Journal of Forecasting

© John Wiley & Sons, Ltd.

Cover image for Journal of Forecasting

April 1996

Volume 15, Issue 3

Pages fmi–fmi, 127–270

  1. Masthead

    1. Top of page
    2. Masthead
    3. Research Articles
    1. Masthead (page fmi)

      Article first published online: 9 MAR 2007 | DOI: 10.1002/for.3980150301

  2. Research Articles

    1. Top of page
    2. Masthead
    3. Research Articles
    1. Non-linear forecasting of financial time series: An overview and some new models (pages 127–135)

      Terence C. Mills

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<127::AID-FOR614>3.0.CO;2-1

    2. The information in the term structure: A non-parametric investigation (pages 137–153)

      Bruce Mizrach

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<137::AID-FOR615>3.0.CO;2-Y

    3. A threshold model for the French franc/deutschmark exchange rate (pages 155–164)

      David Chappell, Joanne Padmore, Priti Mistry and Catherine Ellis

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<155::AID-FOR616>3.0.CO;2-Z

    4. Non-linear prediction of security returns with moving average rules (pages 165–174)

      Ramazan Gençay

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<165::AID-FOR617>3.0.CO;2-V

    5. Unobserved components in ARCH models: An application to seasonal adjustment (pages 175–201)

      Gabriele Fiorentini and Agustín Maravall

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<175::AID-FOR618>3.0.CO;2-R

    6. Changing time scale for short-term forecasting in financial markets (pages 203–227)

      Michel M. Dacorogna, Cindy L. Gauvreau, Ulrich A. Müller, Richard B. Olsen and Olivier V. Pictet

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<203::AID-FOR619>3.0.CO;2-Y

    7. Forecasting stock market volatility using (non-linear) Garch models (pages 229–235)

      Philip Hans Franses and Dick Van Dijk

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<229::AID-FOR620>3.0.CO;2-3

    8. Forecasting Austrian IPOs: An application of linear and neural network error-correction models (pages 237–251)

      Christian Haefke and Christian Helmenstein

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<237::AID-FOR621>3.0.CO;2-5

    9. Randomized unit root processes for modelling and forecasting financial time series: Theory and applications (pages 253–270)

      Stephen J. Leybourne, Brendan P. M. McCabe and Terence C. Mills

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(199604)15:3<253::AID-FOR622>3.0.CO;2-C

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