ISSN: 0277-6693

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Journal of Forecasting Q1 Unclaimed

John Wiley and Sons Ltd United Kingdom

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Journal of Forecasting is a journal indexed in SJR in Modeling and Simulation and Statistics, Probability and Uncertainty with an H index of 68. It has a price of 2083 €. It has an SJR impact factor of 0,885 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 0,885.

Journal of Forecasting focuses its scope in these topics and keywords: garch, stock, recursive, prices, predictability, period, oecd, nonstationary, modelsrealized, returnsprediction, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Modeling and Simulation (Q1) Computer Science Applications (Q2) Economics and Econometrics (Q2) Management Science and Operations Research (Q2) Statistics, Probability and Uncertainty (Q2) Strategy and Management (Q2)

Price

2083 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,885

SJR Impact factor

68

H Index

118

Total Docs (Last Year)

257

Total Docs (3 years)

5869

Total Refs

953

Total Cites (3 years)

257

Citable Docs (3 years)

3.01

Cites/Doc (2 years)

49.74

Ref/Doc

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Aims and Scope

Best articles by citations

Unemployment variation over the business cycles: a comparison of forecasting models

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

Organizational Pressures on Forecast Evaluation: Managerial, Political, and Procedural Influences

Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra

A non-Gaussian generalization of the Airline model for robust seasonal adjustment

Asymptotic normal and bootstrap inference in structural VAR analysis

Forecasting the Treasury's balance at the Fed

Selection of the relevant information set for predictive relationships analysis between time series

Professional forecasters' expectations, consistency, and international spillovers

Shift-contagion in energy markets and global crisis

Forecasting trend output in the Euro area

Forecasting US Recessions with a Large Set of Predictors

SHOW MORE ARTICLES

On the forecasting of high-frequency financial time series based on ARIMA model improved by deep learning

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

Volatility forecasting for risk management

Volatility forecasting with double Markov switching GARCH models

Forecasting volatility with outliers in GARCH models

Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

Subset threshold autoregression

Evidence of long memory in short-term interest rates

Bayesian analysis of fractionally integrated ARMA with additive noise

Forecasting with leading indicators revisited

Nonparametric density forecast based on time- and state-domain

Residual income, non-earnings information, and information content