Journal of Forecasting

Aims and Scope

The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, practical, computational and methodological. A broad interpretation of the topic is taken with approaches from various subject areas, such as statistics, economics, psychology, systems engineering and social sciences, all encouraged. Furthermore, the Journal welcomes a wide diversity of applications in such fields as business, government, technology and the environment. Of particular interest are papers dealing with modelling issues and the relationship of forecasting systems to decision-making processes. New concepts of modelling are especially encouraged as well as practical details of actual applications of particular models. Apart from research reports and review articles, other materials of interest that will be published include book reviews, software reviews, descriptions of data sources and notices of general interest.

Readership

Academics and practitioners in management science, decision analysis and operations research · Business forecasters · economists · statisticians · operations researchers

For more information on the Journal of Forecasting visit the journal home page at www.interscience.wiley.com/journal/for

Read the full text of these top articles now!

Forecasting time series with long memory and level shifts
Namwon Hyung, Philip Hans Franses

Forecasting stock prices using a hierarchical Bayesian approach
Jun Ying, Lynn Kuo, Gim S. Seow

Conditional volatility forecasting in a dynamic hedging model
Michael S. Haigh

A fractal forecasting model for financial time series
Gordon R. Richards

Comparing the accuracy of density forecasts from competing models
Lucio Sarno, Giorgio Valente