Issue Information

• DOI: http://doi.org/10.1002/for.2608
• Published date: 01 July 2020
• Date: 01 July 2020

JULY 2020 VOLUME 39 NUMBER 4

ISSN 0277-6693

JOFODV 39(4) 569– 708

wileyonlinelibrary.com/journal/for

Forecasting interest rates through Vasicek and CIR models: A partitioning approach

G. Orlando, R. M. Mininni and M. Bufalo 569

Forecasting under model uncer tainty: Non-homogeneous hidden Markov models

with Pòlya-Gamma data augmentation

C. Koki, L. Meligkotsidou and I. Vrontos 580

On the predictability of crude oil market: A hybrid multiscale wavelet approach

S. Bekiros, J. Arreola Hernandez, G. Salah Uddin and A. T. Muzaffar 599

Spatial dependence model with feature dif ference

T. K. Y. Cheung and S. K. C. Cheung 615

Combining multivariate volatility forecasts using weighted losses

A. Clements and M. B. Doolan 628

Short-run wavelet-based covariance regimes for applied por tfolio management

T. Berger and R. Gençay 642

Diagnosis of diabetes mellitus using ar tificial neural network and classification

and regression tree optimized with genetic algorithm

E. Pekel Özmen and T. Özcan 661

Can online search data improve the forecast accuracy of pork price in China?

L. Ling, D. Zhang, S. Chen and A. W. Mugera 671

Evaluation of the going-concern status for companies: An ensemble

framework-based model

Y.-F. Hsu and W.-P. Lee 687

Corrigendum 707