Journal of Forecasting

Cover image for Vol. 34 Issue 8

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

    1. 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

  2. Research Article

  3. Special Issue Articles

    1. Forecasting Government Bond Yields with Neural Networks Considering Cointegration

      Christoph Wegener, Christian von Spreckelsen, Tobias Basse and Hans-Jörg von Mettenheim

      Article first published online: 23 NOV 2015 | DOI: 10.1002/for.2385

  4. 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

  5. Special Issue Articles

    1. Forecasting Latent Volatility through a Markov Chain Approximation Filter

      Chia Chun Lo, Konstantinos Skindilias and Andreas Karathanasopoulos

      Article first published online: 8 SEP 2015 | DOI: 10.1002/for.2364

    2. Signal Diffusion Mapping: Optimal Forecasting with Time-Varying Lags

      Paul Gaskell, Frank McGroarty and Thanassis Tiropanis

      Article first published online: 1 SEP 2015 | DOI: 10.1002/for.2365

    3. How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems

      Humberto Godínez-Olivares, María del Carmen Boado-Penas and Athanasios A. Pantelous

      Article first published online: 24 MAY 2015 | DOI: 10.1002/for.2351

    4. Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias

      Georgios Sermpinis, Thanos Verousis and Konstantinos Theofilatos

      Article first published online: 23 MAR 2015 | DOI: 10.1002/for.2338


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