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STATISTICS (Total: 130 journals)
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Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems (Followers: 10)
Advances in Data Analysis and Classification (Followers: 61)
Annals of Applied Statistics (Followers: 39)
Applied Categorical Structures (Followers: 4)
Argumentation et analyse du discours (Followers: 10)
Asian Journal of Mathematics & Statistics (Followers: 8)
AStA Advances in Statistical Analysis (Followers: 4)
Australian & New Zealand Journal of Statistics (Followers: 13)
Bernoulli (Followers: 9)
Biometrical Journal (Followers: 10)
Biometrics (Followers: 51)
British Journal of Mathematical and Statistical Psychology (Followers: 18)
Building Simulation (Followers: 1)
Bulletin of Statistics (Followers: 4)
CHANCE (Followers: 5)
Communications in Statistics - Simulation and Computation (Followers: 9)
Communications in Statistics - Theory and Methods (Followers: 11)
Computational Statistics (Followers: 14)
Computational Statistics & Data Analysis (Followers: 37)
Current Research in Biostatistics (Followers: 8)
Decisions in Economics and Finance (Followers: 11)
Demographic Research (Followers: 16)
Electronic Journal of Statistics (Followers: 8)
Engineering With Computers (Followers: 5)
Environmental and Ecological Statistics (Followers: 7)
ESAIM: Probability and Statistics (Followers: 5)
Extremes (Followers: 2)
Fuzzy Optimization and Decision Making (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice (Followers: 13)
Handbook of Numerical Analysis (Followers: 5)
Handbook of Statistics (Followers: 7)
IEA World Energy Statistics and Balances - (Followers: 2)
International Journal of Computational Economics and Econometrics (Followers: 6)
International Journal of Quality, Statistics, and Reliability (Followers: 17)
International Journal of Stochastic Analysis (Followers: 3)
International Statistical Review (Followers: 12)
International Trade by Commodity Statistics - Statistiques du commerce international par produit
Journal of Algebraic Combinatorics (Followers: 4)
Journal of Applied Statistics (Followers: 20)
Journal of Biopharmaceutical Statistics (Followers: 20)
Journal of Business & Economic Statistics (Followers: 39, SJR: 3.664, CiteScore : 2)
Journal of Combinatorial Optimization (Followers: 7)
Journal of Computational & Graphical Statistics (Followers: 20)
Journal of Econometrics (Followers: 82)
Journal of Educational and Behavioral Statistics (Followers: 6)
Journal of Forecasting (Followers: 17)
Journal of Global Optimization (Followers: 7)
Journal of Interactive Marketing (Followers: 10)
Journal of Mathematics and Statistics (Followers: 8)
Journal of Nonparametric Statistics (Followers: 6)
Journal of Probability and Statistics (Followers: 10)
Journal of Risk and Uncertainty (Followers: 32)
Journal of Statistical and Econometric Methods (Followers: 5)
Journal of Statistical Physics (Followers: 13)
Journal of Statistical Planning and Inference (Followers: 8)
Journal of Statistical Software (Followers: 20, SJR: 13.802, CiteScore : 16)
Journal of the American Statistical Association (Followers: 72, SJR: 3.746, CiteScore : 2)
Journal of the Korean Statistical Society (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics) (Followers: 31)
Journal of the Royal Statistical Society, Series A (Statistics in Society) (Followers: 26)
Journal of the Royal Statistical Society, Series B (Statistical Methodology) (Followers: 43)
Journal of Theoretical Probability (Followers: 3)
Journal of Time Series Analysis (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability (Followers: 30)
Law, Probability and Risk (Followers: 8)
Lifetime Data Analysis (Followers: 7)
Mathematical Methods of Statistics (Followers: 4)
Measurement Interdisciplinary Research and Perspectives (Followers: 1)
Metrika (Followers: 4)
Modelling of Mechanical Systems (Followers: 1)
Monte Carlo Methods and Applications (Followers: 6)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international (Followers: 2)
Multivariate Behavioral Research (Followers: 5)
Optimization Letters (Followers: 2)
Optimization Methods and Software (Followers: 8)
Oxford Bulletin of Economics and Statistics (Followers: 34)
Pharmaceutical Statistics (Followers: 17)
Probability Surveys (Followers: 4)
Queueing Systems (Followers: 7)
Research Synthesis Methods (Followers: 7)
Review of Economics and Statistics (Followers: 124)
Review of Socionetwork Strategies
Risk Management (Followers: 15)
Sankhya A (Followers: 2)
Scandinavian Journal of Statistics (Followers: 9)
Sequential Analysis: Design Methods and Applications
Significance (Followers: 7)
Sociological Methods & Research (Followers: 37)
SourceOCDE Comptes nationaux et Statistiques retrospectives
SourceOCDE Statistiques : Sources et methodes
SourceOECD Bank Profitability Statistics - SourceOCDE Rentabilite des banques (Followers: 1)
SourceOECD Insurance Statistics - SourceOCDE Statistiques d'assurance (Followers: 2)
SourceOECD Main Economic Indicators - SourceOCDE Principaux indicateurs economiques (Followers: 1)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques
SourceOECD Monthly Statistics of International Trade (Followers: 1)
SourceOECD National Accounts & Historical Statistics
SourceOECD OECD Economic Outlook Database - SourceOCDE Statistiques des Perspectives economiques de l'OCDE (Followers: 2)
SourceOECD Science and Technology Statistics - SourceOCDE Base de donnees des sciences et de la technologie
SourceOECD Statistics Sources & Methods (Followers: 1)
SourceOECD Taxing Wages Statistics - SourceOCDE Statistiques des impots sur les salaires
Stata Journal (Followers: 9)
Statistica Neerlandica (Followers: 1)
Statistical Applications in Genetics and Molecular Biology (Followers: 5)
Statistical Communications in Infectious Diseases
Statistical Inference for Stochastic Processes (Followers: 3)
Statistical Methodology (Followers: 7)
Statistical Methods and Applications (Followers: 6)
Statistical Methods in Medical Research (Followers: 27)
Statistical Modelling (Followers: 19)
Statistical Papers (Followers: 4)
Statistical Science (Followers: 13)
Statistics & Probability Letters (Followers: 13)
Statistics & Risk Modeling (Followers: 2)
Statistics and Computing (Followers: 13)
Statistics and Economics (Followers: 1)
Statistics in Medicine (Followers: 191)
Statistics, Politics and Policy (Followers: 6)
Statistics: A Journal of Theoretical and Applied Statistics (Followers: 14)
Stochastic Models (Followers: 3)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports (Followers: 2)
Structural and Multidisciplinary Optimization (Followers: 12)
Teaching Statistics (Followers: 7)
Technology Innovations in Statistics Education (TISE) (Followers: 2)
TEST (Followers: 3)
The American Statistician (Followers: 24)
The Annals of Applied Probability (Followers: 8)
The Annals of Probability (Followers: 10)
The Annals of Statistics (Followers: 34)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Followers: 11)
Wiley Interdisciplinary Reviews - Computational Statistics (Followers: 1)
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Testing bias in professional forecasts Authors:
Philip Hans Franses
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-20T10:51:28-08:00DOI: 10.1002/for.2765
Assessing liquidity adjusted risk forecasts Authors:
Theo Berger; Christina Uffmann Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-14T08:23:42-08:00DOI: 10.1002/for.2758
Convolution‐Based Filtering and Forecasting: An Application to WTI Crude Oil Prices Authors:
Christian Gourieroux; Joann Jasiak,
Michelle Tong Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-14T08:03:59-08:00DOI: 10.1002/for.2757
Do local and global factors impact the emerging markets' sovereign yield curves' Evidence from a data‐rich environment Authors:
Oguzhan Cepni; I. Ethem Guney,
Doruk Kucuksarac,
M. Hasan Yilmaz Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-12T03:00:45-08:00DOI: 10.1002/for.2763
Strategic bias and popularity effect in the prediction of economic surprises† Authors:
Luiz Félix; Roman Kräussl,
Philip Stork Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-11T12:00:00-08:00DOI: 10.1002/for.2764
Step‐ahead Spot Price Densities using daily Synchronously Reported Prices and Wind Forecasts Authors:
Per B. Solibakke
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-06T12:41:42-08:00DOI: 10.1002/for.2759
Forecasting of intermittent demands under the risk of inventory obsolescence Authors:
Kamal Sanguri; Kampan Mukherjee Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-06T11:18:52-08:00DOI: 10.1002/for.2761
Application of Google Trends‐based sentiment index in exchange rate prediction† Authors:
Takumi Ito; Motoki Masuda,
Ayaka Naito,
Fumiko Takeda Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-06T10:40:45-08:00DOI: 10.1002/for.2762
Forecasting US Overseas Travelling with Univariate and Multivariate Models Authors:
Nicholas Apergis
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2021-01-06T08:04:44-08:00DOI: 10.1002/for.2760
A new insight into combining forecasts for elections: The role of social media Authors:
Chih‐Yu Chin; Cheng‐Lung Wang Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 132-143, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2711Issue No: Vol. 40, No. 1 (2020)
Equity return predictability, its determinants, and profitable trading strategies Authors:
Md Lutfur Rahman; Mahbub Khan,
Samuel A. Vigne,
Gazi Salah Uddin Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 162-186, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2712Issue No: Vol. 40, No. 1 (2020)
Directional news impact curve Authors:
Stanislav Anatolyev
Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 94-107, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2708Issue No: Vol. 40, No. 1 (2020)
Evaluating the OECD’s main economic indicators at anticipating recessions* Authors:
Máximo Camacho; Gonzalo Palmieri Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 80-93, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2709Issue No: Vol. 40, No. 1 (2020)
Forecasting aggregate market volatility: The role of good and bad uncertainties Authors:
Li Liu; Yudong Wang Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 40-61, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2694Issue No: Vol. 40, No. 1 (2020)
Fiscal transparency, fiscal forecasting and budget credibility in developing countries Authors:
Nada Azmy ElBerry; Stijn Goeminne Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 144-161, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2695Issue No: Vol. 40, No. 1 (2020)
Neural network structure identification in inflation forecasting Authors:
Tea Šestanović; Josip Arnerić Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 62-79, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2698Issue No: Vol. 40, No. 1 (2020)
What can we learn from the return predictability over the business cycle' Authors:
Li Liu; Zhiyuan Pan,
Yudong Wang Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 108-131, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2699Issue No: Vol. 40, No. 1 (2020)
Market timing using combined forecasts and machine learning Authors:
David A. Mascio; Frank J. Fabozzi,
J. Kenton Zumwalt Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 1-16, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2690Issue No: Vol. 40, No. 1 (2020)
Are industry‐level indicators more helpful to forecast industrial stock volatility' Evidence from Chinese manufacturing purchasing managers index Authors:
Yu Wei; Lan Bai,
Kun Yang,
Guiwu Wei Abstract: Journal of Forecasting, Volume 40, Issue 1, Page 17-39, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2696Issue No: Vol. 40, No. 1 (2020)
Issue Information Abstract: Journal of Forecasting, Volume 40, Issue 1, January 2021.Citation: Journal of ForecastingPubDate: 2020-12-01T11:04:48-08:00DOI: 10.1002/for.2700Issue No: Vol. 40, No. 1 (2020)
Nonlinear mixed effects models for time series forecasting of smart meter demand Authors:
Cameron Roach; Rob Hyndman,
Souhaib Ben Taieb Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-17T10:02:12-08:00DOI: 10.1002/for.2750
Forecasting Exchange Rates for Central and Eastern European Currencies Using Country‐Specific Factors Authors:
Krystian Jaworski
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-16T07:37:33-08:00DOI: 10.1002/for.2749
Forecasting Value at Risk and Conditional Value at Risk using Option Market Data Authors:
Annalisa Molino; Carlo Sala Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-16T07:22:47-08:00DOI: 10.1002/for.2756
Point and density forecasting of macroeconomic and financial uncertainties of the USA Authors:
Afees A. Salisu; Rangan Gupta,
Ahamuefula E. Ogbonna Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-12-15T10:36:10-08:00DOI: 10.1002/for.2740
Recession Probabilities for the Eurozone at the Zero Lower Bound: Challenges to the Term Spread and Rise of Alternatives Authors:
Ralf Fendel; Nicola Mai,
Oliver Mohr Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-14T12:00:00-08:00DOI: 10.1002/for.2751
Treating Cross‐Sectional and Time Series Momentum Returns as Forecasts Authors:
Oh. Kang Kwon; Stephen Satchell Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-14T10:35:39-08:00DOI: 10.1002/for.2755
Forecasting China's crude oil futures volatility: the role of the jump, jumps intensity, and leverage effect Authors:
Jiqian Wang; Feng Ma,
M.I.M. Wahab,
Dengshi Huang Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-13T08:31:52-08:00DOI: 10.1002/for.2752
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov‐regime switching GARCH‐MIDAS models Authors:
Feng Ma; Xinjie Lu,
Lu Wang,
Julien Chevallier Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-13T08:30:19-08:00DOI: 10.1002/for.2753
Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility Authors:
Feng He; Libo Yin Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-13T08:28:31-08:00DOI: 10.1002/for.2754
Can Night Trading Sessions Improve Forecasting Performance of Gold Futures’ Volatility in China' Authors:
Xuan Yao; Xiaofeng Hui,
Kaican Kang Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-11T11:44:15-08:00DOI: 10.1002/for.2748
An approach to increasing forecast‐combination accuracy through VAR error modeling Authors:
Till Weigt; Bernd Wilfling Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-12-09T07:40:11-08:00DOI: 10.1002/for.2733
Estimation of healthcare expenditure per capita of Turkey using artificial intelligence techniques with genetic algorithm‐based feature selection Authors:
Zeynep Ceylan; Abdulkadir Atalan Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-07T06:22:08-08:00DOI: 10.1002/for.2747
Rationality and Anchoring of Inflation Expectations: An assessment from survey‐based and market‐based measures† Authors:
Helder Ferreira Mendonça; Pedro Mendes Garcia,
José Valentim Machado Vicente Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-03T06:25:08-08:00DOI: 10.1002/for.2746
Design of link prediction algorithm for complex network based on the comprehensive influence of predicting nodes and neighbor nodes Authors:
Yang Wang; Jifa Wang Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-12-03T06:16:53-08:00DOI: 10.1002/for.2745
Forecasting volatility with outliers in Realized GARCH models Authors:
Guanghui Cai; Zhimin Wu,
Lei Peng Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-12-01T08:10:11-08:00DOI: 10.1002/for.2736
Forecasting Baden‐Württemberg's GDP Growth: MIDAS Regressions versus Dynamic Mixed‐Frequency Factor Models Authors:
Konstantin Kuck; Karsten Schweikert Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-27T12:00:00-08:00DOI: 10.1002/for.2743
Intraday Conditional Value at Risk: A Periodic Mixed‐Frequency GAS Approach Authors:
Bastian Gribisch; Tobias Eckernkemper Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-26T12:00:00-08:00DOI: 10.1002/for.2744
The value added of the Bank of Japan’s range forecasts Authors:
Yoichi Tsuchiya
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-26T10:54:33-08:00DOI: 10.1002/for.2742
Stock index forecasting: A new fuzzy time series forecasting method Authors:
Hao Wu; Haiming Long,
Yue Wang,
Yanqi Wang Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-11-25T01:30:28-08:00DOI: 10.1002/for.2734
The tensor auto‐regressive model Authors:
Chelsey Hill; James Li,
Matthew J. Schneider,
Martin T. Wells Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-11-24T08:14:56-08:00DOI: 10.1002/for.2735
Forecasting Systemic Risk in Portfolio Selection: The Role of Technical Trading Rules Authors:
Noureddine Kouaissah; Amine Hocine Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-23T08:36:41-08:00DOI: 10.1002/for.2741
An empirical study on the role of trading volume and data frequency in volatility forecasting Authors:
Min Liu; Chien‐Chiang Lee,
Wei‐Chong Choo Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-20T12:34:24-08:00DOI: 10.1002/for.2739
Equation Chapter 0 Section 1Forecasting the US stock market volatility: How to use international volatility information' Authors:
Yaojie Zhang; Yudong Wang,
Feng Ma Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-14T08:25:03-08:00DOI: 10.1002/for.2737
Should Crude Oil Price Volatility Receive more Attention than the Price of Crude Oil' An Empirical Investigation via a Large‐Scale Out‐of‐Sample Forecast Evaluation of U.S. Macroeconomic Data Authors:
Nima Nonejad
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-11-14T08:11:03-08:00DOI: 10.1002/for.2738
Granger causality of bivariate stationary curve time series Authors:
Han Lin Shang; Kaiying Ji,
Ufuk Beyaztas Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-11-04T10:27:27-08:00DOI: 10.1002/for.2732
Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis Authors:
H. Kent Baker; Satish Kumar,
Debidutta Pattnaik Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-11-02T12:00:00-08:00DOI: 10.1002/for.2731
A performance analysis of prediction intervals for count time series Authors:
Annika Homburg; Christian H. Weiß,
Layth C. Alwan,
Gabriel Frahm,
Rainer Göb Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-10-29T06:31:23-07:00DOI: 10.1002/for.2729
State‐dependent evaluation of predictive ability Authors:
Boriss Siliverstovs; Daniel S. Wochner Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-10-21T07:30:52-07:00DOI: 10.1002/for.2715
Forecasting mortality rates with the adaptive spatial temporal autoregressive model Authors:
Yanlin Shi
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-10-07T01:27:43-07:00DOI: 10.1002/for.2730
Block bootstrap prediction intervals for parsimonious first‐order vector autoregression Authors:
Jing Li
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-30T06:25:56-07:00DOI: 10.1002/for.2728
Dynamic VaR forecasts using conditional Pearson type IV distribution Authors:
Wei Kuang
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-18T04:21:07-07:00DOI: 10.1002/for.2726
Forecasting negative yield‐curve distributions Authors:
Jae‐Yun Jun; Victor Lebreton,
Yves Rakotondratsimba Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-16T04:45:17-07:00DOI: 10.1002/for.2727
Forecasting US inflation using Markov dimension switching Authors:
Jan Prüser
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-16T03:19:43-07:00DOI: 10.1002/for.2723
Forecasting the production side of GDP Authors:
Gregor Bäurle; Elizabeth Steiner,
Gabriel Züllig Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-13T11:23:55-07:00DOI: 10.1002/for.2725
Forecasting financial vulnerability in the USA: A factor model approach Authors:
Hyeongwoo Kim; Wen Shi Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-09-01T12:01:17-07:00DOI: 10.1002/for.2724
Predicting intraday jumps in stock prices using liquidity measures and technical indicators Authors:
Ao Kong; Hongliang Zhu,
Robert Azencott Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-08-24T01:33:54-07:00DOI: 10.1002/for.2721
Stock‐induced Google trends and the predictability of sectoral stock returns Authors:
Afees A. Salisu; Ahamuefula E. Ogbonna,
Idris Adediran Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-08-12T04:39:09-07:00DOI: 10.1002/for.2722
Forecast performance and bubble analysis in noncausal MAR(1, 1) processes Authors:
Christian Gourieroux; Andrew Hencic,
Joann Jasiak Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-08-12T04:06:27-07:00DOI: 10.1002/for.2716
Value‐at‐risk forecasting via dynamic asymmetric exponential power distributions Authors:
Lu Ou; Zhibiao Zhao Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-08-07T10:35:45-07:00DOI: 10.1002/for.2719
Is optimum always optimal' A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints Authors:
Mazin A.M. Al Janabi
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-26T12:00:00-07:00DOI: 10.1002/for.2714
Estimating the volatility of asset pricing factors Authors:
Janis Becker; Christian Leschinski Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-26T04:09:15-07:00DOI: 10.1002/for.2713
Out‐of‐sample performance of bias‐corrected estimators for diffusion processes Authors:
Zi‐Yi Guo
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-24T08:53:28-07:00DOI: 10.1002/for.2720
A causal model for short‐term time series analysis to predict incoming Medicare workload Authors:
Tasquia Mizan; Sharareh Taghipour Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-20T12:00:00-07:00DOI: 10.1002/for.2717
Forecasting real‐time economic activity using house prices and credit conditions Authors:
Narayan Kundan Kishor
Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-15T07:47:19-07:00DOI: 10.1002/for.2710
Volatility specifications versus probability distributions in VaR forecasting Authors:
Laura Garcia‐Jorcano; Alfonso Novales Abstract: Journal of Forecasting, EarlyView.Citation: Journal of ForecastingPubDate: 2020-07-15T06:45:16-07:00DOI: 10.1002/for.2697
A new BISARMA time series model for forecasting mortality using weather and particulate matter data Authors:
Víctor Leiva; Helton Saulo,
Rubens Souza,
Robert G. Aykroyd,
Roberto Vila Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-06-24T11:05:42-07:00DOI: 10.1002/for.2718
Bitcoin Futures, Technical Analysis and Return Predictability in Bitcoin Prices Authors:
Andrei Shynkevich
Abstract: Journal of Forecasting, Accepted Article.Citation: Journal of ForecastingPubDate: 2020-01-14T10:30:10-08:00DOI: 10.1002/for.2656