Journal of Forecasting

Cover image for Vol. 32 Issue 1

January 2013

Volume 32, Issue 1

Pages 1–96

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Does Information Help Intra-Day Volatility Forecasts? (pages 1–9)

      David G. McMillan and Raquel Quiroga García

      Version of Record online: 2 AUG 2011 | DOI: 10.1002/for.1243

    2. Forecasting Private Consumption by Consumer Surveys (pages 10–18)

      Christian Dreger and Konstantin Arkadievich Kholodilin

      Version of Record online: 29 NOV 2011 | DOI: 10.1002/for.1245

    3. Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (pages 41–50)

      Eleftheria Kostika and Raphael N. Markellos

      Version of Record online: 23 JAN 2012 | DOI: 10.1002/for.1249

    4. Real-Time Forecasts of Inflation: The Role of Financial Variables (pages 51–61)

      Libero Monteforte and Gianluca Moretti

      Version of Record online: 28 MAR 2012 | DOI: 10.1002/for.1250

    5. Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation (pages 62–74)

      Jooyoung Jeon and James W. Taylor

      Version of Record online: 27 OCT 2011 | DOI: 10.1002/for.1251

    6. Estimation and Forecasting of Locally Stationary Processes (pages 86–96)

      Wilfredo Palma, Ricardo Olea and Guillermo Ferreira

      Version of Record online: 20 NOV 2011 | DOI: 10.1002/for.1259

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