Questionable research practices have generated considerable recent interest throughout and beyond the scientific community. We subsume such practices involving secret data snooping that influences subsequent statistical inference under the term MESSing (manipulating evidence subject to snooping)...

Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...

Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...