use recently developed out-of-sample statistical tests and include both valuation ratios and interest rates as predictive …

traditional Black-Scholes model and a proprietary trading desk model. We show that the most consistent in-sample and out-of-sample …

models. These strategies are compared through a comprehensive out-of-sample chronological analysis based on real-world data …

We review and construct consistent in-sample specification and out-of-sample model selection tests on conditional …” performer in terms of distributional “fit” as well as predictive density accuracy, both in-sample and out-of-sample, is the …

We examine both in-sample and out-of-sample predictability of South African stock return using macroeconomic variables …-statistic corresponding to the slope coefficient of the predictive regression model, and for the out-of-sample tests we employ the MSE-F and … mining. Further, we use a procedure that combines the in-sample general-to-specific model selection with tests of out-of-sample …

robust to subsamples' decomposition. Third, we show in an out-of-sample forecasting exercise that nonparametric modeling …

positive sentiment, while the sentiment effect remains over months. -- Reuters sentiment ; stock returns ; out-of-sample …