Mathematical and Statistical Methods for Actuarial Sciences and Finance

224 S. Muzzioli

18. Romano, J.P., Shaikh, A.M., Wolf, M.: Formalized data snooping based on generalized
    error rates. Econometric Theory 24, 404–447 (2008)


19. Szakmary, A., Evren, O., Jin, K.K., Wallace N.D.: The predictive power of implied volatil-
    ity: evidence from 35 futures markets. J. Bank. Finan. 27, 2151–2175 (2003)


20. White, H.: A reality check for data snooping. Econometrica 68, 1097–1126, (2000)