Journal of Forecasting
Journal of Forecasting
ISSNs: 0277-6693
Additional searchable ISSN (Electronic): 1099-131X
John Wiley & Sons Ltd., United Kingdom
Scopus rating (2021): CiteScore 3.7 SJR 0.594 SNIP 0.948
Journal
Research Output
- 2019
Modeling eBay price using stochastic differential equations
Liu, W. W., Liu, Y. & Chan, N. H., Jan 2019, In: Journal of Forecasting. 38, 1, p. 63-72Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 6- 2017
Short-Term Stock Price Prediction Based on Limit Order Book Dynamics
An, Y. & Chan, N. H., 1 Aug 2017, In: Journal of Forecasting. 36, 5, p. 541-556Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis
Chan, N. H. & Liu, W. W., 1 Mar 2017, In: Journal of Forecasting. 36, 2, p. 156-164Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 4- 2015
- Published
Self-Restraining Bass Models
LIANG, X., XIE, L. & YAN, H., Sep 2015, In: Journal of Forecasting. 34, 6, p. 472-477Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 5 - 2014
Forecasting online auctions via self-exciting point processes
Chan, N. H., Li, Z. R. & Yau, C. Y., 1 Nov 2014, In: Journal of Forecasting. 33, 7, p. 501-514Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 6- 2009
- Published
A high-low model of daily stock price ranges
Cheung, Y., Cheung, Y. & Wan, A. T. K., Mar 2009, In: Journal of Forecasting. 28, 2, p. 103-119Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 35 - 2006
Long-memory dynamic tobit models
Brockwell, A. E. & Chan, N. H., Aug 2006, In: Journal of Forecasting. 25, 5, p. 351-367Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3- 2004
Intrinsic bubbles revisited: Evidence from nonlinear cointegration and forecasting
Ma, Y. & Kanas, A., Jul 2004, In: Journal of Forecasting. 23, 4, p. 237-250Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 9- 2003
- Published
Market risk management of banks: Implications from the accuracy of value-at-risk forecasts
Wong, M. C. S., Cheng, W. Y. & Wong, C. Y. P., Jan 2003, In: Journal of Forecasting. 22, 1, p. 23-33Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 14 - 2001
The approximation of long-memory processes by an ARMA model
Basak, G. K., Chan, N. H. & Palma, W., Sep 2001, In: Journal of Forecasting. 20, 6, p. 367-389Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 11- 1997
Estimation and forecasting of long-memory processes with missing values
Palma, W. & Chan, N. H., 1997, In: Journal of Forecasting. 16, 6, p. 395-410Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 20