Issue Information

• Published date: 01 November 2020
• DOI: http://doi.org/10.1002/for.2611
• Date: 01 November 2020

NOVEMBER 2020 VOLUME 39 NUMBER 7

ISSN 0277-6693

JOFODV 39(7) 1001– 1178

wileyonlinelibrary.com/journal/for

Professional forecasters' expectations, consistency, and international spillovers

J. Beckmann and R. L. Czudaj 1001

A comparison of conditional predictive ability of implied volatility and realized

measures in forecasting volatility

Y. Shi, T. Ying, Y. Shi and C. Ai 1025

Moving average threshold heterogeneous autoregressive (MAT-HAR) models

K. Motegi, X. Cai, S. Hamori and H. Xu 1035

Forecasting models in the manufacturing processes and operations management:

Systematic literature review

I. R. S. Agostino, W. V. da Silva, C. Pereira da Veiga and A. M. Souza 1043

Using the yield curve to forecast economic growth

P. R. Yang 1057

On the forecasting of high-frequency financial time series based on ARIMA

model improved by deep learning

Z. Li, J. Han and Y. Song 1081

Forecasting Australia's real house price index: A comparison of time series

and machine learning methods

G. Milunovich 1098

A detailed look at crude oil price volatility prediction using macroeconomic variables

N. Nonejad 1119

Sparse Bayesian vector autoregressions in huge dimensions

G. Kastner and F. Huber 1142

The industrial asymmetry of the stock price prediction with investor sentiment:

Based on the comparison of predictive effects with SVR

Z. Jin, K. Guo, Y. Sun, L. Lai and Z. Liao 1166