Journal of Forecasting

Cover image for Vol. 35 Issue 1

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Derek W. Bunn

Impact Factor: 0.705

ISI Journal Citation Reports © Ranking: 2014: 137/185 (Management); 194/333 (Economics)

Online ISSN: 1099-131X


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  1. Research Articles

  2. Special Issue Articles

    1. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets

      Serdar Neslihanoglu, Vasilios Sogiakas, John H. McColl and Duncan Lee

      Article first published online: 25 JAN 2016 | DOI: 10.1002/for.2389

  3. Research Articles

    1. Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

      Phoebe Koundouri, Nikolaos Kourogenis, Nikitas Pittis and Panagiotis Samartzis

      Article first published online: 14 JAN 2016 | DOI: 10.1002/for.2387

  4. Research Article

  5. Research Articles

    1. The Role of Survey Data in Nowcasting Euro Area GDP Growth

      Alessandro Girardi, Christian Gayer and Andreas Reuter

      Article first published online: 1 DEC 2015 | DOI: 10.1002/for.2383

    2. Forecasting High-Frequency Risk Measures

      Denisa Banulescu, Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi

      Article first published online: 25 NOV 2015 | DOI: 10.1002/for.2374

  6. Research Article

  7. Research Articles

    1. On Forecasting Conflict in the Sudan: 2009–2012

      David A. Bessler, Shahriar Kibriya, Junyi Chen and Edwin Price

      Article first published online: 23 NOV 2015 | DOI: 10.1002/for.2382

    2. Forecasting Elections

      Leighton Vaughan Williams and J. James Reade

      Article first published online: 11 NOV 2015 | DOI: 10.1002/for.2377

    3. Backtesting Aggregate Risk

      Cristina Danciulescu

      Article first published online: 3 NOV 2015 | DOI: 10.1002/for.2376


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