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- Wed Jun 13, 2018 10:19 am
- Forum: Econometric Discussions
- Topic: Forecasting Out-of-sample data
- Replies: 0
- Views: 3128
Forecasting Out-of-sample data
Hello, I am preparing thesis about the optimal hedge ratios using OLS, VECM and CCC-GARCH, BEKK-GARCH models. Let's say that my in-sample period is from 01/01/1995 to 01/01/2018 and out of sample is from 02/01/2018 to 15/05/2018. I obtained the in-sample optimal hedge ratios (static and time-varying...