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Content
2012, Volume 28, Issue 2
2012, Volume 28, Issue 1
- 3-14 Kernel density estimation for time series data
by Harvey, Andrew & Oryshchenko, Vitaliy
- 20-33 Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns
by González-Rivera, Gloria & Arroyo, Javier
- 39-43 Improved forecasting of autoregressive series by weighted least squares approximate REML estimation
by Deo, Rohit S.
- 46-53 Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
by Baillie, Richard T. & Kongcharoen, Chaleampong & Kapetanios, George
- 57-66 Better to give than to receive: Predictive directional measurement of volatility spillovers
by Diebold, Francis X. & Yilmaz, Kamil
- 70-93 A conditionally heteroskedastic independent factor model with an application to financial stock returns
by García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel
- 97-117 Bond risk, bond return volatility, and the term structure of interest rates
by Viceira, Luis M.
- 133-138 A through-the-cycle model for retail lending economic capital
by Breeden, Joseph L. & Parker, Robert & Steinebach, Carsten
- 139-144 Performance monitoring of credit portfolios using survival analysis
by Gandy, Axel
- 145-160 Forecasting and explaining aggregate consumer credit delinquency behaviour
by Crook, Jonathan & Banasik, John
- 161-170 Benchmarking regression algorithms for loss given default modeling
by Loterman, Gert & Brown, Iain & Martens, David & Mues, Christophe & Baesens, Bart
- 171-182 Loss given default models incorporating macroeconomic variables for credit cards
by Bellotti, Tony & Crook, Jonathan
- 183-195 Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data
by Leow, Mindy & Mues, Christophe
- 196-203 Comparing debt characteristics and LGD models for different collections policies
by Thomas, L.C. & Matuszyk, A. & Moore, A.
- 204-215 Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
by Zhang, Jie & Thomas, Lyn C.
- 216-223 Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations
by Hand, David J. & Crowder, Martin J.
- 224-238 Instance sampling in credit scoring: An empirical study of sample size and balancing
by Crone, Sven F. & Finlay, Steven
- 239-247 Non-linearity of scorecard log-odds
by McDonald, Ross A. & Sturgess, Matthew & Smith, Keith & Hawkins, Michael S. & Huang, Edward Xiao-Ming
- 248-260 Estimating causal effects of credit decisions
by Fahner, Gerald
- 261-272 Transition matrix models of consumer credit ratings
by Malik, Madhur & Thomas, Lyn C.
- 273-287 Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
by Mizen, Paul & Tsoukas, Serafeim
- 288-296 The predictive accuracy of credit ratings: Measurement and statistical inference
by Orth, Walter
October 2011, Volume 27, Issue 4
- 961-967 In memory of Arnold Zellner, a great scientist and person
by García-Ferrer, Antonio
- 968-995 Validation and forecasting accuracy in models of climate change
by Fildes, Robert & Kourentzes, Nikolaos
- 996-999 Validation and forecasting accuracy in models of climate change: Comments
by McSharry, Patrick E.
- 1000-1003 Commentary on "Validation and forecasting accuracy in models of climate change"
by Keenlyside, Noel S.
- 1004-1005 Validation and forecasting accuracy in models of climate change: Postscript
by Fildes, Robert & Kourentzes, Nikolaos
- 1006-1026 Calling recessions in real time
by Hamilton, James D.
- 1027-1031 Comments on "Calling recessions in real time"
by Trimbur, Thomas M.
- 1032-1038 Discussion: Calling recessions in real time
by Wildi, Marc
- 1039-1040 Response to comments
by Hamilton, James D.
- 1041-1057 Kernel-based calibration diagnostics for recession and inflation probability forecasts
by Galbraith, John W. & van Norden, Simon
- 1058-1065 On economic evaluation of directional forecasts
by Blaskowitz, Oliver & Herwartz, Helmut
- 1066-1075 How accurate are government forecasts of economic fundamentals? The case of Taiwan
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
- 1076-1088 A large factor model for forecasting macroeconomic variables in South Africa
by Gupta, Rangan & Kabundi, Alain
- 1089-1107 Forecasting exchange rate volatility using high-frequency data: Is the euro different?
by Chortareas, Georgios & Jiang, Ying & Nankervis, John. C.
- 1108-1115 Forecasting levels of log variables in vector autoregressions
by Bårdsen, Gunnar & Lütkepohl, Helmut
- 1116-1127 Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search
by Joseph, Kissan & Babajide Wintoki, M. & Zhang, Zelin
- 1128-1146 The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
by Lui, Silvia & Mitchell, James & Weale, Martin
- 1147-1159 Decay factor optimisation in time weighted simulation -- Evaluating VaR performance
by Zikovic, Sasa & Aktan, Bora
- 1160-1177 Modeling the demand and supply in a new B2B-upstream market using a knowledge updating process
by Krishnan, Trichy V. & Feng, Shanfei & Beebe, Tony
- 1178-1195 Forecasting monthly and quarterly time series using STL decomposition
by Theodosiou, Marina
- 1196-1214 Sensitivity to autocorrelation in judgmental time series forecasting
by Reimers, Stian & Harvey, Nigel
- 1215-1240 Forecasting television ratings
by Danaher, Peter J. & Dagger, Tracey S. & Smith, Michael S.
- 1241-1247 Robust backward population projections made possible
by Ediev, Dalkhat M.
- 1248-1258 Forecasting elections in Turkey
by Toros, Emre
- 1259-1270 Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting
by Dass, Mayukh & Jank, Wolfgang & Shmueli, Galit
- 1271-1273 Book review
by Allen, P. Geoffrey
July 2011, Volume 27, Issue 3
- 635-660 Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
by Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos
- 661-671 MLP ensembles improve long term prediction accuracy over single networks
by Adeodato, Paulo J.L. & Arnaud, Adrian L. & Vasconcelos, Germano C. & Cunha, Rodrigo C.L.V. & Monteiro, Domingos S.M.P.
- 672-688 Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition
by Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham
- 689-699 Conditionally dependent strategies for multiple-step-ahead prediction in local learning
by Bontempi, Gianluca & Ben Taieb, Souhaib
- 700-707 Forecasting the NN5 time series with hybrid models
by Wichard, Jörg D.
- 708-724 Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting
by Luna, Ivette & Ballini, Rosangela
- 725-739 A heuristic method for parameter selection in LS-SVM: Application to time series prediction
by Rubio, Ginés & Pomares, Héctor & Rojas, Ignacio & Herrera, Luis Javier
- 740-759 Holt's exponential smoothing and neural network models for forecasting interval-valued time series
by Maia, André Luis Santiago & de Carvalho, Francisco de A.T.
- 760-776 Forecasting ATM cash demands using a local learning model of cerebellar associative memory network
by Teddy, S.D. & Ng, S.K.
- 777-803 An empirical analysis of neural network memory structures for basin water quality forecasting
by West, David & Dellana, Scott
- 804-816 Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange
by Ebrahimpour, Reza & Nikoo, Hossein & Masoudnia, Saeed & Yousefi, Mohammad Reza & Ghaemi, Mohammad Sajjad
- 817-821 Tourism forecasting: An introduction
by Song, Haiyan & Hyndman, Rob J.
- 822-844 The tourism forecasting competition
by Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C.
- 845-849 The value of feedback in forecasting competitions
by Athanasopoulos, George & Hyndman, Rob J.
- 850-852 Winning methods for forecasting tourism time series
by Baker, Lee C. & Howard, Jeremy
- 853-854 Winning methods for forecasting seasonal tourism time series
by Brierley, Phil
- 855-869 Forecasting tourist arrivals using time-varying parameter structural time series models
by Song, Haiyan & Li, Gang & Witt, Stephen F. & Athanasopoulos, George
- 870-886 Combination of long term and short term forecasts, with application to tourism demand forecasting
by Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham
- 887-901 Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
by Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen
- 902-922 Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures
by Fildes, Robert & Wei, Yingqi & Ismail, Suzilah
- 923-941 Forecasting (aggregate) demand for US commercial air travel
by Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger
- 942-960 Booking horizon forecasting with dynamic updating: A case study of hotel reservation data
by Haensel, Alwin & Koole, Ger
2011, Volume 27, Issue 3
- 635-660 Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
by Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos
- 661-671 MLP ensembles improve long term prediction accuracy over single networks
by Adeodato, Paulo J.L. & Arnaud, Adrian L. & Vasconcelos, Germano C. & Cunha, Rodrigo C.L.V. & Monteiro, Domingos S.M.P.
- 672-688 Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition
by Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham
- 689-699 Conditionally dependent strategies for multiple-step-ahead prediction in local learning
by Bontempi, Gianluca & Ben Taieb, Souhaib
- 700-707 Forecasting the NN5 time series with hybrid models
by Wichard, Jörg D.
- 708-724 Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting
by Luna, Ivette & Ballini, Rosangela
- 725-739 A heuristic method for parameter selection in LS-SVM: Application to time series prediction
by Rubio, Ginés & Pomares, Héctor & Rojas, Ignacio & Herrera, Luis Javier
- 740-759 Holt’s exponential smoothing and neural network models for forecasting interval-valued time series
by Maia, André Luis Santiago & de Carvalho, Francisco de A.T.
- 760-776 Forecasting ATM cash demands using a local learning model of cerebellar associative memory network
by Teddy, S.D. & Ng, S.K.
- 777-803 An empirical analysis of neural network memory structures for basin water quality forecasting
by West, David & Dellana, Scott
- 804-816 Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange
by Ebrahimpour, Reza & Nikoo, Hossein & Masoudnia, Saeed & Yousefi, Mohammad Reza & Ghaemi, Mohammad Sajjad
- 822-844 The tourism forecasting competition
by Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C.
- 845-849 The value of feedback in forecasting competitions
by Athanasopoulos, George & Hyndman, Rob J.
- 855-869 Forecasting tourist arrivals using time-varying parameter structural time series models
by Song, Haiyan & Li, Gang & Witt, Stephen F. & Athanasopoulos, George
- 870-886 Combination of long term and short term forecasts, with application to tourism demand forecasting
by Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham
- 887-901 Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
by Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen
- 902-922 Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures
by Fildes, Robert & Wei, Yingqi & Ismail, Suzilah
- 923-941 Forecasting (aggregate) demand for US commercial air travel
by Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger
- 942-960 Booking horizon forecasting with dynamic updating: A case study of hotel reservation data
by Haensel, Alwin & Koole, Ger
April 2011, Volume 27, Issue 2
- 197-207 Quantiles as optimal point forecasts
by Gneiting, Tilmann
- 208-223 Combining probability forecasts
by Clements, Michael P. & Harvey, David I.
- 224-237 Forecast combination through dimension reduction techniques
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva
- 238-251 Combining exponential smoothing forecasts using Akaike weights
by Kolassa, Stephan
- 252-265 Forecasting correlated time series with exponential smoothing models
by Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta
- 266-280 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso
- 281-307 Incorporating vintage differences and forecasts into Markov switching models
by Nalewaik, Jeremy J.
- 308-319 Prediction intervals in conditionally heteroscedastic time series with stochastic components
by Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni
- 320-332 Bootstrap prediction intervals for SETAR models
by Li, Jing
- 333-346 A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
by Banbura, Marta & Rünstler, Gerhard
- 347-364 Multivariate semi-nonparametric distributions with dynamic conditional correlations
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier
- 365-378 Shrinkage estimation of semiparametric multiplicative error models
by Brownlees, Christian T. & Gallo, Giampiero M.
- 379-393 Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
- 394-412 Density forecasting through disaggregation
by Kim, Kun Ho
- 413-437 Asymmetric loss functions and the rationality of expected stock returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 438-451 Predicting economic contractions and expansions with the aid of professional forecasts
by Chua, Chew Lian & Tsiaplias, Sarantis
- 452-465 Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
by Dovern, Jonas & Weisser, Johannes
- 466-481 Real-time macroeconomic forecasting with leading indicators: An empirical comparison
by Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F.
- 482-495 One model and various experts: Evaluating Dutch macroeconomic forecasts
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby
- 496-511 Forecasting national activity using lots of international predictors: An application to New Zealand
by Eickmeier, Sandra & Ng, Tim
- 512-528 Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
by Lees, Kirdan & Matheson, Troy & Smith, Christie
- 529-542 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
- 543-560 Are VIX futures prices predictable? An empirical investigation
by Konstantinidi, Eirini & Skiadopoulos, George
- 561-578 Forecasting the direction of the US stock market with dynamic binary probit models
by Nyberg, Henri
- 579-591 Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
by Yu, Wei-Choun & Zivot, Eric
- 592-601 Forecasting accuracy of wind power technology diffusion models across countries
by Dalla Valle, Alessandra & Furlan, Claudia
- 602-618 Forecasting temperature to price CME temperature derivatives
by Dupuis, Debbie J.
- 619-630 A Bradley-Terry type model for forecasting tennis match results
by McHale, Ian & Morton, Alex
- 631-633 The Business Forecasting Deal
by Kolassa, Stephan
2011, Volume 27, Issue 2
- 197-207 Quantiles as optimal point forecasts
by Gneiting, Tilmann
- 208-223 Combining probability forecasts
by Clements, Michael P. & Harvey, David I.
- 224-237 Forecast combination through dimension reduction techniques
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva
- 238-251 Combining exponential smoothing forecasts using Akaike weights
by Kolassa, Stephan
- 252-265 Forecasting correlated time series with exponential smoothing models
by Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta
- 266-280 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso
- 281-307 Incorporating vintage differences and forecasts into Markov switching models
by Nalewaik, Jeremy J.
- 308-319 Prediction intervals in conditionally heteroscedastic time series with stochastic components
by Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni
- 320-332 Bootstrap prediction intervals for SETAR models
by Li, Jing
- 333-346 A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
by Bańbura, Marta & Rünstler, Gerhard
- 347-364 Multivariate semi-nonparametric distributions with dynamic conditional correlations
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier
- 365-378 Shrinkage estimation of semiparametric multiplicative error models
by Brownlees, Christian T. & Gallo, Giampiero M.
- 379-393 Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
- 394-412 Density forecasting through disaggregation
by Kim, Kun Ho
- 413-437 Asymmetric loss functions and the rationality of expected stock returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 438-451 Predicting economic contractions and expansions with the aid of professional forecasts
by Chua, Chew Lian & Tsiaplias, Sarantis
- 452-465 Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
by Dovern, Jonas & Weisser, Johannes
- 466-481 Real-time macroeconomic forecasting with leading indicators: An empirical comparison
by Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F.
- 482-495 One model and various experts: Evaluating Dutch macroeconomic forecasts
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby
- 496-511 Forecasting national activity using lots of international predictors: An application to New Zealand
by Eickmeier, Sandra & Ng, Tim
- 512-528 Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
by Lees, Kirdan & Matheson, Troy & Smith, Christie
- 529-542 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
- 543-560 Are VIX futures prices predictable? An empirical investigation
by Konstantinidi, Eirini & Skiadopoulos, George
- 561-578 Forecasting the direction of the US stock market with dynamic binary probit models
by Nyberg, Henri
- 579-591 Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
by Yu, Wei-Choun & Zivot, Eric
- 592-601 Forecasting accuracy of wind power technology diffusion models across countries
by Dalla Valle, Alessandra & Furlan, Claudia
- 602-618 Forecasting temperature to price CME temperature derivatives
by Dupuis, Debbie J.
- 619-630 A Bradley-Terry type model for forecasting tennis match results
by McHale, Ian & Morton, Alex
2011, Volume 27, Issue 1
- 14-40 Group-based forecasting?: A social psychological analysis
by Kerr, Norbert L. & Tindale, R. Scott
- 41-49 Group diversity and decision quality: Amplification and attenuation of the framing effect
by Yaniv, Ilan
- 50-68 Influence of differentiated roles on group forecasting accuracy
by Önkal, Dilek & Lawrence, Michael & Zeynep Sayım, K.
- 69-80 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott
- 81-102 Judgmental aggregation strategies depend on whether the self is involved
by Soll, Jack B. & Mannes, Albert E.
- 103-120 Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
by Van Swol, Lyn M.
- 121-133 Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice?
by Jodlbauer, Barbara & Jonas, Eva
- 134-151 People consultation to construct the future: A Delphi application
by Landeta, Jon & Barrutia, Jon
- 152-165 A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
by Klenk, Nicole L. & Hickey, Gordon M.
- 166-182 The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
by Benda, Wim G.G. & Engels, Tim C.E.
- 183-195 Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
by Graefe, Andreas & Armstrong, J. Scott
January 2011, Volume 27, Issue 1
- 1-13 Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda
by Wright, George & Rowe, Gene
- 14-40 Group-based forecasting?: A social psychological analysis
by Kerr, Norbert L. & Tindale, R. Scott
- 41-49 Group diversity and decision quality: Amplification and attenuation of the framing effect
by Yaniv, Ilan
- 50-68 Influence of differentiated roles on group forecasting accuracy
by Önkal, Dilek & Lawrence, Michael & Zeynep SayIm, K.
- 69-80 Role thinking: Standing in other people's shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott
- 81-102 Judgmental aggregation strategies depend on whether the self is involved
by Soll, Jack B. & Mannes, Albert E.
- 103-120 Forecasting another's enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
by Van Swol, Lyn M.
- 121-133 Forecasting clients' reactions: How does the perception of strategic behavior influence the acceptance of advice?
by Jodlbauer, Barbara & Jonas, Eva
- 134-151 People consultation to construct the future: A Delphi application
by Landeta, Jon & Barrutia, Jon
- 152-165 A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
by Klenk, Nicole L. & Hickey, Gordon M.
- 166-182 The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
by Benda, Wim G.G. & Engels, Tim C.E.
- 183-195 Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
by Graefe, Andreas & Armstrong, J. Scott
October 2010, Volume 26, Issue 4
- 627-646 Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
by Taylor, James W.
- 647-651 Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments
by Koopman, S.J. & Ooms, M.
- 652-654 Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments
by Shen, Haipeng
- 655-657 Exponentially weighted methods for multiple seasonal time series
by De Livera, Alysha M.
- 658-660 Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
by Taylor, James W.
- 661-665 Damped trend exponential smoothing: A modelling viewpoint
by McKenzie, Eddie & Gardner Jr., Everette S.
- 666-683 Real-time forecasting of online auctions via functional K-nearest neighbors
by Zhang, Shu & Jank, Wolfgang & Shmueli, Galit
- 684-699 Functional hourly forecasting of water temperature
by Mestekemper, Thomas & Windmann, Michael & Kauermann, Göran
- 700-711 Functional clustering and linear regression for peak load forecasting
by Goia, Aldo & May, Caterina & Fusai, Gianluca
- 712-724 State space models for estimating and forecasting fertility
by Rueda, Cristina & Rodríguez, Pilar
- 725-743 A hierarchical procedure for the combination of forecasts
by Costantini, Mauro & Pappalardo, Carmine
- 744-763 Predictive likelihood for Bayesian model selection and averaging
by Ando, Tomohiro & Tsay, Ruey
- 764-776 Predictive-sequential forecasting system development for cash machine stocking
by Brentnall, Adam R. & Crowder, Martin J. & Hand, David J.
- 777-793 Business cycle monitoring with structural changes
by Chauvet, Marcelle & Potter, Simon
- 794-807 Should quarterly government finance statistics be used for fiscal surveillance in Europe?
by Pedregal, Diego J. & Pérez, Javier J.
- 808-835 Have economic models' forecasting performance for US output growth and inflation changed over time, and when?
by Rossi, Barbara & Sekhposyan, Tatevik
- 836-857 A reappraisal of the leading indicator properties of the yield curve under structural instability
by Schrimpf, Andreas & Wang, Qingwei
- 858-884 Currency crisis prediction using ADR market data: An options-based approach
by Maltritz, Dominik & Eichler, Stefan
- 885-907 General-to-specific modelling of exchange rate volatility: A forecast evaluation
by Bauwens, Luc & Sucarrat, Genaro
- 908-926 Regional unemployment forecasts with spatial interdependencies
by Schanne, N. & Wapler, R. & Weyh, A.
- 927-928 Book review
by Goodwin, Paul
- 929-929 Robert A. Krueger , Business forecasting: A practical, comprehensive resource for managers and practitioners, BookSurge, North Charleston (2008), p. 319 Soft-cover, ISBN: 978-1-4196-7779-3
by Syntetos, Aris A.
July 2010, Volume 26, Issue 3
- 445-447 Sports forecasting
by Vaughan Williams, Leighton & Stekler, Herman O.
- 448-459 Prediction accuracy of different market structures -- bookmakers versus a betting exchange
by Franck, Egon & Verbeek, Erwin & Nüesch, Stephan
- 460-470 Using ELO ratings for match result prediction in association football
by Hvattum, Lars Magnus & Arntzen, Halvard
- 471-481 Forecasting sports tournaments by ratings of (prob)abilities: A comparison for the EUROÂ 2008
by Leitner, Christoph & Zeileis, Achim & Hornik, Kurt
- 482-488 Online bookmakers' odds as forecasts: The case of European soccer leagues
by Strumbelj, E. & Sikonja, M. Robnik
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