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Journal of Forecasting

© John Wiley & Sons, Ltd.

Cover image for Vol. 31 Issue 5

August 2012

Volume 31, Issue 5

Pages 377–468

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Research Articles
1. Top of page
2. Research Articles
1. A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models (pages 377–390)
  Farhat Iqbal and Kanchan Mukherjee
  Article first published online: 26 FEB 2011 | DOI: 10.1002/for.1224
2. Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach (pages 391–400)
  Christina Beneki, Bruno Eeckels and Costas Leon
  Article first published online: 9 MAR 2011 | DOI: 10.1002/for.1220
3. Do Long-Run Theory Restrictions Help in Forecasting? (pages 401–422)
  S. Mahdi Barakchian
  Article first published online: 13 MAR 2011 | DOI: 10.1002/for.1229
4. Price–Dividend Ratios and Stock Price Predictability (pages 423–442)
  Jyh-Lin Wu and Yu-Hau Hu
  Article first published online: 25 MAR 2011 | DOI: 10.1002/for.1231
5. Multivariate GARCH Models with Correlation Clustering (pages 443–468)
  Mike K. P. So and Iris W. H. Yip
  Article first published online: 30 MAR 2011 | DOI: 10.1002/for.1234

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