on the statistical properties of the in …-sample and out-of-sample hedging effectiveness estimators. Through mathematical and simulation analysis we determine the … overstate the true amount of risk reduction that can be achieved, (c) hedging effectiveness estimated in the out-of-sample …

in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures …, which allow for a relatively long out-of-sample evaluation period after permitting model specification and appropriate …