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

Journal Metrics

Research Output

  1. 2019
  2. Modeling eBay price using stochastic differential equations

    Liu, W. W., Liu, Y. & Chan, N. H., Jan 2019, In: Journal of Forecasting. 38, 1, p. 63-72

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 6
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  3. 2017
  4. 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. 541-556

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  5. Modeling 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. 156-164

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  6. 2015
  7. Published

    Self-Restraining Bass Models

    LIANG, X., XIE, L. & YAN, H., Sep 2015, In: Journal of Forecasting. 34, 6, p. 472-477

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
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  8. 2014
  9. 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. 501-514

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 6
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  10. 2009
  11. 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. 103-119

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 35
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  12. 2006
  13. Long-memory dynamic tobit models

    Brockwell, A. E. & Chan, N. H., Aug 2006, In: Journal of Forecasting. 25, 5, p. 351-367

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  14. 2004
  15. Intrinsic bubbles revisited: Evidence from nonlinear cointegration and forecasting

    Ma, Y. & Kanas, A., Jul 2004, In: Journal of Forecasting. 23, 4, p. 237-250

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 9
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  16. 2003
  17. 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. 23-33

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 14
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  18. 2001
  19. 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. 367-389

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 11
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  20. 1997
  21. Estimation and forecasting of long-memory processes with missing values

    Palma, W. & Chan, N. H., 1997, In: Journal of Forecasting. 16, 6, p. 395-410

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 20
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